Skip to content

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

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

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