Class: FloatingAmountEvents

A class to specify the ISDA terms relating to the floating rate payment events and the implied additional fixed payments, applicable to the credit derivatives transactions on mortgage-backed securities with pay-as-you-go or physical settlement.

URI: common_domain_model:FloatingAmountEvents

 classDiagram
    class FloatingAmountEvents
    click FloatingAmountEvents href "../FloatingAmountEvents/"
      FloatingAmountEvents : additionalFixedPayments





        FloatingAmountEvents --> "0..1" AdditionalFixedPayments : additionalFixedPayments
        click AdditionalFixedPayments href "../AdditionalFixedPayments/"



      FloatingAmountEvents : failureToPayPrincipal

      FloatingAmountEvents : floatingAmountProvisions





        FloatingAmountEvents --> "0..1" FloatingAmountProvisions : floatingAmountProvisions
        click FloatingAmountProvisions href "../FloatingAmountProvisions/"



      FloatingAmountEvents : impliedWritedown

      FloatingAmountEvents : interestShortfall





        FloatingAmountEvents --> "0..1" InterestShortFall : interestShortfall
        click InterestShortFall href "../InterestShortFall/"



      FloatingAmountEvents : writedown

Slots

Name	Cardinality and Range	Description	Inheritance
failureToPayPrincipal	0..1 Boolean	A floating rate payment event	direct
interestShortfall	0..1 InterestShortFall	A floating rate payment event	direct
writedown	0..1 Boolean	A floating rate payment event	direct
impliedWritedown	0..1 Boolean	A floating rate payment event	direct
floatingAmountProvisions	0..1 FloatingAmountProvisions	Specifies the floating amount provisions associated with the floatingAmountEv...	direct
additionalFixedPayments	0..1 AdditionalFixedPayments	Specifies the events that will give rise to the payment additional fixed paym...	direct

Usages

used by	used in	type	used
ProtectionTerms	floatingAmountEvents	range	FloatingAmountEvents

In Subsets

CdmProductAsset

Identifier and Mapping Information

Schema Source

from schema: https://w3id.org/lmodel/common-domain-model

Mappings

Mapping Type	Mapped Value
self	common_domain_model:FloatingAmountEvents
native	common_domain_model:FloatingAmountEvents

LinkML Source

Direct

name: FloatingAmountEvents
description: A class to specify the ISDA terms relating to the floating rate payment
  events and the implied additional fixed payments, applicable to the credit derivatives
  transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- failureToPayPrincipal
- interestShortfall
- writedown
- impliedWritedown
- floatingAmountProvisions
- additionalFixedPayments
slot_usage:
  failureToPayPrincipal:
    name: failureToPayPrincipal
    description: 'A floating rate payment event. Corresponds to the failure by the
      Reference Entity to pay an expected principal amount or the payment of an actual
      principal amount that is less than the expected principal amount. ISDA 2003
      Term: Failure to Pay Principal.'
  writedown:
    name: writedown
    description: 'A floating rate payment event. Results from the fact that the underlier
      writes down its outstanding principal amount. ISDA 2003 Term: Writedown.'
  impliedWritedown:
    name: impliedWritedown
    description: A floating rate payment event. Results from the fact that losses
      occur to the underlying instruments that do not result in reductions of the
      outstanding principal of the reference obligation.

Induced

name: FloatingAmountEvents
description: A class to specify the ISDA terms relating to the floating rate payment
  events and the implied additional fixed payments, applicable to the credit derivatives
  transactions on mortgage-backed securities with pay-as-you-go or physical settlement.
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  failureToPayPrincipal:
    name: failureToPayPrincipal
    description: 'A floating rate payment event. Corresponds to the failure by the
      Reference Entity to pay an expected principal amount or the payment of an actual
      principal amount that is less than the expected principal amount. ISDA 2003
      Term: Failure to Pay Principal.'
  writedown:
    name: writedown
    description: 'A floating rate payment event. Results from the fact that the underlier
      writes down its outstanding principal amount. ISDA 2003 Term: Writedown.'
  impliedWritedown:
    name: impliedWritedown
    description: A floating rate payment event. Results from the fact that losses
      occur to the underlying instruments that do not result in reductions of the
      outstanding principal of the reference obligation.
attributes:
  failureToPayPrincipal:
    name: failureToPayPrincipal
    description: 'A floating rate payment event. Corresponds to the failure by the
      Reference Entity to pay an expected principal amount or the payment of an actual
      principal amount that is less than the expected principal amount. ISDA 2003
      Term: Failure to Pay Principal.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingAmountEvents
    domain_of:
    - CreditEvents
    - FloatingAmountEvents
    range: boolean
  interestShortfall:
    name: interestShortfall
    description: 'A floating rate payment event. With respect to any Reference Obligation
      Payment Date, either (a) the non-payment of an Expected Interest Amount or (b)
      the payment of an Actual Interest Amount that is less than the Expected Interest
      Amount. ISDA 2003 Term: Interest Shortfall.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingAmountEvents
    domain_of:
    - FloatingAmountEvents
    range: InterestShortFall
  writedown:
    name: writedown
    description: 'A floating rate payment event. Results from the fact that the underlier
      writes down its outstanding principal amount. ISDA 2003 Term: Writedown.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingAmountEvents
    domain_of:
    - CreditEvents
    - FloatingAmountEvents
    range: boolean
  impliedWritedown:
    name: impliedWritedown
    description: A floating rate payment event. Results from the fact that losses
      occur to the underlying instruments that do not result in reductions of the
      outstanding principal of the reference obligation.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingAmountEvents
    domain_of:
    - CreditEvents
    - FloatingAmountEvents
    range: boolean
  floatingAmountProvisions:
    name: floatingAmountProvisions
    description: Specifies the floating amount provisions associated with the floatingAmountEvents.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingAmountEvents
    domain_of:
    - FloatingAmountEvents
    range: FloatingAmountProvisions
  additionalFixedPayments:
    name: additionalFixedPayments
    description: Specifies the events that will give rise to the payment additional
      fixed payments.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingAmountEvents
    domain_of:
    - FloatingAmountEvents
    range: AdditionalFixedPayments