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Slot: protectionTerms

Specifies 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

Name Description Modifies Slot
CreditDefaultPayout The credit default payout specification provides the details necessary for de… no
Property Value
Range ProtectionTerms
Domain Of CreditDefaultPayout
Property Value
Multivalued Yes
Property Value
Owner CreditDefaultPayout
Mapping Type Mapped Value
self common_domain_model:protectionTerms
native common_domain_model:protectionTerms
name: protectionTerms
description: Specifies 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
rank: 1000
owner: CreditDefaultPayout
domain_of:
- CreditDefaultPayout
range: ProtectionTerms
multivalued: true