7.0.0-dev.41
Collateral Model - Updated descriptions for ConcentrationLimitTypeEnum
Background
It has been raised that there is some ambiguity with the attribute descriptions under the ConcentrationLimitTypeEnum.
The word portfolio could mean several things; therefore, the CDM Collateral Working Group agreed to add additional language across the descriptions to ensure they indicate the collateral schedule being listed in the collateral criteria and avoid misinterpretation.
What is being released?
Updates to descriptions for ConcentrationLimitTypeEnum listings to remove 'portfolio' and replace this with 'eligible collateral schedule' where relevant and required.
Review Directions
The changes can be reviewed in PR: #4026