Slot: automaticExercise

If automatic is specified, then the notional amount of the underlying swap not previously exercised under the swaption will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than the specified threshold rate. The term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions, Section 17.4 In-the-money.

URI: common_domain_model:automaticExercise

Applicable Classes

Name	Description	Modifies Slot
ExerciseProcedure	A class describing how notice of exercise should be given	no

Properties

Type and Range

Property	Value
Range	AutomaticExercise
Domain Of	ExerciseProcedure

Slot Characteristics

Property	Value
Owner	ExerciseProcedure

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: automaticExercise
description: If automatic is specified, then the notional amount of the underlying
  swap not previously exercised under the swaption will be automatically exercised
  at the expiration time on the expiration date if at such time the buyer is in-the-money,
  provided that the difference between the settlement rate and the fixed rate under
  the relevant underlying swap is not less than the specified threshold rate. The
  term in-the-money is assumed to have the meaning defining in the 2000 ISDA Definitions,
  Section 17.4 In-the-money.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ExerciseProcedure
domain_of:
- ExerciseProcedure
range: AutomaticExercise