Slot: accruedInterest

Indicates whether accrued interest is included (true) or not (false). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest.

URI: common_domain_model:accruedInterest

Applicable Classes

Name	Description	Modifies Slot
CashSettlementTerms	Defines the terms required to compute and settle a cash settlement amount acc...	no
DeliverableObligations	A class to specify all the ISDA terms relevant to defining the deliverable ob...	no

Properties

Type and Range

Property	Value
Range	Boolean
Domain Of	CashSettlementTerms, DeliverableObligations

Cardinality and Requirements

Property	Value

Identifier and Mapping Information

Schema Source

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

Mappings

Mapping Type	Mapped Value
self	common_domain_model:accruedInterest
native	common_domain_model:accruedInterest
close	fpml_5_10:CashSettlementTerms.accruedInterest

LinkML Source

name: accruedInterest
description: 'Indicates whether accrued interest is included (true) or not (false).
  For cash settlement this specifies whether quotations should be obtained inclusive
  or not of accrued interest. For physical settlement this specifies whether the buyer
  should deliver the obligation with an outstanding principal balance that includes
  or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest.'
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CashSettlementTerms.accruedInterest
rank: 1000
domain_of:
- CashSettlementTerms
- DeliverableObligations
range: boolean