ores.refdata.credit_limit

1. Flags
2. Columns
3. SQL
- 3.1. Flags
- 3.2. Checks
4. Foreign keys
- 4.1. party_id
- 4.2. counterparty_id
5. C++
6. See also

A credit limit is the amount of credit the firm allows one counterparty, set by one legal entity of the firm. It is the dimension that splits a netting agreement's trades into separate netting sets: where one agreement covers trades under several limits, netting is restricted to the trades within one limit (see Netting sets).

The limit is a credit fact, not a legal one, so it stands apart from the agreement: one agreement may cover several limits, and one limit may cover trades under several agreements. A netting set names both, and a pinned key holds the set's counterparty and party to the limit's, as it does for the agreement.

1. Flags

2. Columns

2.1. id

UUID uniquely identifying this credit limit.

Surrogate key for the credit limit record.

2.2. code

The reference the firm gives the limit.

Unique within the legal entity that set it, as an agreement number is.

std::string("CL-") + std::string(faker::string::alphanumeric(10))

2.3. party_id

The legal entity of the firm that set the limit.

References the parties table. Fixed for the limit's life, so the netting sets that pin their party to it can never be left on another party.

ctx.generate_uuid()

2.4. counterparty_id

The counterparty the limit is set against.

References the counterparties table. Fixed for the limit's life.

ctx.generate_uuid()

2.5. limit_amount

The credit the firm allows the counterparty under this limit.

Not negative. Absent when the limit is a bucket the firm has not quantified.

std::nullopt

2.6. description

Optional description of the limit.

std::optional<std::string>("Test credit limit")

3. SQL

3.1. Flags

3.2. Checks

expression
"limit_amount" is null or "limit_amount" >= 0

4. Foreign keys

4.1. party_id

4.2. counterparty_id

5. C++

5.1. Flags

5.2. Repository

5.3. Domain includes

#include <optional>
#include <string>
#include <boost/uuid/uuid.hpp>

5.4. Entity includes

#include <optional>
#include <string>

5.5. Conventions

5.6. Table display

column	header
code	Code
description	Description
modified_by	Modified By
version	Version

5.7. Presentation

5.7.1. Detail fields

field	label	widget	type	is_key	is_required	placeholder
code	Code	codeEdit	line_edit	true	true	Credit limit reference
description	Description	descriptionEdit	line_edit	false	false	Enter description

5.7.2. Columns

enum_name	field	header	type	width
Code	code	Code	string	140
Description	description	Description	string	200
Version	version	Version	int	80
ModifiedBy	modified_by	Modified By	string	120
RecordedAt	recorded_at	Recorded At	timestamp	150

6. See also

ores.refdata — component group overview.
ores.refdata.netting_set — the set whose identity names a limit.
Netting sets — the analysis this entity follows.