Class: LimitApplicable
URI: common_domain_model:LimitApplicable
classDiagram
class LimitApplicable
click LimitApplicable href "../LimitApplicable/"
LimitApplicable <|-- LimitApplicableExtended
click LimitApplicableExtended href "../LimitApplicableExtended/"
LimitApplicable : amountRemaining
LimitApplicable : amountUtilized
LimitApplicable : clipSize
LimitApplicable : currency
LimitApplicable : limitType
LimitApplicable --> "0..1" CreditLimitTypeEnum : limitType
click CreditLimitTypeEnum href "../CreditLimitTypeEnum/"
LimitApplicable : utilization
LimitApplicable --> "0..1" CreditLimitUtilisation : utilization
click CreditLimitUtilisation href "../CreditLimitUtilisation/"
LimitApplicable : velocity
LimitApplicable --> "0..1" Velocity : velocity
click Velocity href "../Velocity/"
Inheritance
- LimitApplicable
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| limitType | 0..1 CreditLimitTypeEnum |
Standard code to indicate which type of credit line is being referred to - i | direct |
| clipSize | 0..1 Integer |
This element is required in FpML, optional in CDM for the purpose of accommod... | direct |
| amountUtilized | 0..1 Decimal |
The limit utilised by all the cleared trades for the limit level and limit ty... | direct |
| utilization | 0..1 CreditLimitUtilisation |
direct | |
| amountRemaining | 0..1 Decimal |
The limit remaining for the limit level and limit type | direct |
| currency | 0..1 string |
The currency in which the applicable limit is denominated | direct |
| velocity | 0..1 Velocity |
direct |
Rules
| Rule Applied | Preconditions | Postconditions | Elseconditions |
|---|---|---|---|
In Subsets
Comments
- Rosetta condition: LimitApplicableChoice — optional choice amountUtilized, utilization
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:LimitApplicable |
| native | common_domain_model:LimitApplicable |
LinkML Source
Direct
name: LimitApplicable
comments:
- 'Rosetta condition: LimitApplicableChoice — optional choice amountUtilized, utilization'
in_subset:
- cdm_event_workflow
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- limitType
- clipSize
- amountUtilized
- utilization
- amountRemaining
- currency
- velocity
slot_usage:
currency:
name: currency
description: The currency in which the applicable limit is denominated. The list
of valid currencies is not presently positioned as an enumeration as part of
the CDM because that scope is limited to the values specified by ISDA and FpML.
As a result, implementers have to make reference to the relevant standard, such
as the ISO 4217 standard for currency codes.
rules:
- postconditions:
any_of:
- slot_conditions:
amountUtilized:
name: amountUtilized
required: true
- slot_conditions:
utilization:
name: utilization
required: true
description: Choice rule to represent an FpML choice construct.
Induced
name: LimitApplicable
comments:
- 'Rosetta condition: LimitApplicableChoice — optional choice amountUtilized, utilization'
in_subset:
- cdm_event_workflow
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
currency:
name: currency
description: The currency in which the applicable limit is denominated. The list
of valid currencies is not presently positioned as an enumeration as part of
the CDM because that scope is limited to the values specified by ISDA and FpML.
As a result, implementers have to make reference to the relevant standard, such
as the ISO 4217 standard for currency codes.
attributes:
limitType:
name: limitType
annotations:
metadata_scheme:
tag: metadata_scheme
value: true
description: Standard code to indicate which type of credit line is being referred
to - i.e. IM, DV01, PV01, CS01, Notional, Clip Size, Notional, maximumOrderQuantity.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: LimitApplicable
domain_of:
- LimitApplicable
range: CreditLimitTypeEnum
clipSize:
name: clipSize
description: This element is required in FpML, optional in CDM for the purpose
of accommodating the CME data representation while making reference to the FpML
one.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: LimitApplicable
domain_of:
- LimitApplicable
range: integer
amountUtilized:
name: amountUtilized
description: The limit utilised by all the cleared trades for the limit level
and limit type. While the attribute is of type integer in FpML and the CME schema,
it has been specified to be of type number in the CDM to take into consideration
java size limits as well as for consistency purposes with the way most monetary
amounts are expressed.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: LimitApplicable
domain_of:
- LimitApplicable
range: decimal
utilization:
name: utilization
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: LimitApplicable
domain_of:
- LimitApplicable
range: CreditLimitUtilisation
amountRemaining:
name: amountRemaining
description: The limit remaining for the limit level and limit type. This does
not take into account any pending trades. While the attribute is of type integer
in FpML and the CME schema, it has been specified to be of type number in the
CDM to take into consideration java size limits as well as for consistency purposes
with the way most monetary amounts are expressed.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: LimitApplicable
domain_of:
- LimitApplicable
range: decimal
currency:
name: currency
annotations:
metadata_scheme:
tag: metadata_scheme
value: true
description: The currency in which the applicable limit is denominated. The list
of valid currencies is not presently positioned as an enumeration as part of
the CDM because that scope is limited to the values specified by ISDA and FpML.
As a result, implementers have to make reference to the relevant standard, such
as the ISO 4217 standard for currency codes.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: LimitApplicable
domain_of:
- UnitType
- CommodityReferenceFramework
- NotDomesticCurrency
- SpecifiedCurrency
- LimitApplicable
- CalculationCurrencyElection
- CollateralRounding
- TerminationCurrencyElection
- ThresholdRatingsBased
- MinimumTransferAmountRatingsBased
- LegacyIndependentAmountRatingsBased
- FloatingRateIndexIdentification
- FeaturePayment
- DividendCurrency
- FutureValueAmount
- AmountSchedule
- CollateralInterestParameters
- ComputedAmount
range: string
velocity:
name: velocity
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: LimitApplicable
domain_of:
- LimitApplicable
range: Velocity
rules:
- postconditions:
any_of:
- slot_conditions:
amountUtilized:
name: amountUtilized
required: true
- slot_conditions:
utilization:
name: utilization
required: true
description: Choice rule to represent an FpML choice construct.