Class: RatingAgencyValue

A logical container designed to hold a set of related data. In this case the Rating Agency, Rating Value and Rating Type.

URI: common_domain_model:RatingAgencyValue

 classDiagram
    class RatingAgencyValue
    click RatingAgencyValue href "../RatingAgencyValue/"
      CreditNotation <|-- RatingAgencyValue
        click CreditNotation href "../CreditNotation/"

      RatingAgencyValue : agency





        RatingAgencyValue --> "1" CreditRatingAgencyEnum : agency
        click CreditRatingAgencyEnum href "../CreditRatingAgencyEnum/"



      RatingAgencyValue : creditWatch





        RatingAgencyValue --> "0..1" CreditRatingCreditWatchEnum : creditWatch
        click CreditRatingCreditWatchEnum href "../CreditRatingCreditWatchEnum/"



      RatingAgencyValue : debt





        RatingAgencyValue --> "0..1" CreditRatingDebt : debt
        click CreditRatingDebt href "../CreditRatingDebt/"



      RatingAgencyValue : notation

      RatingAgencyValue : outlook





        RatingAgencyValue --> "0..1" CreditRatingOutlookEnum : outlook
        click CreditRatingOutlookEnum href "../CreditRatingOutlookEnum/"



      RatingAgencyValue : ratingType





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



      RatingAgencyValue : scale

Inheritance

CreditNotation
- RatingAgencyValue

Slots

Name	Cardinality and Range	Description	Inheritance
ratingType	1 RatingTypeEnum	The relevant rating type	direct
agency	1 CreditRatingAgencyEnum	Specifies The credit agency to which the other variables (notation, scale, de...	CreditNotation
notation	1 string	Specifies The credit rating notation	CreditNotation
scale	0..1 string	Specifies the credit rating scale, with a typical distinction between short t...	CreditNotation
debt	0..1 CreditRatingDebt	Specifies the credit rating debt type (e	CreditNotation
outlook	0..1 CreditRatingOutlookEnum	Assesses the potential direction of a long-term credit rating over the interm...	CreditNotation
creditWatch	0..1 CreditRatingCreditWatchEnum	Indicates the potential direction of a short-term or long-term rating	CreditNotation

Usages

used by	used in	type	used
EligibilityToHoldCollateral	criteria	any_of[range]	RatingAgencyValue
AllEligibilityToHoldCollateralCriteria	allCriteria	any_of[range]	RatingAgencyValue
AnyEligibilityToHoldCollateralCriteria	anyCriteria	any_of[range]	RatingAgencyValue
EligibleCollateralSpecification	criteria	any_of[range]	RatingAgencyValue
AllCriteria	allCriteria	any_of[range]	RatingAgencyValue
AnyCriteria	anyCriteria	any_of[range]	RatingAgencyValue

In Subsets

CdmLegaldocumentationCsa

Comments

Rosetta condition: AgencyValueType — ((agency exists and notation exists and ratingType exists) or (agency is absent and notation is absent and ratingType is absent)) and (scale is absent and debt is absent and outlook is absent and creditWatch is absent)

Identifier and Mapping Information

Schema Source

from schema: https://w3id.org/lmodel/common-domain-model

Mappings

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

LinkML Source

Direct

name: RatingAgencyValue
description: A logical container designed to hold a set of related data. In this case
  the Rating Agency, Rating Value and Rating Type.
comments:
- 'Rosetta condition: AgencyValueType — ((agency exists and notation exists and ratingType
  exists) or (agency is absent and notation is absent and ratingType is absent)) and
  (scale is absent and debt is absent and outlook is absent and creditWatch is absent)'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CreditNotation
slots:
- ratingType

Induced

name: RatingAgencyValue
description: A logical container designed to hold a set of related data. In this case
  the Rating Agency, Rating Value and Rating Type.
comments:
- 'Rosetta condition: AgencyValueType — ((agency exists and notation exists and ratingType
  exists) or (agency is absent and notation is absent and ratingType is absent)) and
  (scale is absent and debt is absent and outlook is absent and creditWatch is absent)'
in_subset:
- cdm_legaldocumentation_csa
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CreditNotation
attributes:
  ratingType:
    name: ratingType
    description: The relevant rating type.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: RatingAgencyValue
    domain_of:
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - IndependentAmountRatings
    - RatingAgencyValue
    range: RatingTypeEnum
    required: true
  agency:
    name: agency
    description: Specifies The credit agency to which the other variables (notation,
      scale, debt type) refer to.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: RatingAgencyValue
    domain_of:
    - CreditNotation
    range: CreditRatingAgencyEnum
    required: true
  notation:
    name: notation
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: Specifies The credit rating notation. As it varies among credit rating
      agencies, FpML doesn't specify a default scheme.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: RatingAgencyValue
    domain_of:
    - CreditNotation
    range: string
    required: true
  scale:
    name: scale
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: Specifies the credit rating scale, with a typical distinction between
      short term, long term. FpML doesn't specify a default scheme, which is hence
      not specified as an enumeration as part of the CDM.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: RatingAgencyValue
    domain_of:
    - CreditNotation
    range: string
  debt:
    name: debt
    description: Specifies the credit rating debt type (e.g. long term, high yield,
      deposits, ...) associated with the credit rating notation and scale.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: RatingAgencyValue
    domain_of:
    - CreditNotation
    range: CreditRatingDebt
  outlook:
    name: outlook
    description: Assesses the potential direction of a long-term credit rating over
      the intermediate term, which is generally up to two years for investment grade
      and generally up to one year for speculative grade.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: RatingAgencyValue
    domain_of:
    - CreditNotation
    range: CreditRatingOutlookEnum
  creditWatch:
    name: creditWatch
    description: Indicates the potential direction of a short-term or long-term rating.
      It focuses on identifiable events and short-term trends that cause ratings to
      be placed under special surveillance.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: RatingAgencyValue
    domain_of:
    - CreditNotation
    range: CreditRatingCreditWatchEnum