Class: Tranche

The class to represent a CDS Tranche.

URI: common_domain_model:Tranche

 classDiagram
    class Tranche
    click Tranche href "../Tranche/"
      Tranche : attachmentPoint
        
      Tranche : exhaustionPoint
        
      Tranche : incurredRecoveryApplicable
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
attachmentPoint	1 Decimal	Lower bound percentage of the loss that the Tranche can endure, expressed as …	direct
exhaustionPoint	1 Decimal	Upper bound percentage of the loss that the Tranche can endure, expressed as …	direct
incurredRecoveryApplicable	0..1 Boolean	Outstanding Swap Notional Amount is defined at any time on any day, as the gr…	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: (’AttachmentPoint: FpML definition associated with the attachmentPoint element ’ ’specifies that a schema facet to constraint the value between 0 to 1 will be ’ ‘introduced in FpML 4.3.’), ‘slot_conditions’: {‘attachmentPoint’: SlotDefinition({‘name’: ‘attachmentPoint’, ‘minimum_value’: 0, ‘maximum_value’: 1})} })
• AnonymousClassExpression({ ‘description’: (’ExhaustionPoint: FpML definition associated with the exhaustionPoint element ’ ’specifies that a schema facet to constraint the value between 0 to 1 will be ’ ‘introduced in FpML 4.3.’), ‘slot_conditions’: {‘exhaustionPoint’: SlotDefinition({‘name’: ‘exhaustionPoint’, ‘minimum_value’: 0, ‘maximum_value’: 1})} })

Usages

used by	used in	type	used
CreditIndex	tranche	range	Tranche
BasketReferenceInformation	tranche	range	Tranche

Comments

• Rosetta condition AttachmentPointLessThanExhaustionPoint is not stated in LinkML: attachmentPoint <= exhaustionPoint

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: Tranche
description: The class to represent a CDS Tranche.
comments:
- 'Rosetta condition AttachmentPointLessThanExhaustionPoint is not stated in LinkML:
  attachmentPoint <= exhaustionPoint'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  attachmentPoint:
    name: attachmentPoint
    description: Lower bound percentage of the loss that the Tranche can endure, expressed
      as a decimal. An attachment point of 5% would be represented as 0.05. The difference
      between Attachment and Exhaustion points is called the width of the Tranche.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - Tranche
    range: decimal
    required: true
  exhaustionPoint:
    name: exhaustionPoint
    description: Upper bound percentage of the loss that the Tranche can endure, expressed
      as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference
      between Attachment and Exhaustion points is call the width of the Tranche.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - Tranche
    range: decimal
    required: true
  incurredRecoveryApplicable:
    name: incurredRecoveryApplicable
    description: 'Outstanding Swap Notional Amount is defined at any time on any day,
      as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The
      Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and
      all Incurred Recovery Amounts (if any) determined under this Confirmation at
      or prior to such time.Incurred Recovery Amount not populated: (b) The Original
      Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under
      this Confirmation at or prior to such time.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - Tranche
    range: boolean
all_of:
- description: 'AttachmentPoint: FpML definition associated with the attachmentPoint
    element specifies that a schema facet to constraint the value between 0 to 1 will
    be introduced in FpML 4.3.'
  slot_conditions:
    attachmentPoint:
      name: attachmentPoint
      minimum_value: 0
      maximum_value: 1
- description: 'ExhaustionPoint: FpML definition associated with the exhaustionPoint
    element specifies that a schema facet to constraint the value between 0 to 1 will
    be introduced in FpML 4.3.'
  slot_conditions:
    exhaustionPoint:
      name: exhaustionPoint
      minimum_value: 0
      maximum_value: 1

Induced

name: Tranche
description: The class to represent a CDS Tranche.
comments:
- 'Rosetta condition AttachmentPointLessThanExhaustionPoint is not stated in LinkML:
  attachmentPoint <= exhaustionPoint'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  attachmentPoint:
    name: attachmentPoint
    description: Lower bound percentage of the loss that the Tranche can endure, expressed
      as a decimal. An attachment point of 5% would be represented as 0.05. The difference
      between Attachment and Exhaustion points is called the width of the Tranche.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: Tranche
    domain_of:
    - Tranche
    range: decimal
    required: true
  exhaustionPoint:
    name: exhaustionPoint
    description: Upper bound percentage of the loss that the Tranche can endure, expressed
      as a decimal. An exhaustion point of 5% would be represented as 0.05. The difference
      between Attachment and Exhaustion points is call the width of the Tranche.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: Tranche
    domain_of:
    - Tranche
    range: decimal
    required: true
  incurredRecoveryApplicable:
    name: incurredRecoveryApplicable
    description: 'Outstanding Swap Notional Amount is defined at any time on any day,
      as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The
      Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and
      all Incurred Recovery Amounts (if any) determined under this Confirmation at
      or prior to such time.Incurred Recovery Amount not populated: (b) The Original
      Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under
      this Confirmation at or prior to such time.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: Tranche
    domain_of:
    - Tranche
    range: boolean
all_of:
- description: 'AttachmentPoint: FpML definition associated with the attachmentPoint
    element specifies that a schema facet to constraint the value between 0 to 1 will
    be introduced in FpML 4.3.'
  slot_conditions:
    attachmentPoint:
      name: attachmentPoint
      minimum_value: 0
      maximum_value: 1
- description: 'ExhaustionPoint: FpML definition associated with the exhaustionPoint
    element specifies that a schema facet to constraint the value between 0 to 1 will
    be introduced in FpML 4.3.'
  slot_conditions:
    exhaustionPoint:
      name: exhaustionPoint
      minimum_value: 0
      maximum_value: 1