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Class: Portfolio

_ A Portfolio represents an aggregation of multiple Positions, by describing the parameters that this Portfolio should be aggregated based on. The resulting PortfolioState is calculated using these aggregation parameters as inputs, by aggregating all the Events that are relevant to this Portfolio. The concept of Portfolio works at all levels in the model: from the highest for a given LegalEntity for instance, to the lowest to account for security substitutions in a secutity financing transaction. As such, Portfolio can be used either above or below the Contract level._

URI: common_domain_model:Portfolio

 classDiagram
    class Portfolio
    click Portfolio href "../Portfolio/"
      Portfolio : aggregationParameters





        Portfolio --> "1" AggregationParameters : aggregationParameters
        click AggregationParameters href "../AggregationParameters/"



      Portfolio : portfolioState





        Portfolio --> "1" PortfolioState : portfolioState
        click PortfolioState href "../PortfolioState/"

Slots

Name Cardinality and Range Description Inheritance
aggregationParameters 1
AggregationParameters		 Describes the portfolio by describing how to aggregate all its relevant Event... direct
portfolioState 1
PortfolioState		 Describes the state of the Portfolio as a list of Positions resulting from th... direct

In Subsets

Comments

  • Rosetta func: EvaluatePortfolioState — Function specification to evaluate a portfolio's aggregation parameters and return a new portfolio state containing aggregated positions.

Identifier and Mapping Information

Annotations

property value
rosetta_functions [{"name":"EvaluatePortfolioState","description":"Function specification to evaluate a portfolio's aggregation parameters and return a new portfolio state containing aggregated positions.","inputs":[{"name":"portfolio","type":"Portfolio","cardinality":"1..1"}],"output":{"name":"portfolioState","type":"PortfolioState","cardinality":"1..1"},"code_implementation":true}]

Schema Source

Mappings

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

LinkML Source

Direct

name: Portfolio
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"EvaluatePortfolioState","description":"Function specification
      to evaluate a portfolio''s aggregation parameters and return a new portfolio
      state containing aggregated positions.","inputs":[{"name":"portfolio","type":"Portfolio","cardinality":"1..1"}],"output":{"name":"portfolioState","type":"PortfolioState","cardinality":"1..1"},"code_implementation":true}]'
description: ' A Portfolio represents an aggregation of multiple Positions, by describing
  the parameters that this Portfolio should be aggregated based on. The resulting
  PortfolioState is calculated using these aggregation parameters as inputs, by aggregating
  all the Events that are relevant to this Portfolio. The concept of Portfolio works
  at all levels in the model: from the highest for a given LegalEntity for instance,
  to the lowest to account for security substitutions in a secutity financing transaction.
  As such, Portfolio can be used either above or below the Contract level.'
comments:
- 'Rosetta func: EvaluatePortfolioState — Function specification to evaluate a portfolio''s
  aggregation parameters and return a new portfolio state containing aggregated positions.'
in_subset:
- cdm_event_position
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- aggregationParameters
- portfolioState

Induced

name: Portfolio
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"EvaluatePortfolioState","description":"Function specification
      to evaluate a portfolio''s aggregation parameters and return a new portfolio
      state containing aggregated positions.","inputs":[{"name":"portfolio","type":"Portfolio","cardinality":"1..1"}],"output":{"name":"portfolioState","type":"PortfolioState","cardinality":"1..1"},"code_implementation":true}]'
description: ' A Portfolio represents an aggregation of multiple Positions, by describing
  the parameters that this Portfolio should be aggregated based on. The resulting
  PortfolioState is calculated using these aggregation parameters as inputs, by aggregating
  all the Events that are relevant to this Portfolio. The concept of Portfolio works
  at all levels in the model: from the highest for a given LegalEntity for instance,
  to the lowest to account for security substitutions in a secutity financing transaction.
  As such, Portfolio can be used either above or below the Contract level.'
comments:
- 'Rosetta func: EvaluatePortfolioState — Function specification to evaluate a portfolio''s
  aggregation parameters and return a new portfolio state containing aggregated positions.'
in_subset:
- cdm_event_position
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  aggregationParameters:
    name: aggregationParameters
    description: Describes the portfolio by describing how to aggregate all its relevant
      Events.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Portfolio
    domain_of:
    - Portfolio
    range: AggregationParameters
    required: true
  portfolioState:
    name: portfolioState
    description: Describes the state of the Portfolio as a list of Positions resulting
      from the aggregation.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Portfolio
    domain_of:
    - Portfolio
    range: PortfolioState
    required: true