Class: EligibleCollateralCriteria

Represents a set of criteria used to specify eligible collateral.

URI: common_domain_model:EligibleCollateralCriteria

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

        
      EligibleCollateralCriteria : collateralCriteria
        
          
    
        
        
        EligibleCollateralCriteria --> "1" CollateralCriteria : collateralCriteria
        click CollateralCriteria href "../CollateralCriteria/"
    

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

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

        
      EligibleCollateralCriteria : treatment
        
          
    
        
        
        EligibleCollateralCriteria --> "1" CollateralTreatment : treatment
        click CollateralTreatment href "../CollateralTreatment/"
    

        
      

Inheritance

• CollateralCriteriaBase
  • EligibleCollateralCriteria

Slots

Name	Cardinality and Range	Description	Inheritance
treatment	1 CollateralTreatment	Identifies the treatment of specified collateral, e	direct
collateralCriteria	1 CollateralCriteria	The specific criteria in an Eligible Collateral Schedule	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

Usages

used by	used in	type	used
MarginCallIssuance	recallNonCashCollateralDescription	range	EligibleCollateralCriteria
EligibleCollateralElection	eligibleCollateral	range	EligibleCollateralCriteria
PostingObligationsElection	eligibleCollateral	range	EligibleCollateralCriteria
CheckEligibilityResult	matchingEligibleCriteria	range	EligibleCollateralCriteria
CollateralProvisions	eligibleCollateral	range	EligibleCollateralCriteria
EligibleCollateralSpecification	criteria	range	EligibleCollateralCriteria

Comments

• Rosetta condition ConcentrationLimitTypeIssueOSAmountDebtOnly is not stated in LinkML: if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element = ConcentrationLimitTypeEnum -> IssueOutstandingAmount then CriteriaMatchesSecurityType (collateralCriteria, Debt) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType (item -> concentrationLimitCriteria -> collateralCriteria, Debt)) all = True
• Rosetta condition ConcentrationLimitTypeMarketCapEquityOnly is not stated in LinkML: if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType only-element = ConcentrationLimitTypeEnum -> MarketCapitalisation then CriteriaMatchesSecurityType (collateralCriteria, Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType (item -> concentrationLimitCriteria -> collateralCriteria, Equity)) all = True
• Rosetta condition AverageTradingVolumeEquityOnly is not stated in LinkML: if treatment -> concentrationLimit -> concentrationLimitCriteria -> averageTradingVolume exists then CriteriaMatchesSecurityType (collateralCriteria, Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType (item -> concentrationLimitCriteria -> collateralCriteria, Equity)) all = True

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: EligibleCollateralCriteria
description: Represents a set of criteria used to specify eligible collateral.
comments:
- 'Rosetta condition ConcentrationLimitTypeIssueOSAmountDebtOnly is not stated in
  LinkML: if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType
  only-element = ConcentrationLimitTypeEnum -> IssueOutstandingAmount then CriteriaMatchesSecurityType
  (collateralCriteria, Debt) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType
  (item -> concentrationLimitCriteria -> collateralCriteria, Debt)) all = True'
- 'Rosetta condition ConcentrationLimitTypeMarketCapEquityOnly is not stated in LinkML:
  if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType
  only-element = ConcentrationLimitTypeEnum -> MarketCapitalisation then CriteriaMatchesSecurityType
  (collateralCriteria, Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType
  (item -> concentrationLimitCriteria -> collateralCriteria, Equity)) all = True'
- 'Rosetta condition AverageTradingVolumeEquityOnly is not stated in LinkML: if treatment
  -> concentrationLimit -> concentrationLimitCriteria -> averageTradingVolume exists
  then CriteriaMatchesSecurityType (collateralCriteria, Equity) or (treatment -> concentrationLimit
  extract CriteriaMatchesSecurityType (item -> concentrationLimitCriteria -> collateralCriteria,
  Equity)) all = True'
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CollateralCriteriaBase
slot_usage:
  collateralCriteria:
    name: collateralCriteria
    description: The specific criteria in an Eligible Collateral Schedule. This is
      a mandatory attribute of an ECS so an override is required to enforce the cardinality.
    range: CollateralCriteria
    required: true
attributes:
  treatment:
    name: treatment
    description: Identifies the treatment of specified collateral, e.g., haircuts,holding
      limits or exclusions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    domain_of:
    - CollateralPosition
    - FloatingRateProcessingParameters
    - EligibleCollateralCriteria
    range: CollateralTreatment
    required: true

Induced

name: EligibleCollateralCriteria
description: Represents a set of criteria used to specify eligible collateral.
comments:
- 'Rosetta condition ConcentrationLimitTypeIssueOSAmountDebtOnly is not stated in
  LinkML: if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType
  only-element = ConcentrationLimitTypeEnum -> IssueOutstandingAmount then CriteriaMatchesSecurityType
  (collateralCriteria, Debt) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType
  (item -> concentrationLimitCriteria -> collateralCriteria, Debt)) all = True'
- 'Rosetta condition ConcentrationLimitTypeMarketCapEquityOnly is not stated in LinkML:
  if treatment -> concentrationLimit -> concentrationLimitCriteria -> concentrationLimitType
  only-element = ConcentrationLimitTypeEnum -> MarketCapitalisation then CriteriaMatchesSecurityType
  (collateralCriteria, Equity) or (treatment -> concentrationLimit extract CriteriaMatchesSecurityType
  (item -> concentrationLimitCriteria -> collateralCriteria, Equity)) all = True'
- 'Rosetta condition AverageTradingVolumeEquityOnly is not stated in LinkML: if treatment
  -> concentrationLimit -> concentrationLimitCriteria -> averageTradingVolume exists
  then CriteriaMatchesSecurityType (collateralCriteria, Equity) or (treatment -> concentrationLimit
  extract CriteriaMatchesSecurityType (item -> concentrationLimitCriteria -> collateralCriteria,
  Equity)) all = True'
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: CollateralCriteriaBase
slot_usage:
  collateralCriteria:
    name: collateralCriteria
    description: The specific criteria in an Eligible Collateral Schedule. This is
      a mandatory attribute of an ECS so an override is required to enforce the cardinality.
    range: CollateralCriteria
    required: true
attributes:
  treatment:
    name: treatment
    description: Identifies the treatment of specified collateral, e.g., haircuts,holding
      limits or exclusions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_collateral
    owner: EligibleCollateralCriteria
    domain_of:
    - CollateralPosition
    - FloatingRateProcessingParameters
    - EligibleCollateralCriteria
    range: CollateralTreatment
    required: true
  collateralCriteria:
    name: collateralCriteria
    description: The specific criteria in an Eligible Collateral Schedule. This is
      a mandatory attribute of an ECS so an override is required to enforce the cardinality.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: EligibleCollateralCriteria
    domain_of:
    - CollateralCriteriaBase
    range: CollateralCriteria
    required: true
  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: EligibleCollateralCriteria
    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: EligibleCollateralCriteria
    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: EligibleCollateralCriteria
    domain_of:
    - CollateralCriteriaBase
    range: RatingPriorityResolutionEnum