Slot: protectionTerms
Specifies 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
Applicable Classes
| Name |
Description |
Modifies Slot |
| CreditDefaultPayout |
The credit default payout specification provides the details necessary for d... |
no |
Properties
Type and Range
Cardinality and Requirements
| Property |
Value |
| Multivalued |
Yes |
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:protectionTerms |
| native |
common_domain_model:protectionTerms |
LinkML Source
name: protectionTerms
description: Specifies 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.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- CreditDefaultPayout
range: ProtectionTerms
multivalued: true
inlined: true
inlined_as_list: true