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Class: CollateralTreatment

Specifies the treatment terms for the eligible collateral criteria specified.

URI: common_domain_model:CollateralTreatment

 classDiagram
    class CollateralTreatment
    click CollateralTreatment href "../CollateralTreatment/"
      CollateralTreatment : concentrationLimit
        
          
    
        
        
        CollateralTreatment --> "*" ConcentrationLimit : concentrationLimit
        click ConcentrationLimit href "../ConcentrationLimit/"
    

        
      CollateralTreatment : isIncluded
        
      CollateralTreatment : valuationTreatment
        
          
    
        
        
        CollateralTreatment --> "0..1" CollateralValuationTreatment : valuationTreatment
        click CollateralValuationTreatment href "../CollateralValuationTreatment/"
    

        
      
Name Cardinality and Range Description Inheritance
valuationTreatment 0..1
CollateralValuationTreatment
Specification of the valuation treatment for the specified collateral direct
concentrationLimit *
ConcentrationLimit
Specification of concentration limits applicable to the collateral criteria direct
isIncluded 1
Boolean
A boolean attribute to specify whether collateral critieria are inclusion (Tr… direct
used by used in type used
CollateralPosition treatment range CollateralTreatment
EligibleCollateralCriteria treatment range CollateralTreatment
Mapping Type Mapped Value
self common_domain_model:CollateralTreatment
native common_domain_model:CollateralTreatment
name: CollateralTreatment
description: Specifies the treatment terms for the eligible collateral criteria specified.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
valuationTreatment:
name: valuationTreatment
annotations:
doc_reference:
tag: doc_reference
value: ICMA GMRA namingConvention marginRatio
description: Specification of the valuation treatment for the specified collateral.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
rank: 1000
domain_of:
- CollateralTreatment
range: CollateralValuationTreatment
concentrationLimit:
name: concentrationLimit
description: Specification of concentration limits applicable to the collateral
criteria.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
rank: 1000
domain_of:
- CollateralTreatment
range: ConcentrationLimit
multivalued: true
isIncluded:
name: isIncluded
description: A boolean attribute to specify whether collateral critieria are inclusion
(True) or exclusion (False) criteria.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
rank: 1000
domain_of:
- CollateralTreatment
range: boolean
required: true
name: CollateralTreatment
description: Specifies the treatment terms for the eligible collateral criteria specified.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
valuationTreatment:
name: valuationTreatment
annotations:
doc_reference:
tag: doc_reference
value: ICMA GMRA namingConvention marginRatio
description: Specification of the valuation treatment for the specified collateral.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
rank: 1000
owner: CollateralTreatment
domain_of:
- CollateralTreatment
range: CollateralValuationTreatment
concentrationLimit:
name: concentrationLimit
description: Specification of concentration limits applicable to the collateral
criteria.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
rank: 1000
owner: CollateralTreatment
domain_of:
- CollateralTreatment
range: ConcentrationLimit
multivalued: true
isIncluded:
name: isIncluded
description: A boolean attribute to specify whether collateral critieria are inclusion
(True) or exclusion (False) criteria.
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
rank: 1000
owner: CollateralTreatment
domain_of:
- CollateralTreatment
range: boolean
required: true