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common-domain-model

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

Section titled “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

Section titled “Usages”
used by used in type used
CreditDefaultPayout protectionTerms range ProtectionTerms
ReferencePoolItem protectionTermsReference range ProtectionTerms

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
rosetta_metadata key

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:ProtectionTerms
native common_domain_model:ProtectionTerms

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: ProtectionTerms
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
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.
from_schema: https://w3id.org/lmodel/common-domain-model
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/cdm_product_asset
    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/cdm_product_asset
    domain_of:
    - SecurityInterestForObligations
    - ProtectionTerms
    range: Obligations
  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/cdm_product_asset
    rank: 1000
    domain_of:
    - ProtectionTerms
    range: FloatingAmountEvents

Induced

Section titled “Induced”
name: ProtectionTerms
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
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.
from_schema: https://w3id.org/lmodel/common-domain-model
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/cdm_product_asset
    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/cdm_product_asset
    owner: ProtectionTerms
    domain_of:
    - SecurityInterestForObligations
    - ProtectionTerms
    range: Obligations
  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/cdm_product_asset
    rank: 1000
    owner: ProtectionTerms
    domain_of:
    - ProtectionTerms
    range: FloatingAmountEvents