Class: ProtectionTerms

A class to specify the terms for calculating a payout to protect the buyer of the swap in the case of a qualified credit event. These terms include the applicable credit events, the reference obligation, and in the case of a CDS on mortgage-backed securities, the floatingAmountEvents.

URI: common_domain_model:ProtectionTerms

 classDiagram
    class ProtectionTerms
    click ProtectionTerms href "../ProtectionTerms/"
      ProtectionTerms : creditEvents





        ProtectionTerms --> "0..1" CreditEvents : creditEvents
        click CreditEvents href "../CreditEvents/"



      ProtectionTerms : floatingAmountEvents





        ProtectionTerms --> "0..1" FloatingAmountEvents : floatingAmountEvents
        click FloatingAmountEvents href "../FloatingAmountEvents/"



      ProtectionTerms : obligations





        ProtectionTerms --> "0..1" Obligations : obligations
        click Obligations href "../Obligations/"

Slots

Name	Cardinality and Range	Description	Inheritance
creditEvents	0..1 CreditEvents	Specifies the applicable Credit Events that would trigger a settlement, as sp...	direct
obligations	0..1 Obligations	The underlying obligations of the reference entity on which you are buying or...	direct
floatingAmountEvents	0..1 FloatingAmountEvents	This element contains the ISDA terms relating to the floating rate payment ev...	direct

Usages

used by	used in	type	used
CreditDefaultPayout	protectionTerms	range	ProtectionTerms
ReferencePoolItem	protectionTermsReference	range	ProtectionTerms

In Subsets

CdmProductAsset

Identifier and Mapping Information

Annotations

property	value
metadata_key	True

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ProtectionTerms
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: A class to specify the terms for calculating a payout to protect the
  buyer of the swap in the case of a qualified credit event. These terms include the
  applicable credit events, the reference obligation, and in the case of a CDS on
  mortgage-backed securities, the floatingAmountEvents.
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- creditEvents
- obligations
- floatingAmountEvents
slot_usage:
  creditEvents:
    name: creditEvents
    description: Specifies the applicable Credit Events that would trigger a settlement,
      as specified in the related Confirmation and defined in the ISDA 2014 Credit
      Definition article IV section 4.1.
  obligations:
    name: obligations
    description: The underlying obligations of the reference entity on which you are
      buying or selling protection. The credit events Failure to Pay, Obligation Acceleration,
      Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect
      to these obligations.
    range: Obligations
    required: false

Induced

name: ProtectionTerms
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: A class to specify the terms for calculating a payout to protect the
  buyer of the swap in the case of a qualified credit event. These terms include the
  applicable credit events, the reference obligation, and in the case of a CDS on
  mortgage-backed securities, the floatingAmountEvents.
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  creditEvents:
    name: creditEvents
    description: Specifies the applicable Credit Events that would trigger a settlement,
      as specified in the related Confirmation and defined in the ISDA 2014 Credit
      Definition article IV section 4.1.
  obligations:
    name: obligations
    description: The underlying obligations of the reference entity on which you are
      buying or selling protection. The credit events Failure to Pay, Obligation Acceleration,
      Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect
      to these obligations.
    range: Obligations
    required: false
attributes:
  creditEvents:
    name: creditEvents
    description: Specifies the applicable Credit Events that would trigger a settlement,
      as specified in the related Confirmation and defined in the ISDA 2014 Credit
      Definition article IV section 4.1.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ProtectionTerms
    domain_of:
    - Trigger
    - ProtectionTerms
    range: CreditEvents
  obligations:
    name: obligations
    description: The underlying obligations of the reference entity on which you are
      buying or selling protection. The credit events Failure to Pay, Obligation Acceleration,
      Obligation Default, Restructuring, Repudiation/Moratorium are defined with respect
      to these obligations.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ProtectionTerms
    domain_of:
    - SecurityInterestForObligations
    - ProtectionTerms
    range: Obligations
    required: false
  floatingAmountEvents:
    name: floatingAmountEvents
    description: This element contains 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.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ProtectionTerms
    domain_of:
    - ProtectionTerms
    range: FloatingAmountEvents