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common-domain-model

Class: LimitApplicableExtended

A class to represent the CDM attributes that are not part of the FpML standard. Once broader usage is confirmed, it is expected that those two classes can be collapsed.

URI: common_domain_model:LimitApplicableExtended

 classDiagram
    class LimitApplicableExtended
    click LimitApplicableExtended href "../LimitApplicableExtended/"
      LimitApplicable <|-- LimitApplicableExtended
        click LimitApplicable href "../LimitApplicable/"
      
      LimitApplicableExtended : amountRemaining
        
      LimitApplicableExtended : amountUtilized
        
      LimitApplicableExtended : clipSize
        
      LimitApplicableExtended : currency
        
      LimitApplicableExtended : limitAmount
        
      LimitApplicableExtended : limitImpactDueToTrade
        
      LimitApplicableExtended : limitLevel
        
          
    
        
        
        LimitApplicableExtended --> "0..1" LimitLevelEnum : limitLevel
        click LimitLevelEnum href "../LimitLevelEnum/"
    

        
      LimitApplicableExtended : limitType
        
          
    
        
        
        LimitApplicableExtended --> "0..1" CreditLimitTypeEnum : limitType
        click CreditLimitTypeEnum href "../CreditLimitTypeEnum/"
    

        
      LimitApplicableExtended : utilization
        
          
    
        
        
        LimitApplicableExtended --> "0..1" CreditLimitUtilisation : utilization
        click CreditLimitUtilisation href "../CreditLimitUtilisation/"
    

        
      LimitApplicableExtended : velocity
        
          
    
        
        
        LimitApplicableExtended --> "0..1" Velocity : velocity
        click Velocity href "../Velocity/"

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
limitLevel 0..1
LimitLevelEnum		 The level at which the limit is set: customer business, proprietary business … direct
limitAmount 0..1
Decimal		 The total limit available for the limit level and limit type direct
limitImpactDueToTrade 0..1
Decimal		 The limit utilized by this specific trade direct
limitType 0..1
CreditLimitTypeEnum		 Standard code to indicate which type of credit line is being referred to - i LimitApplicable
clipSize 0..1
Integer		 This element is required in FpML, optional in CDM for the purpose of accommod… LimitApplicable
amountUtilized 0..1
Decimal		 The limit utilised by all the cleared trades for the limit level and limit ty… LimitApplicable
utilization 0..1
CreditLimitUtilisation		 LimitApplicable
amountRemaining 0..1
Decimal		 The limit remaining for the limit level and limit type LimitApplicable
currency 0..1
string		 The currency in which the applicable limit is denominated LimitApplicable
velocity 0..1
Velocity		 LimitApplicable
Expressions & Logic

All Of

Section titled “All Of”

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: (’From LimitApplicable. LimitApplicableChoice: Choice rule to represent an ’ ‘FpML choice construct.’), ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘amountUtilized’: SlotDefinition({‘name’: ‘amountUtilized’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘utilization’: SlotDefinition({‘name’: ‘utilization’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘all_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘amountUtilized’: SlotDefinition({‘name’: ‘amountUtilized’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘utilization’: SlotDefinition({‘name’: ‘utilization’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} })] })] })

Usages

Section titled “Usages”
used by used in type used
CreditLimitInformation limitApplicable range LimitApplicableExtended

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:LimitApplicableExtended
native common_domain_model:LimitApplicableExtended

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: LimitApplicableExtended
description: A class to represent the CDM attributes that are not part of the FpML
  standard. Once broader usage is confirmed, it is expected that those two classes
  can be collapsed.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: LimitApplicable
attributes:
  limitLevel:
    name: limitLevel
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: 'The level at which the limit is set: customer business, proprietary
      business or account level. This attribute is specified as a string as part of
      the CME clearing confirmation specification.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    domain_of:
    - LimitApplicableExtended
    range: LimitLevelEnum
  limitAmount:
    name: limitAmount
    description: The total limit available for the limit level and limit type. While
      the attribute is of type integer in the CME schema, it has been specified to
      be of type number in the CDM to take into consideration java size limits as
      well as for consistency purposes with the way most monetary amounts are expressed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    domain_of:
    - LimitApplicableExtended
    range: decimal
  limitImpactDueToTrade:
    name: limitImpactDueToTrade
    description: The limit utilized by this specific trade. While the attribute is
      of type integer in the CME schema, it has been specified to be of type number
      in the CDM to take into consideration java size limits as well as for consistency
      purposes with the way most monetary amounts are expressed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    domain_of:
    - LimitApplicableExtended
    range: decimal
all_of:
- description: 'From LimitApplicable. LimitApplicableChoice: Choice rule to represent
    an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      amountUtilized:
        name: amountUtilized
        value_presence: PRESENT
  - slot_conditions:
      utilization:
        name: utilization
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        amountUtilized:
          name: amountUtilized
          value_presence: ABSENT
    - slot_conditions:
        utilization:
          name: utilization
          value_presence: ABSENT

Induced

Section titled “Induced”
name: LimitApplicableExtended
description: A class to represent the CDM attributes that are not part of the FpML
  standard. Once broader usage is confirmed, it is expected that those two classes
  can be collapsed.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: LimitApplicable
attributes:
  limitLevel:
    name: limitLevel
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: 'The level at which the limit is set: customer business, proprietary
      business or account level. This attribute is specified as a string as part of
      the CME clearing confirmation specification.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    owner: LimitApplicableExtended
    domain_of:
    - LimitApplicableExtended
    range: LimitLevelEnum
  limitAmount:
    name: limitAmount
    description: The total limit available for the limit level and limit type. While
      the attribute is of type integer in the CME schema, it has been specified to
      be of type number in the CDM to take into consideration java size limits as
      well as for consistency purposes with the way most monetary amounts are expressed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    owner: LimitApplicableExtended
    domain_of:
    - LimitApplicableExtended
    range: decimal
  limitImpactDueToTrade:
    name: limitImpactDueToTrade
    description: The limit utilized by this specific trade. While the attribute is
      of type integer in the CME schema, it has been specified to be of type number
      in the CDM to take into consideration java size limits as well as for consistency
      purposes with the way most monetary amounts are expressed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    owner: LimitApplicableExtended
    domain_of:
    - LimitApplicableExtended
    range: decimal
  limitType:
    name: limitType
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: Standard code to indicate which type of credit line is being referred
      to - i.e. IM, DV01, PV01, CS01, Notional, Clip Size, Notional, maximumOrderQuantity.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    owner: LimitApplicableExtended
    domain_of:
    - LimitApplicable
    range: CreditLimitTypeEnum
  clipSize:
    name: clipSize
    description: This element is required in FpML, optional in CDM for the purpose
      of accommodating the CME data representation while making reference to the FpML
      one.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    owner: LimitApplicableExtended
    domain_of:
    - LimitApplicable
    range: integer
  amountUtilized:
    name: amountUtilized
    description: The limit utilised by all the cleared trades for the limit level
      and limit type. While the attribute is of type integer in FpML and the CME schema,
      it has been specified to be of type number in the CDM to take into consideration
      java size limits as well as for consistency purposes with the way most monetary
      amounts are expressed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    owner: LimitApplicableExtended
    domain_of:
    - LimitApplicable
    range: decimal
  utilization:
    name: utilization
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    owner: LimitApplicableExtended
    domain_of:
    - LimitApplicable
    range: CreditLimitUtilisation
  amountRemaining:
    name: amountRemaining
    description: The limit remaining for the limit level and limit type. This does
      not take into account any pending trades. While the attribute is of type integer
      in FpML and the CME schema, it has been specified to be of type number in the
      CDM to take into consideration java size limits as well as for consistency purposes
      with the way most monetary amounts are expressed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    owner: LimitApplicableExtended
    domain_of:
    - LimitApplicable
    range: decimal
  currency:
    name: currency
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: The currency in which the applicable limit is denominated. The list
      of valid currencies is not presently positioned as an enumeration as part of
      the CDM because that scope is limited to the values specified by ISDA and FpML.
      As a result, implementers have to make reference to the relevant standard, such
      as the ISO 4217 standard for currency codes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    owner: LimitApplicableExtended
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - FloatingRateIndexIdentification
    - AmountScheduleWithInitialValue
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - LegacyIndependentAmountRatingsBased
    - MinimumTransferAmountRatingsBased
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - CollateralInterestParameters
    - ComputedAmount
    range: string
  velocity:
    name: velocity
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_workflow
    rank: 1000
    owner: LimitApplicableExtended
    domain_of:
    - LimitApplicable
    range: Velocity
all_of:
- description: 'From LimitApplicable. LimitApplicableChoice: Choice rule to represent
    an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      amountUtilized:
        name: amountUtilized
        value_presence: PRESENT
  - slot_conditions:
      utilization:
        name: utilization
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        amountUtilized:
          name: amountUtilized
          value_presence: ABSENT
    - slot_conditions:
        utilization:
          name: utilization
          value_presence: ABSENT