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Class: LegacyIndependentAmountRatingsXExposure

Specifies that the Independent Amount is determined using both credit rating and exposure metrics.

URI: common_domain_model:LegacyIndependentAmountRatingsXExposure

 classDiagram
    class LegacyIndependentAmountRatingsXExposure
    click LegacyIndependentAmountRatingsXExposure href "../LegacyIndependentAmountRatingsXExposure/"
      IndependentAmountRatings <|-- LegacyIndependentAmountRatingsXExposure
        click IndependentAmountRatings href "../IndependentAmountRatings/"

      LegacyIndependentAmountRatingsXExposure : compare





        LegacyIndependentAmountRatingsXExposure --> "1" IndependentAmountCompareEnum : compare
        click IndependentAmountCompareEnum href "../IndependentAmountCompareEnum/"



      LegacyIndependentAmountRatingsXExposure : compareVariableSet





        LegacyIndependentAmountRatingsXExposure --> "*" DirectionRatingMultiplier : compareVariableSet
        click DirectionRatingMultiplier href "../DirectionRatingMultiplier/"



      LegacyIndependentAmountRatingsXExposure : highestLowestVariableSet





        LegacyIndependentAmountRatingsXExposure --> "*" RatingMultiplier : highestLowestVariableSet
        click RatingMultiplier href "../RatingMultiplier/"



      LegacyIndependentAmountRatingsXExposure : namedAffiliate





        LegacyIndependentAmountRatingsXExposure --> "0..1" LegalEntity : namedAffiliate
        click LegalEntity href "../LegalEntity/"



      LegacyIndependentAmountRatingsXExposure : namedEntity





        LegacyIndependentAmountRatingsXExposure --> "0..1" LegalEntity : namedEntity
        click LegalEntity href "../LegalEntity/"



      LegacyIndependentAmountRatingsXExposure : ratedParty





        LegacyIndependentAmountRatingsXExposure --> "1" RatedPartyEnum : ratedParty
        click RatedPartyEnum href "../RatedPartyEnum/"



      LegacyIndependentAmountRatingsXExposure : ratingType





        LegacyIndependentAmountRatingsXExposure --> "1" RatingTypeEnum : ratingType
        click RatingTypeEnum href "../RatingTypeEnum/"

Inheritance

Slots

Name Cardinality and Range Description Inheritance
highestLowestVariableSet *
RatingMultiplier		 A logical container to hold a defined set of related data direct
compareVariableSet *
DirectionRatingMultiplier		 A logical container to hold a defined set of related data direct
compare 1
IndependentAmountCompareEnum		 Specifies how multiple credit ratings are compared when determining the appli... IndependentAmountRatings
ratedParty 1
RatedPartyEnum		 Specifies the party to whom the rating agency rating applies to for the purpo... IndependentAmountRatings
namedAffiliate 0..1
LegalEntity		 Details the Named Affiliate where the Rated Party is Named Affiliate IndependentAmountRatings
namedEntity 0..1
LegalEntity		 Details the Named Entity where the Rated Party is Named Entity IndependentAmountRatings
ratingType 1
RatingTypeEnum		 The relevant rating type IndependentAmountRatings

Usages

used by used in type used
LegacyIndependentAmountParty ratingsXExposure range LegacyIndependentAmountRatingsXExposure

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'compare': {'equals_string': 'Compare'}} {'compareVariableSet': {'required': True}, 'highestLowestVariableSet': {'required': False}}

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'compare': {'equals_string': 'Lowest'}} {'highestLowestVariableSet': {'required': True}, 'compareVariableSet': {'required': False}}

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'compare': {'equals_string': 'Highest'}} {'highestLowestVariableSet': {'required': True}, 'compareVariableSet': {'required': False}}

In Subsets

Comments

  • Rosetta condition: CompareIA — if compare = IndependentAmountCompareEnum -> Compare then compareVariableSet exists and highestLowestVariableSet is absent
  • Rosetta condition: LowestIA — if compare = IndependentAmountCompareEnum -> Lowest then highestLowestVariableSet exists and compareVariableSet is absent
  • Rosetta condition: HighestIA — if compare = IndependentAmountCompareEnum -> Highest then highestLowestVariableSet exists and compareVariableSet is absent

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:LegacyIndependentAmountRatingsXExposure
native common_domain_model:LegacyIndependentAmountRatingsXExposure

LinkML Source

Direct

name: LegacyIndependentAmountRatingsXExposure
description: Specifies that the Independent Amount is determined using both credit
  rating and exposure metrics.
comments:
- 'Rosetta condition: CompareIA — if compare = IndependentAmountCompareEnum -> Compare
  then compareVariableSet exists and highestLowestVariableSet is absent'
- 'Rosetta condition: LowestIA — if compare = IndependentAmountCompareEnum -> Lowest
  then highestLowestVariableSet exists and compareVariableSet is absent'
- 'Rosetta condition: HighestIA — if compare = IndependentAmountCompareEnum -> Highest
  then highestLowestVariableSet exists and compareVariableSet is absent'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: IndependentAmountRatings
slots:
- highestLowestVariableSet
- compareVariableSet
rules:
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Compare
  postconditions:
    slot_conditions:
      compareVariableSet:
        name: compareVariableSet
        required: true
      highestLowestVariableSet:
        name: highestLowestVariableSet
        required: false
  description: Ensures the appropriate variable set is populated based on how the
    Ratings are compared.
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Lowest
  postconditions:
    slot_conditions:
      highestLowestVariableSet:
        name: highestLowestVariableSet
        required: true
      compareVariableSet:
        name: compareVariableSet
        required: false
  description: Ensures the appropriate variable set is populated based on how the
    Ratings are compared.
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Highest
  postconditions:
    slot_conditions:
      highestLowestVariableSet:
        name: highestLowestVariableSet
        required: true
      compareVariableSet:
        name: compareVariableSet
        required: false
  description: Ensures the appropriate variable set is populated based on how the
    Ratings are compared.

Induced

name: LegacyIndependentAmountRatingsXExposure
description: Specifies that the Independent Amount is determined using both credit
  rating and exposure metrics.
comments:
- 'Rosetta condition: CompareIA — if compare = IndependentAmountCompareEnum -> Compare
  then compareVariableSet exists and highestLowestVariableSet is absent'
- 'Rosetta condition: LowestIA — if compare = IndependentAmountCompareEnum -> Lowest
  then highestLowestVariableSet exists and compareVariableSet is absent'
- 'Rosetta condition: HighestIA — if compare = IndependentAmountCompareEnum -> Highest
  then highestLowestVariableSet exists and compareVariableSet is absent'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: IndependentAmountRatings
attributes:
  highestLowestVariableSet:
    name: highestLowestVariableSet
    description: A logical container to hold a defined set of related data. In this
      case the collation of Ratings Information and associated exposure multiplier
      where highest or lowest of the associated credit ratings are used when determining
      the applicable Independent Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - LegacyIndependentAmountRatingsXExposure
    range: RatingMultiplier
    multivalued: true
    inlined: true
    inlined_as_list: true
  compareVariableSet:
    name: compareVariableSet
    description: A logical container to hold a defined set of related data. In this
      case the collation of Ratings Information and associated exposure multiplier
      where multiple credit ratings are compared when determining the applicable Independent
      Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - LegacyIndependentAmountRatingsXExposure
    range: DirectionRatingMultiplier
    multivalued: true
    inlined: true
    inlined_as_list: true
  compare:
    name: compare
    description: Specifies how multiple credit ratings are compared when determining
      the applicable Independent Amount, and whether that measure is highest, lowest,
      or a comparison of either.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - IndependentAmountRatings
    range: IndependentAmountCompareEnum
    required: true
  ratedParty:
    name: ratedParty
    description: Specifies the party to whom the rating agency rating applies to for
      the purposes of determining the Independent Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - IndependentAmountRatings
    range: RatedPartyEnum
    required: true
  namedAffiliate:
    name: namedAffiliate
    description: Details the Named Affiliate where the Rated Party is Named Affiliate.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - IndependentAmountRatings
    range: LegalEntity
  namedEntity:
    name: namedEntity
    description: Details the Named Entity where the Rated Party is Named Entity.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - IndependentAmountRatings
    range: LegalEntity
  ratingType:
    name: ratingType
    description: The relevant rating type.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - IndependentAmountRatings
    - RatingAgencyValue
    range: RatingTypeEnum
    required: true
rules:
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Compare
  postconditions:
    slot_conditions:
      compareVariableSet:
        name: compareVariableSet
        required: true
      highestLowestVariableSet:
        name: highestLowestVariableSet
        required: false
  description: Ensures the appropriate variable set is populated based on how the
    Ratings are compared.
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Lowest
  postconditions:
    slot_conditions:
      highestLowestVariableSet:
        name: highestLowestVariableSet
        required: true
      compareVariableSet:
        name: compareVariableSet
        required: false
  description: Ensures the appropriate variable set is populated based on how the
    Ratings are compared.
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Highest
  postconditions:
    slot_conditions:
      highestLowestVariableSet:
        name: highestLowestVariableSet
        required: true
      compareVariableSet:
        name: compareVariableSet
        required: false
  description: Ensures the appropriate variable set is populated based on how the
    Ratings are compared.