CreditNotation
Type CDM 7.2.0Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.
Attributes
All 6 declared on CreditNotation. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| agency | CreditRatingAgencyEnum | 1..1 | Specifies The credit agency to which the other variables (notation, scale, debt type) refer to. |
| notation | string | 1..1 | Specifies The credit rating notation. As it varies among credit rating agencies, FpML doesn't specify a default scheme. |
| scale | string | 0..1 | Specifies the credit rating scale, with a typical distinction between short term, long term. FpML doesn't specify a default scheme, which is hence not specified as an enumeration as part of the CDM. |
| debt | CreditRatingDebt | 0..1 | Specifies the credit rating debt type (e.g. long term, high yield, deposits, ...) associated with the credit rating notation and scale. |
| outlook | CreditRatingOutlookEnum | 0..1 | Assesses the potential direction of a long-term credit rating over the intermediate term, which is generally up to two years for investment grade and generally up to one year for speculative grade. |
| creditWatch | CreditRatingCreditWatchEnum | 0..1 | Indicates the potential direction of a short-term or long-term rating. It focuses on identifiable events and short-term trends that cause ratings to be placed under special surveillance. |
Referenced by
6 types hold a CreditNotation as an attribute.
AgencyRatingCriteriaCreditNotationsCustodianTermsMultipleCreditNotationsRatingAgencyAmountRatingMultiplier
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