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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

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

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