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