Slot: recoveryFactor

Used for fixed recovery, specifies the recovery level, determined at contract formation, to be applied on a default. Used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. Amount calculation is (1 minus the Recovery Factor) multiplied by the Floating Rate Payer Calculation Amount. The currency will be derived from the Floating Rate Payer Calculation Amount.

URI: common_domain_model:recoveryFactor

Applicable Classes

Name	Description	Modifies Slot
CashSettlementTerms	Defines the terms required to compute and settle a cash settlement amount acc…	no

Properties

Type and Range

Property	Value
Range	Decimal
Domain Of	CashSettlementTerms

Slot Characteristics

Property	Value
Owner	CashSettlementTerms

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: recoveryFactor
description: Used for fixed recovery, specifies the recovery level, determined at
  contract formation, to be applied on a default. Used to calculate the amount paid
  by the seller to the buyer for cash settlement on the cash settlement date. Amount
  calculation is (1 minus the Recovery Factor) multiplied by the Floating Rate Payer
  Calculation Amount. The currency will be derived from the Floating Rate Payer Calculation
  Amount.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CashSettlementTerms
domain_of:
- CashSettlementTerms
range: decimal