RatingAgencyValue
Type CDM 7.2.0A logical container designed to hold a set of related data. In this case the Rating Agency, Rating Value and Rating Type.
Attributes
1 declared on RatingAgencyValue, 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 |
| ratingType | RatingTypeEnum | 1..1 | The relevant rating type. | — |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
AgencyValueType Condition
A condition to ensure that either all or no rating based information is provided.
((agency exists and notation exists and ratingType exists)
or (agency is absent and notation is absent and ratingType is absent))
and (scale is absent and debt is absent and outlook is absent and creditWatch is absent)Open RatingAgencyValue in the Model Browser
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