Skip to content

Class: InterestShortFall

A class to specify the interest shortfall floating rate payment event.

URI: common_domain_model:InterestShortFall

 classDiagram
    class InterestShortFall
    click InterestShortFall href "../InterestShortFall/"
      InterestShortFall : compounding

      InterestShortFall : interestShortfallCap





        InterestShortFall --> "1" InterestShortfallCapEnum : interestShortfallCap
        click InterestShortfallCapEnum href "../InterestShortfallCapEnum/"



      InterestShortFall : rateSource





        InterestShortFall --> "0..1" FloatingRateIndexEnum : rateSource
        click FloatingRateIndexEnum href "../FloatingRateIndexEnum/"



Slots

Name Cardinality and Range Description Inheritance
interestShortfallCap 1
InterestShortfallCapEnum
Specifies the nature of the interest Shortfall cap (i direct
compounding 1
Boolean
direct
rateSource 0..1
FloatingRateIndexEnum
The rate source in the case of a variable cap direct

Usages

used by used in type used
FloatingAmountEvents interestShortfall range InterestShortFall

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: InterestShortFall
description: A class to specify the interest shortfall floating rate payment event.
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- interestShortfallCap
- compounding
- rateSource

Induced

name: InterestShortFall
description: A class to specify the interest shortfall floating rate payment event.
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  interestShortfallCap:
    name: interestShortfallCap
    description: 'Specifies the nature of the interest Shortfall cap (i.e. Fixed Cap
      or Variable Cap) in the case where it is applicable. ISDA 2003 Term: Interest
      Shortfall Cap.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: InterestShortFall
    domain_of:
    - InterestShortFall
    range: InterestShortfallCapEnum
    required: true
  compounding:
    name: compounding
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: InterestShortFall
    domain_of:
    - InterestShortFall
    range: boolean
    required: true
  rateSource:
    name: rateSource
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The rate source in the case of a variable cap.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: InterestShortFall
    domain_of:
    - InterestShortFall
    range: FloatingRateIndexEnum