Enum: CreditLimitTypeEnum

The enumeration values to qualify the type of credit limits.

URI: common_domain_model:CreditLimitTypeEnum

Permissible Values

Value	Meaning	Description
CS01	None	The type of credit line expressed in CS01
DV01	None	The type of credit line expressed in DV01
IM	None	The type of credit line expressed in Initial Margin value
Notional	None	The type of credit line expressed in Notional amount
NPV	None	The type of credit line expressed as a Net Present Value
PV01	None	The type of credit line expressed in PV01

Slots

Name	Description
limitType	Standard code to indicate which type of credit line is being referred to - i

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: CreditLimitTypeEnum
description: The enumeration values to qualify the type of credit limits.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  CS01:
    text: CS01
    description: The type of credit line expressed in CS01. The sensitivity with respect
      to changes in the CDS spread.
  DV01:
    text: DV01
    description: The type of credit line expressed in DV01. The dollar value of a
      one basis point decrease in interest rates. It shows the change in a bond's
      price compared to a decrease in the bond's yield.
  IM:
    text: IM
    description: The type of credit line expressed in Initial Margin value.
  Notional:
    text: Notional
    description: The type of credit line expressed in Notional amount.
  NPV:
    text: NPV
    description: The type of credit line expressed as a Net Present Value.
  PV01:
    text: PV01
    description: The type of credit line expressed in PV01. The value of a one dollar
      or one basis point annuity.