DirectionRating
Type CDM 7.2.0A logical container to hold a defined set of related data. In this case the collation of Ratings Agency, Rating value and an associated direction.
Attributes
1 declared on DirectionRating, 6 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| agency | CreditRatingAgencyEnum | 1..1 | Specifies The credit agency to which the other variables (notation, scale, debt type) refer to. | CreditNotation |
| notation | string | 1..1 | Specifies The credit rating notation. As it varies among credit rating agencies, FpML doesn't specify a default scheme. | CreditNotation |
| 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. | CreditNotation |
| 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. | CreditNotation |
| 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. | CreditNotation |
| 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. | CreditNotation |
| direction | CompareOp | 1..1 | Specifies the direction of measurement for the rated party. | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
RestrictingCreditNotation Condition
Disables attributes that are not required from CreditNotation.
(scale is absent and debt is absent and outlook is absent and creditWatch is absent)
and (agency exists and notation exists)Open DirectionRating in the Model Browser
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