CollateralCriteria
Choice CDM 7.2.0The possible different terms that can be combined, using AND, OR and NOT logic, to define the issuers and/or assets that meet a given criteria for collateral.
Extended by —
Variants 21
Namespace cdm.product.collateral
Variants
Exactly one of these must be present. A choice type is how the CDM models “one of” without a discriminator field.
| Variant | Description |
|---|---|
| AllCriteria | Used to combine two or more Collateral Criteria using AND logic. |
| AnyCriteria | Used to combine two or more Collateral Criteria using OR logic. |
| NegativeCriteria | Used to apply a NOT logic condition to a single Collateral Criteria. |
| CollateralIssuerType | Represents a class to allow specification of the type of entity issuing the collateral. |
| CollateralGuarantorType | Specifies the origin of entity guaranteeing the collateral. |
| AssetType | Represents a class to allow specification of the asset product type. |
| IssuerCountryOfOrigin | — |
| AssetCountryOfOrigin | — |
| CurrencyCodeEnum | Union of the enumerated values defined by the International Standards Organization (ISO) and the FpML nonISOCurrencyScheme which consists of offshore and historical currencies (https://www.fpml.org/coding-scheme/non-iso-currency), as of 28-Oct-2016. |
| IssuerName | — |
| IssuerAgencyRating | — |
| SovereignAgencyRating | — |
| AssetAgencyRating | — |
| AssetMaturity | — |
| AssetIdentifier | The unique identifier for an Asset, specified using an Asset Identifier Type enumerator. |
| CollateralTaxonomy | Specifies the collateral taxonomy, which is composed of a taxonomy value and a taxonomy source. |
| ListingExchange | Specifies a filter based on a stock exchange. |
| ListingSector | Specifies a filter based on an industry sector. |
| IndexType | Specification of an index. |
| CounterpartyOwnIssuePermitted | — |
| DomesticCurrencyIssued | — |
Referenced by
4 types hold a CollateralCriteria 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.
| Function | Role | Description |
|---|---|---|
| CreateAndCriteria | returns | Combines multiple CollateralCriteria together using AND logic. |
| CreateOrCriteria | returns | Combines multiple CollateralCriteria together using OR logic. |
| CloneEligibleCollateralWithChangedTreatment | takes | Creates a new Eligible Collateral Specification based on an input specification but with one changed criteria and with one changed treatment. |
| CreateAndCriteria | takes | Combines multiple CollateralCriteria together using AND logic. |
| CreateOrCriteria | takes | Combines multiple CollateralCriteria together using OR logic. |
| CheckCriteria | takes | This function takes a single criteria and evaluates it against the criteria. This function handles the recursive use of AND and OR logic. |
| CriteriaMatchesSecurityType | takes | — |
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