CollateralTaxonomy

Type CDM 7.2.0

Specifies the collateral taxonomy, which is composed of a taxonomy value and a taxonomy source.

Extends —

Extended by —

Attributes 2

Namespace cdm.base.staticdata.asset.common

Attributes

All 2 declared on CollateralTaxonomy. Cardinality in amber is required.

Name	Type	Card.	Description
taxonomyValue	CollateralTaxonomyValue	1..1	Specifies the taxonomy value.
taxonomySource	TaxonomySourceEnum	1..1	Specifies the taxonomy source.

Conditions

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

Eu_EligibleCollateralTaxonomy Condition

If the Taxonomy Source is specified as EU EMIR Eligible Collateral then the enumeration must be EU EMIR Eligible Collateral.

if taxonomySource = TaxonomySourceEnum -> EU_EMIR_EligibleCollateralAssetClass
then taxonomyValue -> eu_EMIR_EligibleCollateral exists

UkEligibleCollateralTaxonomy Condition

If the Taxonomy Source is specified as UK EMIR Eligible Collateral then the enumeration must be UK EMIR Eligible Collateral.

if taxonomySource = TaxonomySourceEnum -> UK_EMIR_EligibleCollateralAssetClass
then taxonomyValue -> uk_EMIR_EligibleCollateral exists

UsEligibleCollateralTaxonomy Condition

If the Taxonomy Source is specified as US CFTCPR Eligbile Collateral then the enumeration must be US CFTCPR Eligible Collateral.

if taxonomySource = TaxonomySourceEnum -> US_CFTC_PR_EligibleCollateralAssetClass
then taxonomyValue -> us_CFTC_PR_EligibleCollateral exists

TaxonomyValue Condition

If the Taxonomy Value is specified as a string then the taxonomy Source cannot be either EU Eligible Collateral or Uk Eligible Collateral or US Eligible Collateral.

if taxonomyValue -> nonEnumeratedTaxonomyValue exists
then taxonomySource <> TaxonomySourceEnum -> EU_EMIR_EligibleCollateralAssetClass
        and taxonomySource <> TaxonomySourceEnum -> UK_EMIR_EligibleCollateralAssetClass
        and taxonomySource <> TaxonomySourceEnum -> US_CFTC_PR_EligibleCollateralAssetClass

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Parsed from CDM 7.2.0 · base-staticdata-asset-common-type.rosetta cdm.base.staticdata.asset.common