Class: CreditNotation

Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.

URI: common_domain_model:CreditNotation

 classDiagram
    class CreditNotation
    click CreditNotation href "../CreditNotation/"
      CreditNotation <|-- DirectionRating
        click DirectionRating href "../DirectionRating/"
      CreditNotation <|-- RatingAgencyValue
        click RatingAgencyValue href "../RatingAgencyValue/"
      
      CreditNotation : agency
        
          
    
        
        
        CreditNotation --> "1" CreditRatingAgencyEnum : agency
        click CreditRatingAgencyEnum href "../CreditRatingAgencyEnum/"
    

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

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

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

        
      CreditNotation : scale

Inheritance

CreditNotation
- DirectionRating
- RatingAgencyValue

Slots

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

Usages

used by	used in	type	used
CreditNotations	creditNotation	range	CreditNotation
CustodianTerms	minimumRating	range	CreditNotation
RatingAgencyAmount	ratingVariableSet	range	CreditNotation
RatingMultiplier	ratingVariableSet	range	CreditNotation
AgencyRatingCriteria	creditNotation	range	CreditNotation

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CreditNotation
description: Represents a class to specify the credit notation as the combination
  of agency, notation, scale and debt type qualifications.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  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/cdm_observable_asset
    rank: 1000
    domain_of:
    - CreditNotation
    range: CreditRatingAgencyEnum
    required: true
  notation:
    name: notation
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    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/cdm_observable_asset
    rank: 1000
    domain_of:
    - CreditNotation
    range: string
    required: true
  scale:
    name: scale
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    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/cdm_observable_asset
    rank: 1000
    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/cdm_observable_asset
    rank: 1000
    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/cdm_observable_asset
    rank: 1000
    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/cdm_observable_asset
    rank: 1000
    domain_of:
    - CreditNotation
    range: CreditRatingCreditWatchEnum

Induced

name: CreditNotation
description: Represents a class to specify the credit notation as the combination
  of agency, notation, scale and debt type qualifications.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  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/cdm_observable_asset
    rank: 1000
    owner: CreditNotation
    domain_of:
    - CreditNotation
    range: CreditRatingAgencyEnum
    required: true
  notation:
    name: notation
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    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/cdm_observable_asset
    rank: 1000
    owner: CreditNotation
    domain_of:
    - CreditNotation
    range: string
    required: true
  scale:
    name: scale
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    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/cdm_observable_asset
    rank: 1000
    owner: CreditNotation
    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/cdm_observable_asset
    rank: 1000
    owner: CreditNotation
    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/cdm_observable_asset
    rank: 1000
    owner: CreditNotation
    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/cdm_observable_asset
    rank: 1000
    owner: CreditNotation
    domain_of:
    - CreditNotation
    range: CreditRatingCreditWatchEnum