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Enum: CreditLimitTypeEnum

The enumeration values to qualify the type of credit limits.

URI: common_domain_model:CreditLimitTypeEnum

Permissible Values

Value Meaning Description
CS01 http://www.fpml.org/coding-scheme/credit-limit-type-1-1#CS01 The type of credit line expressed in CS01
DV01 http://www.fpml.org/coding-scheme/credit-limit-type-1-1#DV01 The type of credit line expressed in DV01
IM http://www.fpml.org/coding-scheme/credit-limit-type-1-1#IM The type of credit line expressed in Initial Margin value
Notional http://www.fpml.org/coding-scheme/credit-limit-type-1-1#Notional The type of credit line expressed in Notional amount
NPV None The type of credit line expressed as a Net Present Value
PV01 http://www.fpml.org/coding-scheme/credit-limit-type-1-1#PV01 The type of credit line expressed in PV01

Slots

Name Description
limitType Standard code to indicate which type of credit line is being referred to - i

Identifier and Mapping Information

Schema Source

LinkML Source

name: CreditLimitTypeEnum
description: The enumeration values to qualify the type of credit limits.
from_schema: https://w3id.org/lmodel/common-domain-model
exact_mappings:
- http://www.fpml.org/coding-scheme/credit-limit-type
rank: 1000
permissible_values:
  CS01:
    text: CS01
    description: The type of credit line expressed in CS01. The sensitivity with respect
      to changes in the CDS spread.
    meaning: http://www.fpml.org/coding-scheme/credit-limit-type-1-1#CS01
  DV01:
    text: DV01
    description: The type of credit line expressed in DV01. The dollar value of a
      one basis point decrease in interest rates. It shows the change in a bond's
      price compared to a decrease in the bond's yield.
    meaning: http://www.fpml.org/coding-scheme/credit-limit-type-1-1#DV01
  IM:
    text: IM
    description: The type of credit line expressed in Initial Margin value.
    meaning: http://www.fpml.org/coding-scheme/credit-limit-type-1-1#IM
  Notional:
    text: Notional
    description: The type of credit line expressed in Notional amount.
    meaning: http://www.fpml.org/coding-scheme/credit-limit-type-1-1#Notional
  NPV:
    text: NPV
    description: The type of credit line expressed as a Net Present Value.
  PV01:
    text: PV01
    description: The type of credit line expressed in PV01. The value of a one dollar
      or one basis point annuity.
    meaning: http://www.fpml.org/coding-scheme/credit-limit-type-1-1#PV01