CollateralTreatment
Type CDM 7.2.0Specifies the treatment terms for the eligible collateral criteria specified.
Extends —
Extended by —
Attributes 3
Namespace cdm.product.collateral
Attributes
All 3 declared on CollateralTreatment. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| valuationTreatment | CollateralValuationTreatment | 0..1 | Specification of the valuation treatment for the specified collateral. |
| concentrationLimit | ConcentrationLimit | 0..* | Specification of concentration limits applicable to the collateral criteria. |
| isIncluded | boolean | 1..1 | A boolean attribute to specify whether collateral critieria are inclusion (True) or exclusion (False) criteria. |
Referenced by
2 types hold a CollateralTreatment 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 |
|---|---|---|
| CloneEligibleCollateralWithChangedTreatment | takes | Creates a new Eligible Collateral Specification based on an input specification but with one changed criteria and with one changed treatment. |
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