ConcentrationLimit
Type CDM 7.2.0Represents a class to describe concentration limits that may be applicable to eligible collateral criteria.
Extends —
Extended by —
Attributes 3
Namespace cdm.product.collateral
Attributes
All 3 declared on ConcentrationLimit. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| concentrationLimitCriteria | ConcentrationLimitCriteria | 0..1 | Specifies a set of criteria to describe the assets that the concentration limits apply to. |
| valueLimit | MoneyRange | 0..1 | Specifies the value of collateral limit represented as a range. |
| percentageLimit | NumberRange | 0..1 | Specifies the perecentage of collateral limit represented as a decimal number - example 25% is 0.25. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
ConcentrationLimitValueChoice Condition
Either a value or percentage concentration limit must be specified.
required choice valueLimit, percentageLimit PercentageConcentrationLimit Condition
concentration limit must be described as a percentage.
if concentrationLimitCriteria -> concentrationLimitType = ConcentrationLimitTypeEnum -> MarketCapitalisation
then percentageLimit existsReferenced by
1 type holds a ConcentrationLimit as an attribute.
Open ConcentrationLimit in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the type has changed. Free, no signup.