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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

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