Slot: incurredRecoveryApplicable
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.
URI: common_domain_model:incurredRecoveryApplicable
Applicable Classes
Section titled “Applicable Classes”| Name | Description | Modifies Slot |
|---|---|---|
| Tranche | The class to represent a CDS Tranche | no |
Properties
Section titled “Properties”Type and Range
Section titled “Type and Range”| Property | Value |
|---|---|
| Range | Boolean |
| Domain Of | Tranche |
Slot Characteristics
Section titled “Slot Characteristics”| Property | Value |
|---|---|
| Owner | Tranche |
Identifier and Mapping Information
Section titled “Identifier and Mapping Information”Schema Source
Section titled “Schema Source”- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
Section titled “Mappings”| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:incurredRecoveryApplicable |
| native | common_domain_model:incurredRecoveryApplicable |
LinkML Source
Section titled “LinkML Source”name: incurredRecoveryApplicabledescription: '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-modelrank: 1000owner: Tranchedomain_of:- Trancherange: boolean