Class: LimitApplicableExtended
A class to represent the CDM attributes that are not part of the FpML standard. Once broader usage is confirmed, it is expected that those two classes can be collapsed.
URI: common_domain_model:LimitApplicableExtended
classDiagram
class LimitApplicableExtended
click LimitApplicableExtended href "../LimitApplicableExtended/"
LimitApplicable <|-- LimitApplicableExtended
click LimitApplicable href "../LimitApplicable/"
LimitApplicableExtended : amountRemaining
LimitApplicableExtended : amountUtilized
LimitApplicableExtended : clipSize
LimitApplicableExtended : currency
LimitApplicableExtended : limitAmount
LimitApplicableExtended : limitImpactDueToTrade
LimitApplicableExtended : limitLevel
LimitApplicableExtended --> "0..1" LimitLevelEnum : limitLevel
click LimitLevelEnum href "../LimitLevelEnum/"
LimitApplicableExtended : limitType
LimitApplicableExtended --> "0..1" CreditLimitTypeEnum : limitType
click CreditLimitTypeEnum href "../CreditLimitTypeEnum/"
LimitApplicableExtended : utilization
LimitApplicableExtended --> "0..1" CreditLimitUtilisation : utilization
click CreditLimitUtilisation href "../CreditLimitUtilisation/"
LimitApplicableExtended : velocity
LimitApplicableExtended --> "0..1" Velocity : velocity
click Velocity href "../Velocity/"
Inheritance
- LimitApplicable
- LimitApplicableExtended
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| limitLevel | 0..1 LimitLevelEnum |
The level at which the limit is set: customer business, proprietary business ... | direct |
| limitAmount | 0..1 Decimal |
The total limit available for the limit level and limit type | direct |
| limitImpactDueToTrade | 0..1 Decimal |
The limit utilized by this specific trade | direct |
| limitType | 0..1 CreditLimitTypeEnum |
Standard code to indicate which type of credit line is being referred to - i | LimitApplicable |
| clipSize | 0..1 Integer |
This element is required in FpML, optional in CDM for the purpose of accommod... | LimitApplicable |
| amountUtilized | 0..1 Decimal |
The limit utilised by all the cleared trades for the limit level and limit ty... | LimitApplicable |
| utilization | 0..1 CreditLimitUtilisation |
LimitApplicable | |
| amountRemaining | 0..1 Decimal |
The limit remaining for the limit level and limit type | LimitApplicable |
| currency | 0..1 string |
The currency in which the applicable limit is denominated | LimitApplicable |
| velocity | 0..1 Velocity |
LimitApplicable |
Usages
| used by | used in | type | used |
|---|---|---|---|
| CreditLimitInformation | limitApplicable | range | LimitApplicableExtended |
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:LimitApplicableExtended |
| native | common_domain_model:LimitApplicableExtended |
LinkML Source
Direct
name: LimitApplicableExtended
description: A class to represent the CDM attributes that are not part of the FpML
standard. Once broader usage is confirmed, it is expected that those two classes
can be collapsed.
in_subset:
- cdm_event_workflow
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: LimitApplicable
slots:
- limitLevel
- limitAmount
- limitImpactDueToTrade
Induced
name: LimitApplicableExtended
description: A class to represent the CDM attributes that are not part of the FpML
standard. Once broader usage is confirmed, it is expected that those two classes
can be collapsed.
in_subset:
- cdm_event_workflow
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: LimitApplicable
attributes:
limitLevel:
name: limitLevel
annotations:
metadata_scheme:
tag: metadata_scheme
value: true
description: 'The level at which the limit is set: customer business, proprietary
business or account level. This attribute is specified as a string as part of
the CME clearing confirmation specification.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: LimitApplicableExtended
domain_of:
- LimitApplicableExtended
range: LimitLevelEnum
limitAmount:
name: limitAmount
description: The total limit available for the limit level and limit type. While
the attribute is of type integer in 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: LimitApplicableExtended
domain_of:
- LimitApplicableExtended
range: decimal
limitImpactDueToTrade:
name: limitImpactDueToTrade
description: The limit utilized by this specific trade. While the attribute is
of type integer in 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: LimitApplicableExtended
domain_of:
- LimitApplicableExtended
range: decimal
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: LimitApplicableExtended
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: LimitApplicableExtended
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: LimitApplicableExtended
domain_of:
- LimitApplicable
range: decimal
utilization:
name: utilization
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: LimitApplicableExtended
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: LimitApplicableExtended
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: LimitApplicableExtended
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: LimitApplicableExtended
domain_of:
- LimitApplicable
range: Velocity