Class: ConcentrationLimitCriteria

Respresents a class to describe a set of criteria to describe specific assets that the concentration limits apply to.

URI: common_domain_model:ConcentrationLimitCriteria

 classDiagram
    class ConcentrationLimitCriteria
    click ConcentrationLimitCriteria href "../ConcentrationLimitCriteria/"
      CollateralCriteriaBase <|-- ConcentrationLimitCriteria
        click CollateralCriteriaBase href "../CollateralCriteriaBase/"
      
      ConcentrationLimitCriteria : appliesTo
        
          
    
        
        
        ConcentrationLimitCriteria --> "*" CounterpartyRoleEnum : appliesTo
        click CounterpartyRoleEnum href "../CounterpartyRoleEnum/"
    

        
      ConcentrationLimitCriteria : averageTradingVolume
        
          
    
        
        
        ConcentrationLimitCriteria --> "0..1" AverageTradingVolume : averageTradingVolume
        click AverageTradingVolume href "../AverageTradingVolume/"
    

        
      ConcentrationLimitCriteria : collateralCriteria
        
          
    
        
        
        ConcentrationLimitCriteria --> "0..1" CollateralCriteria : collateralCriteria
        click CollateralCriteria href "../CollateralCriteria/"
    

        
      ConcentrationLimitCriteria : concentrationLimitType
        
          
    
        
        
        ConcentrationLimitCriteria --> "0..1" ConcentrationLimitTypeEnum : concentrationLimitType
        click ConcentrationLimitTypeEnum href "../ConcentrationLimitTypeEnum/"
    

        
      ConcentrationLimitCriteria : ratingPriorityResolution
        
          
    
        
        
        ConcentrationLimitCriteria --> "0..1" RatingPriorityResolutionEnum : ratingPriorityResolution
        click RatingPriorityResolutionEnum href "../RatingPriorityResolutionEnum/"
    

        
      ConcentrationLimitCriteria : restrictTo
        
          
    
        
        
        ConcentrationLimitCriteria --> "0..1" CollateralMarginTypeEnum : restrictTo
        click CollateralMarginTypeEnum href "../CollateralMarginTypeEnum/"
    

        
      

Inheritance

• CollateralCriteriaBase
  • ConcentrationLimitCriteria

Slots

Name	Cardinality and Range	Description	Inheritance
concentrationLimitType	0..1 ConcentrationLimitTypeEnum	Specifies the type of concentration limit to be applied	direct
averageTradingVolume	0..1 AverageTradingVolume	Specifies an average trading volume on an exchange in relation to Equity prod…	direct
collateralCriteria	0..1 CollateralCriteria	The specific criteria that applies	CollateralCriteriaBase
appliesTo	* CounterpartyRoleEnum	Specifies which of the two counterparties the criteria applies to (either one…	CollateralCriteriaBase
restrictTo	0..1 CollateralMarginTypeEnum	Restrict the criteria to only apply to a specific type of margin, ie IM or VM	CollateralCriteriaBase
ratingPriorityResolution	0..1 RatingPriorityResolutionEnum	Denotes which Criteria has priority if more than one agency rating applies	CollateralCriteriaBase

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: (’ConcentrationLimitTypeChoice: Either a limit type or limit criteria must be ’ ‘specified.’), ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘concentrationLimitType’: SlotDefinition({‘name’: ‘concentrationLimitType’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘averageTradingVolume’: SlotDefinition({‘name’: ‘averageTradingVolume’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘collateralCriteria’: SlotDefinition({‘name’: ‘collateralCriteria’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

used by	used in	type	used
ConcentrationLimit	concentrationLimitCriteria	range	ConcentrationLimitCriteria

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ConcentrationLimitCriteria
description: Respresents a class to describe a set of criteria to describe specific
  assets that the concentration limits apply to.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CollateralCriteriaBase
attributes:
  concentrationLimitType:
    name: concentrationLimitType
    description: Specifies the type of concentration limit to be applied.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - ConcentrationLimitCriteria
    range: ConcentrationLimitTypeEnum
  averageTradingVolume:
    name: averageTradingVolume
    description: Specifies an average trading volume on an exchange in relation to
      Equity products.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    domain_of:
    - ConcentrationLimitCriteria
    range: AverageTradingVolume
all_of:
- description: 'ConcentrationLimitTypeChoice: Either a limit type or limit criteria
    must be specified.'
  exactly_one_of:
  - slot_conditions:
      concentrationLimitType:
        name: concentrationLimitType
        value_presence: PRESENT
  - slot_conditions:
      averageTradingVolume:
        name: averageTradingVolume
        value_presence: PRESENT
  - slot_conditions:
      collateralCriteria:
        name: collateralCriteria
        value_presence: PRESENT

Induced

name: ConcentrationLimitCriteria
description: Respresents a class to describe a set of criteria to describe specific
  assets that the concentration limits apply to.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CollateralCriteriaBase
attributes:
  concentrationLimitType:
    name: concentrationLimitType
    description: Specifies the type of concentration limit to be applied.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: ConcentrationLimitCriteria
    domain_of:
    - ConcentrationLimitCriteria
    range: ConcentrationLimitTypeEnum
  averageTradingVolume:
    name: averageTradingVolume
    description: Specifies an average trading volume on an exchange in relation to
      Equity products.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: ConcentrationLimitCriteria
    domain_of:
    - ConcentrationLimitCriteria
    range: AverageTradingVolume
  collateralCriteria:
    name: collateralCriteria
    description: The specific criteria that applies. It can be created using AND,
      OR and NOT logic, and both asset and issuer characteristics.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: ConcentrationLimitCriteria
    domain_of:
    - CollateralCriteriaBase
    range: CollateralCriteria
  appliesTo:
    name: appliesTo
    description: Specifies which of the two counterparties the criteria applies to
      (either one or both counterparties). This attribute is optional, in case the
      applicable party is already specified elsewhere within a party election.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: ConcentrationLimitCriteria
    domain_of:
    - CollateralCriteriaBase
    range: CounterpartyRoleEnum
    multivalued: true
    maximum_cardinality: 2
  restrictTo:
    name: restrictTo
    description: Restrict the criteria to only apply to a specific type of margin,
      ie IM or VM.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: ConcentrationLimitCriteria
    domain_of:
    - CollateralCriteriaBase
    range: CollateralMarginTypeEnum
  ratingPriorityResolution:
    name: ratingPriorityResolution
    description: Denotes which Criteria has priority if more than one agency rating
      applies.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    rank: 1000
    owner: ConcentrationLimitCriteria
    domain_of:
    - CollateralCriteriaBase
    range: RatingPriorityResolutionEnum
all_of:
- description: 'ConcentrationLimitTypeChoice: Either a limit type or limit criteria
    must be specified.'
  exactly_one_of:
  - slot_conditions:
      concentrationLimitType:
        name: concentrationLimitType
        value_presence: PRESENT
  - slot_conditions:
      averageTradingVolume:
        name: averageTradingVolume
        value_presence: PRESENT
  - slot_conditions:
      collateralCriteria:
        name: collateralCriteria
        value_presence: PRESENT