.cdm-java.6.0.0-dev.82.source-code.cdm-observable-asset-CreditNotation.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.observable.asset",
"type": "object",
"title": "CreditNotation",
"description": "Represents a class to specify the credit notation as the combination of agency, notation, scale and debt type qualifications.",
"properties": {
"agency": {
"description": "Specifies The credit agency to which the other variables (notation, scale, debt type) refer to.",
"$ref": "cdm-observable-asset-CreditRatingAgencyEnum.schema.json"
},
"notation": {
"description": "Specifies The credit rating notation. As it varies among credit rating agencies, FpML doesn't specify a default scheme.",
"$ref": "com-rosetta-model-metafields-FieldWithMetaString.schema.json"
},
"scale": {
"description": "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.",
"$ref": "com-rosetta-model-metafields-FieldWithMetaString.schema.json"
},
"debt": {
"description": "Specifies the credit rating debt type (e.g. long term, high yield, deposits, ...) associated with the credit rating notation and scale.",
"$ref": "cdm-observable-asset-CreditRatingDebt.schema.json"
},
"outlook": {
"description": "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.",
"$ref": "cdm-observable-asset-CreditRatingOutlookEnum.schema.json"
},
"creditWatch": {
"description": "Indicates the potential direction of a short-term or long-term rating. It focuses on identifiable events and short-term trends that cause ratings to be placed under special surveillance.",
"$ref": "cdm-observable-asset-CreditRatingCreditWatchEnum.schema.json"
}
},
"required": [
"agency",
"notation"
]
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy