Class: FloatingAmountProvisions
URI: common_domain_model:FloatingAmountProvisions
classDiagram
class FloatingAmountProvisions
click FloatingAmountProvisions href "../FloatingAmountProvisions/"
FloatingAmountProvisions : stepUpProvision
FloatingAmountProvisions : wacCapInterestProvision
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| wacCapInterestProvision | 0..1 Boolean |
As specified by the ISDA Supplement for use with trades on mortgage-backed se... | direct |
| stepUpProvision | 0..1 Boolean |
As specified by the ISDA Standard Terms Supplement for use with trades on mor... | direct |
Usages
| used by | used in | type | used |
|---|---|---|---|
| FloatingAmountEvents | floatingAmountProvisions | range | FloatingAmountProvisions |
In Subsets
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:FloatingAmountProvisions |
| native | common_domain_model:FloatingAmountProvisions |
LinkML Source
Direct
name: FloatingAmountProvisions
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- wacCapInterestProvision
- stepUpProvision
Induced
name: FloatingAmountProvisions
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
wacCapInterestProvision:
name: wacCapInterestProvision
description: As specified by the ISDA Supplement for use with trades on mortgage-backed
securities, 'WAC Cap' means a weighted average coupon or weighted average rate
cap provision (however defined in the Underlying Instruments) of the Underlying
Instruments that limits, increases or decreases the interest rate or interest
entitlement, as set out in the Underlying Instruments on the Effective Date
without regard to any subsequent amendment The presence of the element with
value set to 'true' signifies that the provision is applicable. From a usage
standpoint, this provision is typically applicable in the case of CMBS and not
applicable in case of RMBS trades.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: FloatingAmountProvisions
domain_of:
- FloatingAmountProvisions
range: boolean
stepUpProvision:
name: stepUpProvision
description: As specified by the ISDA Standard Terms Supplement for use with trades
on mortgage-backed securities. The presence of the element with value set to
'true' signifies that the provision is applicable. If applicable, the applicable
step-up terms are specified as part of that ISDA Standard Terms Supplement.
From a usage standpoint, this provision is typically applicable in the case
of RMBS and not applicable in case of CMBS trades.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: FloatingAmountProvisions
domain_of:
- FloatingAmountProvisions
range: boolean