Skip to content

Slot: paymentDelay

Applicable to CDS on MBS to specify whether payment delays are applicable to the fixed Amount. RMBS typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. CMBS do not, on the other hand, with both payment dates being on the 25th of each month.

URI: common_domain_model:paymentDelay

Applicable Classes

Name Description Modifies Slot
InterestRatePayout A class to specify all of the terms necessary to define and calculate a cash... no
SettlementDate A data defining the settlement date(s) for cash or physical settlement as eit... no

Properties

Type and Range

Property Value
Range Boolean
Domain Of InterestRatePayout, SettlementDate

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: paymentDelay
description: Applicable to CDS on MBS to specify whether payment delays are applicable
  to the fixed Amount. RMBS typically have a payment delay of 5 days between the coupon
  date of the reference obligation and the payment date of the synthetic swap. CMBS
  do not, on the other hand, with both payment dates being on the 25th of each month.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- InterestRatePayout
- SettlementDate
range: boolean