Class: LegacyIndependentAmountRatingsXExposure

Specifies that the Independent Amount is determined using both credit rating and exposure metrics.

URI: common_domain_model:LegacyIndependentAmountRatingsXExposure

 classDiagram
    class LegacyIndependentAmountRatingsXExposure
    click LegacyIndependentAmountRatingsXExposure href "../LegacyIndependentAmountRatingsXExposure/"
      IndependentAmountRatings <|-- LegacyIndependentAmountRatingsXExposure
        click IndependentAmountRatings href "../IndependentAmountRatings/"
      
      LegacyIndependentAmountRatingsXExposure : compare
        
          
    
        
        
        LegacyIndependentAmountRatingsXExposure --> "1" IndependentAmountCompareEnum : compare
        click IndependentAmountCompareEnum href "../IndependentAmountCompareEnum/"
    

        
      LegacyIndependentAmountRatingsXExposure : compareVariableSet
        
          
    
        
        
        LegacyIndependentAmountRatingsXExposure --> "*" DirectionRatingMultiplier : compareVariableSet
        click DirectionRatingMultiplier href "../DirectionRatingMultiplier/"
    

        
      LegacyIndependentAmountRatingsXExposure : highestLowestVariableSet
        
          
    
        
        
        LegacyIndependentAmountRatingsXExposure --> "*" RatingMultiplier : highestLowestVariableSet
        click RatingMultiplier href "../RatingMultiplier/"
    

        
      LegacyIndependentAmountRatingsXExposure : namedAffiliate
        
          
    
        
        
        LegacyIndependentAmountRatingsXExposure --> "0..1" LegalEntity : namedAffiliate
        click LegalEntity href "../LegalEntity/"
    

        
      LegacyIndependentAmountRatingsXExposure : namedEntity
        
          
    
        
        
        LegacyIndependentAmountRatingsXExposure --> "0..1" LegalEntity : namedEntity
        click LegalEntity href "../LegalEntity/"
    

        
      LegacyIndependentAmountRatingsXExposure : ratedParty
        
          
    
        
        
        LegacyIndependentAmountRatingsXExposure --> "1" RatedPartyEnum : ratedParty
        click RatedPartyEnum href "../RatedPartyEnum/"
    

        
      LegacyIndependentAmountRatingsXExposure : ratingType
        
          
    
        
        
        LegacyIndependentAmountRatingsXExposure --> "1" RatingTypeEnum : ratingType
        click RatingTypeEnum href "../RatingTypeEnum/"
    

        
      

Inheritance

• IndependentAmountRatings
  • LegacyIndependentAmountRatingsXExposure

Slots

Name	Cardinality and Range	Description	Inheritance
highestLowestVariableSet	* RatingMultiplier	A logical container to hold a defined set of related data	direct
compareVariableSet	* DirectionRatingMultiplier	A logical container to hold a defined set of related data	direct
compare	1 IndependentAmountCompareEnum	Specifies how multiple credit ratings are compared when determining the appli…	IndependentAmountRatings
ratedParty	1 RatedPartyEnum	Specifies the party to whom the rating agency rating applies to for the purpo…	IndependentAmountRatings
namedAffiliate	0..1 LegalEntity	Details the Named Affiliate where the Rated Party is Named Affiliate	IndependentAmountRatings
namedEntity	0..1 LegalEntity	Details the Named Entity where the Rated Party is Named Entity	IndependentAmountRatings
ratingType	1 RatingTypeEnum	The relevant rating type	IndependentAmountRatings

Usages

used by	used in	type	used
LegacyIndependentAmountParty	ratingsXExposure	range	LegacyIndependentAmountRatingsXExposure

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'compare': {'equals_string': 'Compare'}}	{'compareVariableSet': {'value_presence': 'PRESENT'}, 'highestLowestVariableSet': {'value_presence': 'ABSENT'}}

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'compare': {'equals_string': 'Lowest'}}	{'highestLowestVariableSet': {'value_presence': 'PRESENT'}, 'compareVariableSet': {'value_presence': 'ABSENT'}}

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'compare': {'equals_string': 'Highest'}}	{'highestLowestVariableSet': {'value_presence': 'PRESENT'}, 'compareVariableSet': {'value_presence': 'ABSENT'}}

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: LegacyIndependentAmountRatingsXExposure
description: Specifies that the Independent Amount is determined using both credit
  rating and exposure metrics.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: IndependentAmountRatings
attributes:
  highestLowestVariableSet:
    name: highestLowestVariableSet
    description: A logical container to hold a defined set of related data. In this
      case the collation of Ratings Information and associated exposure multiplier
      where highest or lowest of the associated credit ratings are used when determining
      the applicable Independent Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - LegacyIndependentAmountRatingsXExposure
    range: RatingMultiplier
    multivalued: true
  compareVariableSet:
    name: compareVariableSet
    description: A logical container to hold a defined set of related data. In this
      case the collation of Ratings Information and associated exposure multiplier
      where multiple credit ratings are compared when determining the applicable Independent
      Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    domain_of:
    - LegacyIndependentAmountRatingsXExposure
    range: DirectionRatingMultiplier
    multivalued: true
rules:
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Compare
  postconditions:
    slot_conditions:
      compareVariableSet:
        name: compareVariableSet
        value_presence: PRESENT
      highestLowestVariableSet:
        name: highestLowestVariableSet
        value_presence: ABSENT
  description: 'CompareIA: Ensures the appropriate variable set is populated based
    on how the Ratings are compared.'
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Lowest
  postconditions:
    slot_conditions:
      highestLowestVariableSet:
        name: highestLowestVariableSet
        value_presence: PRESENT
      compareVariableSet:
        name: compareVariableSet
        value_presence: ABSENT
  description: 'LowestIA: Ensures the appropriate variable set is populated based
    on how the Ratings are compared.'
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Highest
  postconditions:
    slot_conditions:
      highestLowestVariableSet:
        name: highestLowestVariableSet
        value_presence: PRESENT
      compareVariableSet:
        name: compareVariableSet
        value_presence: ABSENT
  description: 'HighestIA: Ensures the appropriate variable set is populated based
    on how the Ratings are compared.'

Induced

name: LegacyIndependentAmountRatingsXExposure
description: Specifies that the Independent Amount is determined using both credit
  rating and exposure metrics.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: IndependentAmountRatings
attributes:
  highestLowestVariableSet:
    name: highestLowestVariableSet
    description: A logical container to hold a defined set of related data. In this
      case the collation of Ratings Information and associated exposure multiplier
      where highest or lowest of the associated credit ratings are used when determining
      the applicable Independent Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - LegacyIndependentAmountRatingsXExposure
    range: RatingMultiplier
    multivalued: true
  compareVariableSet:
    name: compareVariableSet
    description: A logical container to hold a defined set of related data. In this
      case the collation of Ratings Information and associated exposure multiplier
      where multiple credit ratings are compared when determining the applicable Independent
      Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - LegacyIndependentAmountRatingsXExposure
    range: DirectionRatingMultiplier
    multivalued: true
  compare:
    name: compare
    description: Specifies how multiple credit ratings are compared when determining
      the applicable Independent Amount, and whether that measure is highest, lowest,
      or a comparison of either.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - IndependentAmountRatings
    - MinimumTransferAmountRatingsBased
    - ThresholdRatingsBased
    range: IndependentAmountCompareEnum
    required: true
  ratedParty:
    name: ratedParty
    description: Specifies the party to whom the rating agency rating applies to for
      the purposes of determining the Independent Amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - IndependentAmountRatings
    - MinimumTransferAmountRatingsBased
    - RatingAgencyValue
    - ThresholdRatingsBased
    range: RatedPartyEnum
    required: true
  namedAffiliate:
    name: namedAffiliate
    description: Details the Named Affiliate where the Rated Party is Named Affiliate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - IndependentAmountRatings
    - MinimumTransferAmountRatingsBased
    - ThresholdRatingsBased
    range: LegalEntity
  namedEntity:
    name: namedEntity
    description: Details the Named Entity where the Rated Party is Named Entity.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - IndependentAmountRatings
    - MinimumTransferAmountRatingsBased
    - ThresholdRatingsBased
    range: LegalEntity
  ratingType:
    name: ratingType
    description: The relevant rating type.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_legaldocumentation_csa
    rank: 1000
    owner: LegacyIndependentAmountRatingsXExposure
    domain_of:
    - IndependentAmountRatings
    - MinimumTransferAmountRatingsBased
    - RatingAgencyValue
    - ThresholdRatingsBased
    range: RatingTypeEnum
    required: true
rules:
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Compare
  postconditions:
    slot_conditions:
      compareVariableSet:
        name: compareVariableSet
        value_presence: PRESENT
      highestLowestVariableSet:
        name: highestLowestVariableSet
        value_presence: ABSENT
  description: 'CompareIA: Ensures the appropriate variable set is populated based
    on how the Ratings are compared.'
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Lowest
  postconditions:
    slot_conditions:
      highestLowestVariableSet:
        name: highestLowestVariableSet
        value_presence: PRESENT
      compareVariableSet:
        name: compareVariableSet
        value_presence: ABSENT
  description: 'LowestIA: Ensures the appropriate variable set is populated based
    on how the Ratings are compared.'
- preconditions:
    slot_conditions:
      compare:
        name: compare
        equals_string: Highest
  postconditions:
    slot_conditions:
      highestLowestVariableSet:
        name: highestLowestVariableSet
        value_presence: PRESENT
      compareVariableSet:
        name: compareVariableSet
        value_presence: ABSENT
  description: 'HighestIA: Ensures the appropriate variable set is populated based
    on how the Ratings are compared.'