Slot: fallbackExercise

If fallback exercise 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 one tenth of a percentage point (0.10% or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000 ISDA Definitions, Section 17.4. In-the-money.

URI: common_domain_model:fallbackExercise

Applicable Classes

Name	Description	Modifies Slot
ManualExercise	A class defining manual exercise, i	no

Properties

Type and Range

Property	Value
Range	Boolean
Domain Of	ManualExercise

Slot Characteristics

Property	Value
Owner	ManualExercise

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: fallbackExercise
description: If fallback exercise 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 one tenth of a percentage point (0.10%
  or 0.001). The term in-the-money is assumed to have the meaning defined in the 2000
  ISDA Definitions, Section 17.4. In-the-money.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ManualExercise
domain_of:
- ManualExercise
range: boolean