Class: CreditNotation
Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.
URI: common_domain_model:CreditNotation
classDiagram
class CreditNotation
click CreditNotation href "../CreditNotation/"
CreditNotation <|-- DirectionRating
click DirectionRating href "../DirectionRating/"
CreditNotation <|-- RatingAgencyValue
click RatingAgencyValue href "../RatingAgencyValue/"
CreditNotation : agency
CreditNotation --> "1" CreditRatingAgencyEnum : agency
click CreditRatingAgencyEnum href "../CreditRatingAgencyEnum/"
CreditNotation : creditWatch
CreditNotation --> "0..1" CreditRatingCreditWatchEnum : creditWatch
click CreditRatingCreditWatchEnum href "../CreditRatingCreditWatchEnum/"
CreditNotation : debt
CreditNotation --> "0..1" CreditRatingDebt : debt
click CreditRatingDebt href "../CreditRatingDebt/"
CreditNotation : notation
CreditNotation : outlook
CreditNotation --> "0..1" CreditRatingOutlookEnum : outlook
click CreditRatingOutlookEnum href "../CreditRatingOutlookEnum/"
CreditNotation : scale
Inheritance
- CreditNotation
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| agency | 1 CreditRatingAgencyEnum |
Specifies The credit agency to which the other variables (notation, scale, de... | direct |
| notation | 1 string |
Specifies The credit rating notation | direct |
| scale | 0..1 string |
Specifies the credit rating scale, with a typical distinction between short t... | direct |
| debt | 0..1 CreditRatingDebt |
Specifies the credit rating debt type (e | direct |
| outlook | 0..1 CreditRatingOutlookEnum |
Assesses the potential direction of a long-term credit rating over the interm... | direct |
| creditWatch | 0..1 CreditRatingCreditWatchEnum |
Indicates the potential direction of a short-term or long-term rating | direct |
Usages
| used by | used in | type | used |
|---|---|---|---|
| CustodianTerms | minimumRating | range | CreditNotation |
| RatingAgencyAmount | ratingVariableSet | range | CreditNotation |
| RatingMultiplier | ratingVariableSet | range | CreditNotation |
| CreditNotations | creditNotation | range | CreditNotation |
| MultipleCreditNotations | creditNotation | range | CreditNotation |
| AgencyRatingCriteria | creditNotation | range | CreditNotation |
In Subsets
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:CreditNotation |
| native | common_domain_model:CreditNotation |
LinkML Source
Direct
name: CreditNotation
description: Represents a class to specify the credit notation as the combination
of agency, notation, scale and debt type qualifications.
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- agency
- notation
- scale
- debt
- outlook
- creditWatch
Induced
name: CreditNotation
description: Represents a class to specify the credit notation as the combination
of agency, notation, scale and debt type qualifications.
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
agency:
name: agency
description: Specifies The credit agency to which the other variables (notation,
scale, debt type) refer to.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CreditNotation
domain_of:
- CreditNotation
range: CreditRatingAgencyEnum
required: true
notation:
name: notation
annotations:
metadata_scheme:
tag: metadata_scheme
value: true
description: Specifies The credit rating notation. As it varies among credit rating
agencies, FpML doesn't specify a default scheme.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CreditNotation
domain_of:
- CreditNotation
range: string
required: true
scale:
name: scale
annotations:
metadata_scheme:
tag: metadata_scheme
value: true
description: Specifies the credit rating scale, with a typical distinction between
short term, long term. FpML doesn't specify a default scheme, which is hence
not specified as an enumeration as part of the CDM.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CreditNotation
domain_of:
- CreditNotation
range: string
debt:
name: debt
description: Specifies the credit rating debt type (e.g. long term, high yield,
deposits, ...) associated with the credit rating notation and scale.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CreditNotation
domain_of:
- CreditNotation
range: CreditRatingDebt
outlook:
name: outlook
description: Assesses the potential direction of a long-term credit rating over
the intermediate term, which is generally up to two years for investment grade
and generally up to one year for speculative grade.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CreditNotation
domain_of:
- CreditNotation
range: CreditRatingOutlookEnum
creditWatch:
name: creditWatch
description: Indicates the potential direction of a short-term or long-term rating.
It focuses on identifiable events and short-term trends that cause ratings to
be placed under special surveillance.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CreditNotation
domain_of:
- CreditNotation
range: CreditRatingCreditWatchEnum