FINXIS.

AgencyRatingCriteria

Type CDM 7.2.0

Represents a class to specify a credit notation.

Extends —
Extended by —
Attributes 4
Namespace cdm.product.collateral

Attributes

All 4 declared on AgencyRatingCriteria. Cardinality in amber is required.

NameTypeCard.Description
creditNotation CreditNotation 1..1 Indicates the agency rating criteria specified for the asset or issuer.
mismatchResolution CreditNotationMismatchResolutionEnum 0..1 Indicator for options to be used if several agency ratings (>1) are specified and its necessary to identify specific charateristics. i.e (lowest or highest).
referenceAgency CreditRatingAgencyEnum 0..1 identifies the dominant reference agency if there is a missmatch and several reference agencies exsist.
boundary CreditNotationBoundaryEnum 0..1 Indicates the boundary of a credit agency rating i.e minimum or maximum.

Conditions

Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.

ReferenceAgency Condition
If the mismatch resolution is ReferenceAgency, ensure that the reference agency is specified.
if mismatchResolution = CreditNotationMismatchResolutionEnum -> ReferenceAgency
then referenceAgency exists

Referenced by

4 types hold an AgencyRatingCriteria as an attribute.

Functions

Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.

FunctionRoleDescription
CheckAgencyRating takes —

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Parsed from CDM 7.2.0 · product-collateral-type.rosetta cdm.product.collateral