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Project to support the implementation a of smart derivative contract.
FpML Loan Framework
An extension of the AbstractServicingNotification which includes a
reference to the facility and the loan contract to which embedded loan events apply. This abtract type
should be used to 'wrap' contract-level business events.
Abstract base type for all loan business events.
An extension of the AbstractServicingNotification which includes a
reference to the facility to which embedded loan events apply. This abtract type should be used to
'wrap' facility-level business events.
An abstract base type for all syndicated loan servicing notifications; the
wrapper for loan events which occur through the life-cycle of a deal.
The business date on which the notice is valid (and was
communicated).
Indicates whether the embedded business events 'global',
i.e. NOT lender specific.
The payments/wiring instructions associated with all
embedded loan events.
Used as a abstract type for defining accrual structures within loan
instruments.
A unique id associated with the loan accrual type.
The day count basis for the accrual.
A loan servicing notification used to update an accrual option within a
single facility. Embedded business events simply re-state the given accrual option.
A legal entity or a subdivision of a legal entity.
A loan servicing retraction used to cancel a previous accrual option change
notification.
A collection of referenced business events being
cancelled/retracted.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
The details of the underlying elements that explain the calculation of an
accrual against a reference balance.
Defines the dates for a single accrual period. This is a period of
actual (adjusted) dates.
Global and lender share amounts.
The rate applied to this period.
The rate applied to this period.
The accrual amount over the defined period.
Used to uniquely identify a single accrual type within a syndicated loan
structure.
An event describing a future change an accruing fee associated with a
specific facility.
Defines new rate and the date on which the rate is no
longer valid.
A loan servicing notification used to communicate a change in an accruing
fee option. These options define the rates/calculations associated with facility-level accruing fees.
A legal entity or a subdivision of a legal entity.
A loan servicing retraction used to cancel a previous accruing fee change
notification.
A collection of referenced business events being
cancelled/retracted.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
An event describing a future expiry of one of the accruing fees associated
with a specific facility.
A unique id associated with the loan accrual type.
The accruing fee type which ix expiring.
Represents the accruing fee option associated within a facility.
The accruing fee type for which a rate is being provided.
A freetext field which allows the sender to add further
details around the business event.
An event describing an accruing fee payment made at the facility level.
A unique id associated with the loan accrual type.
The period against which the accrual fee is due. This is a
period of actual (adjusted) dates.
A schedule that incorporates all sub-periods of an
accrual calculation.
Projected interest payment details.
A loan servicing notification used to communicate an accruing fee payment
made by the borrower.
A legal entity or a subdivision of a legal entity.
A loan servicing retraction used to cancel a previous accruing fee payment
notification.
A collection of referenced business events being
cancelled/retracted.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
A list of all eligible accruing facility-level fee types.
Represents the accruing PIK option associated within a facility.
A period during which the accrual type is applicable.
An event representing a change in a PIK accrual option. In real terms - an
example of this would be a margin rate change.
The latest version of the acccruing PIK option.
An event representing a payment to facilitate capitalization of interest on
all outstanding contracts against a particular facility.
Dates defining a generic period. This is a period of
actual (adjusted) dates.
A schedule that incorporates all sub-periods of an
accrual calculation.
A loan servicing notification used to communicate an accruing PIK rate
being capitalized by the borrower.
A legal entity or a subdivision of a legal entity.
A loan servicing retraction used to cancel a previous PIK rate payment.
A collection of referenced business events being
cancelled/retracted.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
A structure used to describe an adjustment.
Defines the type of adjustment applied - increase or decrease.
A fee charged to the borrower for an amendment being made to the originally
agreed credit agreement. The fee is based on a rate (as stated in the agreement) applied to the current
commitment level. Calculated as a percentage of the unutilized portion of the facility.
Represents the rules for payment of assignment fees to the agent.
The amount payable to the agent for re-assigning a share in one of
the underlying facilities within the deal.
A rule which defines the calculation of assignment fees applicable
as a result of a facility re-assignment.
The list of lender types which are exempt from paying an assignment
fee to the agent bank.
A list of rules associated with the way in which assignment fees should be
paid.
An event representing the fact that a new loan contract (funded borrowing)
has been requested by the borrower.
An enumeration which describes whether the condition
precent have been met, not met or been waived. Please note: this field in not required
since conditions precedent may not be applicable in certain scenarios.
A fee calculated as the cost of breaking financing against a loan contract
which is repaid early.
The date by which any breakage costs (if applicable) must
be submitted by Lenders to the Agent.
Where breakage cost is applicable, this enumeration defines
who is calculating it - agent bank or lender.
An identifier used to group different business events. This mechanism
allows various events to be loosely coupled with each other.
A short description of the combination of business events
that make up the event group.
This structure represents payable cash, together with reference to any
withholding tax being applied. This is used as a generic cash flow container across all loan business
events (within the event header).
The cash amount payable, net of all tax withholding. This amount
represents the funds to be wired from 'payer' to 'receiver' as a result of the underlying
business event.
Details of the tax being withheld.
An event defining a future change in facility commitment.
Defines whether the lender has an option to accept or
deny the commitment change.
Defines whether the commitment adjustment is
scheduled.
Defines whether the commitment adjustment is related to
a PIK.
The global/lender commitment amount stated AFTER a
commitment adjustment has taken place.
Defines the type of adjustment applied - increase or
decrease.
The amortization schedule associated with the facility
commitment.
A structure which specifies the commitment changes occurring throughout the
life of a facility.
The date on which a facility increase/decrease has/will occur.
The total remaining commitment amount (in facility currency), once
the adjustnment has been applied.
The total remaining commitment amount (in facility currency), once
the adjustnment has been applied.
Represents a complete amortization schedule through the life of a
facility.
The date on which a facility increase/decrease has/will occur.
A syndicated bank loan deal (credit agreement) definition.
A unique reference to a syndicated bank loan deal (credit agreement).
A full set of deal and facility definitions valid as of a specific date.
A complete deal structure.
A legal entity or a subdivision of a legal entity.
A short form of a deal.
The credit agreement date is also known as the 'closing
date' (the date on which the agreement was signed). Funding of the facilities occurs
either on or after (in the case of a Delayed Draw) the Credit Agreement date.
Deal denomination currency.
Original deal amount.
Current deal amount.
An event representing a change in the default rate, applicable to
outstanding loans in the event that the borrower is declared to be in default.
An event representing expiration of the default rate applicable to
borrowers in default.
A facility which can be drawn at any point during a pre-defined period
after the initial deal closing date,
A flag to determine whether the Term Loan has a delayed
draw feature.
The date by which funds must be drawn.
Represents an evergreen option that is available within a letter of credit
instrument.
The number of calendar days before the expiry of the letter of
credit, that the borrower must declare an intention to extend the letter of credit.
The number of calendar days defining the extension period.
An abstract type defining a facility baseline structure.
Defines the governing law (jurisdiction) under which the
facility operates.
Generic features associated with the facility.
A model which contains the additional (non-static) facility
rate details. These can change independently during the life of the facility.
A container to denote whether funds may be drawn in
multiple currency denominations, in addition to the base (facility) currency. The
current commitment amount defines the base currency associated with the facility.
Represents the commitment amount against a facility or facility portion.
Also shows the utilization levels against the total commitment amount (in facility currency).
The total commitment level associated with the facility or facility
portion (in facility currency).
The portion of the commitment amount which is NOT available for
the borrower to draw against.
An abstract base type for all facility and/or contract-level business
events.
A loan contract summary structure.
A unique identifier for outstanding contracts.
An abstract base type for all facility-level business events.
This fee represents any fee paid by the borrower to the syndicate lenders
for extending an existing facility.
A list of facility features.
A unique identifier to a facility.
A loan servicing notification which can be used to communicate any
facility-level business event.
A legal entity or a subdivision of a legal entity.
A loan servicing retraction used to cancel a previous facility-level
business event.
A collection of referenced business events being
cancelled/retracted.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
Represents current/prior facility commitment and outstanding amounts on
both the global and lender position levels.
A structure used to define all positions held by the lender
at the loan contract level. This structure is design to hold either some or all loan
contracts.
Position details (including outstandings) for a single facility. Positions
can be stated at the global and (optionally) at the lender-specific level.
Commitment and outstanding position details for a single
facility. Positions can be stated at the global and (optionally) at the lender-specific
level.
A reference to the party for whom positions are being
reported.
A legal entity or a subdivision of a legal entity.
Represents current/prior facility commitment amounts on both the global and
lender position levels.
A unique facility identifier.
The global and share amount of principal commitment. This model can
be used to determine commitment balances before and after any associated business event.
A statement containing the commitment amounts for a single facility at the
global and (optionally) the lender postion levels, on a specific date.
Commitment position details for a single facility.
Positions can be stated at the global and (optionally) at the lender-specific level.
A reference to the party for whom positions are being
reported (if applicable position amounts are populated).
A legal entity or a subdivision of a legal entity.
An event describing changes in a facility-level rate.
This represents a 'surcharge' rate that may apply in
addition to a regular margin (on outstanding loan contracts).
A loan servicing notification used to communicate changes in facility-level
rates (e.g. penalty rate, default rate etc.).
A legal entity or a subdivision of a legal entity.
A loan servicing retraction used to cancel a previous change in
facility-level rates.
A collection of referenced business events being
cancelled/retracted.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
A reference to a facility.
A single facility definition stated as of a certain date.
A legal entity or a subdivision of a legal entity.
A short form of a facility.
A definition of all parties playing specific roles within
the facility.
A definition of the facility timeline.
The facility commitment information. The balances are
optionally broken down to the utilization details.
An event describing the early termination of a facility.
Specifies the abstract type underlying a fixed rate cash accrual option.
A full definition of the fixed rate accrual characteristics of a loan
contract. This structure defines both the underlying base rate as well as any additional margins and
costs associated with the loan contract.
Defines the dates for a single accrual period. This is a
period of actual (adjusted) dates.
The penalty spread currently applied to the interest
rate period.
The default spread currently applied to the interest
rate period.
The mandatory cost rate currently applied to the
interest rate period.
The actual percentage rate charged to the borrower.
(Base Rate + Spread + Default Rate + Penalty Rate + Mandatory Cost Rate) = All In
Rate. This rate NEVER includes PIK.
Projected interest payment details.
Represents the accruing fixed rate option associated within a facility.
A period during which the accrual option is applicable.
A party reference to the borrower(s) permitted to exercise
the cash accrual option.
The number of business days that a lender must be
notified prior to a drawdown event occurring.
The number of business days that a lender must be
notified prior to an FX rate set event occurring.
The number of business days that a lender must be
notified prior to a rate set event occurring.
Specifies the abstract type underlying a fixed rate cash accrual option.
An event representing a change in a fixed rate accrual option. In real
terms - an example of this would be a margin rate change.
The latest version of the fixed rate option.
A full definition of the accrual characteristics of a loan contract. This
structure defines both the underlying base rate as well as any additional margins and costs associated
with the loan contract.
Defines the dates for a single accrual period. This is a
period of actual (adjusted) dates.
The date on which the underlying interest rate is
fixed. It is an actual (adjusted) date. Note: This should default to the
effective date of the loan contract in the case of a PRIME base rate.
The actual underlying base rate associated with the
period, defined as a percentage.
The penalty spread currently applied to the
interest rate period.
The default spread currently applied to the
interest rate period.
The mandatory cost rate currently applied to the
interest rate period.
The actual percentage rate charged to the borrower.
(Base Rate + Spread + Default Rate + Penalty Rate + Mandatory Cost Rate) = All
In Rate. This rate NEVER includes PIK.
Projected interest payment details.
A subset of the ISDA Floating Rate Option scheme, i.e. the floating rate
index. These indexes are the ones used by the syndicated loan market.
Represents the accruing floating rate option associated within a
facility.
A period during which the accrual option is applicable.
A party reference to the borrower(s) permitted to exercise
the cash accrual option.
The number of business days that a lender must be
notified prior to a drawdown event occurring.
The number of business days that a lender must be
notified prior to an FX rate set event occurring.
The number of business days that a lender must be
notified prior to a rate set event occurring.
Specifies the abstract type underlying a floating rate cash accrual
option.
Defines the underlying base rate to which the margin
applies.
An event describing a change in a floating rate accrual option. In real
terms - an example of this would be a margin rate change associated with the 3-Month LIBOR accrual
option.
The latest version of the floating rate option.
A fee associated with the funding requirements for given facility.
A structure which specifies FX conversion terms.
The rate of exchange between the two currencies of the leg
of a deal. Must be specified with a quote basis.
An event representing the lender-specific capitalization of interest
amounts for a given accrual period against a single loan contract.
Dates defining a generic period. This is a period of actual
(adjusted) dates.
Defines the way in which the agent bank is allocating
cash/PIK interest - can be (i) pro-rata at the time of the interest payment/PIK or (ii)
based on the loan contract share throughout the interest period (which is the preferred
method).
A schedule that incorporates all sub-periods of an
accrual calculation.
Projected interest payment details.
An event representing the lender-specific payment of interest amounts for a
given accrual period against a single loan contract.
Dates defining a generic period. This is a period of actual
(adjusted) dates.
Defines whether the agent bank is making an interest
payment based on the lender pro-rata share at the end of the period (snapshot) or based
on the lender position throughout the period (which is the default).
A schedule that incorporates all sub-periods of an
accrual calculation.
Projected interest payment details.
A full definition of the accrual characteristics of a letter of credit.
This structure defines both the underlying letter of credit issuance fee rate as well as any FX rates
applied.
The currency in which the letter of credit accrual is
denominated. This field should ONLY be populated when the accrual currency is different
to the base letter of credit currency.
Defines exchange rate between the letter of credit accrual
and letter of credit currencies.
An event representing a change in the notional amount associated with an
outstanding letter of credit.
Defines the type of adjustment applied - increase or
decrease.
The letter of credit amount after the adjustment has been
applied.
Set to false for a normal increase or decrease in the
letter of credit amount. If set to true, it signifies that a loan borrowing will take
place in conjunction with this business event.
An abstract base type for all LC-level business events.
An event representing a change in either the [L/C -> Facility] or
[Accrual -> L/C] FX rates (or both) on an outstanding letter of credit.
Defines exchange rate between the letter of credit accrual
and letter of credit currencies.
Defines exchange rate between the letter of credit and
facility.
An event representing the issuance of a new letter of credit under an
existing facility.
The letter of credit notional amount.
An event representing a letter of credit issuance fee payment.
A unique id associated with the loan accrual type.
The period against which the accrual fee is due. This is a
period of actual (adjusted) dates.
A schedule that incorporates all sub-periods of an
accrual calculation.
A loan servicing notification used to communicate various letter of credit
business events.
A legal entity or a subdivision of a legal entity.
A loan servicing retraction used to cancel a previous letter of credit
notification.
A collection of referenced business events being
cancelled/retracted.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
Represents the accruing L/C rate option associated within a facility.
A period during which the accrual option is applicable.
The letter of credit type for which a fee rate is being
provided.
The letter of credit notional amount. The amount is
represented at the global and (optionally) atthe lender-specific level.
An event representing a change in an L/C accrual option. In real terms - an
example of this would be an L/C margin rate change.
The latest version of the letter of credit option.
A list of L/C purposes.
An event representing a change in the rate on an outstanding letter of
credit.
An event representing a change in the maturity date on an outstanding
letter of credit.
The final letter of credit expiry date (as defined by the
evergreen option).
The original maturity date of the letter of credit.
An event representing either the expiry or cancellation of a letter of
credit
Determines whether this event was created due to a natural
expiration of the letter of credit or an unscheduled cancellation.
A list of L/C types.
A list of lender clasifications. These are used to derive other rules
associated with specific lender types.
A definition of an unfunded borrowing (guarantee) instrument known as a
Letter of Credit.
Expiry date of the letter of credit.
Final expiry date of the letter of credit, once the
evergreen option has been exercised.
The letter of credit fee rate details.
Defines the purpose of a letter of credit.
Defines exchange rate between the letter of credit and
facility.
A facility designed to issue letter of credit products.
A reference to a letter of credit.
A short form definition of a letter of credit.
A unique identifier for a letter of credit.
The letter of credit type for which a fee rate is being provided.
Effective date of the letter of credit.
A definition of all parties playing specific roles within the
letter of credit.
The letter of credit notional amount. The amount is represented at
the global and (optionally) at the lender-specific level.
A funded borrowing instrument which utilizes a portion of an available
under a single facility (line of credit) within a bank deal (credit agreement).
The maturity date of the loan contract. In the case of
a PRIME-based loan, this field should be set to the maturity date of the facility.
The maturity date of the loan contract. In the case of
a PRIME-based loan, this field should be set to the maturity date of the facility.
Defines the base rate and additional charges associated
with the loan contract.
Defines the base rate and additional charges associated
with the loan contract.
Defines a single (current) FX rate used to calculate
utilization in the facility currency. Used in the case where the loan contract currency
is different to the facility currency.
An event representing adjustment in the notional amount of a loan contract
that has no cash flow effect. E.g. an amount adjustment due to a defaulted loan.
Defines the type of adjustment applied - increase or
decrease.
An event representing the initial setting of the rate on a single (new)
loan contract.
The date on which the underlying interest rate is fixed. It
is an actual (adjusted) date. Note: This should default to the effective date of the
loan contract in the case of a PRIME base rate.
An abstract base type for all loan contract-level business events.
An event representing a change of maturity date on a one or more
outstanding loan contracts.
The new loan contract maturity date.
The previous loan contract maturity date.
A loan servicing notification used to communicate various loan contract
business events.
A legal entity or a subdivision of a legal entity.
A loan servicing notification retraction used to communicate cancellation
of various loan contract business events.
A collection of referenced business events being
cancelled/retracted.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
A reference to a loan contract.
A short form of a loan contract.
A unique identifier for a loan contract.
The effective date of the loan contract. This is the date on which
the funds are passed to the borrower. It is an actual (adjusted) date.
A reference to the borrower against a loan contract.
Party references to any guarantors associated with the facility
borrower.
An abstract base type defining common features of a syndicated loan
business event. Such events are originated by the borrower and are required to be communicated to the
lender syndicate by agents.
An identifier used to group related business events
together.
A unique id associated with a previous inaccurate event.
Population of this identifier reflects the fact that this new event is being used to
apply a 'corrective measure' to the referenced event (rather than this being an actual
real-life event). The net result (across both events) ensures accurate accounting.
The date on which the associated business event is
effective.
A freetext field which allows the sender to add further
details around the business event.
An event representing a change in the mandatory cost rate, applicable to
certain outstanding loans in the UK market.
An event representing expiration of the mandatory cost rate applicable in
the UK market.
An event describing a non-recurring fee being paid at either the loan
contract or facility level.
An extension of the money type with the ability to specify a lender share
amount in addition to the global amount (represented by 'amount').
The lender share amount.
Defines all the currencies in which funds can be drawn against a
facility.
List of currencies in which the borrower(s) may draw funds.
An event describing a non-recurring fee being paid at either the loan
contract or facility level.
A loan servicing notification used to communicate a non-recurring fee
payment made by the borrower.
A legal entity or a subdivision of a legal entity.
A loan servicing retraction used to cancel a previous non-recurring fee
payment.
A collection of referenced business events being
cancelled/retracted.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
A list of all non-recurring (one-off) fee types.
A collection of outstanding loan contract and/or letter of credit
structures belonging to a single facility.
The facility to which the loan contracts and/or letter of
credits belong.
A choice allowing the sender to describe the collection of
loan contracts and/or letter of credits, belonging to a single facility.
A collection of loan contracts.
A collection of letter of credits.
A legal entity or a subdivision of a legal entity.
Represents outstanding loan contracts or outstanding letter of credit
position. Both the global and lender position (current and prior) levels can be represented.
The global and share amounts against the associated instrument.
This is after any referenced business events have taken place.
The global and share amounts against the associated instrument.
This is prior to any referenced business events.
Defines a single (current) FX rate used to calculate utilization in
the facility currency. Used in the case where the loan contract currency is different to the
facility currency.
Represents interest payment projections.
The next payment for the associated event type is due on this date.
This is an actual (adjusted) date.
Projected amount payable on the next payment date.
An event representing a change in the penalty rate applicable to
outstanding loans.
An event representing expiration of the penalty rate.
Represents a rate applicable against a well-defined or open-ended period.
The date from when the associated penalty rate is applicable.
A loan servicing notification designed to communicate the specific business
events associated with a pre-payment made by the borrower.
A legal entity or a subdivision of a legal entity.
A loan servicing retraction designed to cancel a previous pre-payment.
An identifier used to group related business events
together.
A legal entity or a subdivision of a legal entity.
A legal entity or a subdivision of a legal entity.
Defines a restriction pertaining to which facilities must be traded on a
pro-rata basis.
The limits associated with rates that can be applied to a loan
instrument.
The rate floor being applied.
The rate cap being applied.
An event representing a principal repayment being made by the borrower.
The price at which the repayment occurred. This is usually
Par but there could be scenarios where a repayment was made at a discounted level.
A facility which allows a flexible line of credit which can be drawn and
repaid multiple times over the life of the facility.
A loan servicing notification designed to communicate the combination of
business events associated with a rollover transaction.
A list of all contracts that are maturing during the
rollover event.
A list of all contracts whose rates are resetting or
contracts that are initiating as part of the rollover event.
The optional business events that can be combined to
represent all the actions/chash flows that take place during the rollover.
A legal entity or a subdivision of a legal entity.
A loan servicing retraction designed to cancel a previous rollover
transaction.
An identifier used to group related business events
together.
A legal entity or a subdivision of a legal entity.
A list of all contracts that are maturing during
the rollover event.
A list of all contracts whose rates are resetting
or contracts that are initiating as part of the rollover event.
The optional business events that can be combined to
represent all the actions/chash flows that take place during the rollover.
A legal entity or a subdivision of a legal entity.
An abstract base type for all syndicated loan statement notifications; the
wrapper for deal/facility/contract definitions and facility/contract positions at a particular point in
time (snapshot).
The date as of which the embedded information is valid.
A free-form, manually entered field which will be used by
users directly for additional information.
Represents the withholding tax being applied to a particular cash flow.
The amount of withholding tax being applied.
The tax rate being applied to the associated cash flow.
A scheme used to identify the reason for withholding tax being
applied to a cash flow.
A facility which is fully funded (utilized) at deal closing.
This fee is also known as Participation Fee, Arrangement Fee etc. This fee
represents compensation to the members of the lending syndicate (and sometimes to institutional
investors as well) in return for their commitment of capital.
This fee represents a payment made by the borrower to the syndicate lenders
for processing and accepting a waiver request. The request is sent by the borrower to obtain approval
from the syndicate lenders formally requesting waivers around particular terms of the credit agreement.
A list of reasons for withholding tax being applied to a cash flow.
The main parties involved in any business event.
A reference to the agent bank for the associated deal.
A reference to the main borrower associated with the specific
business event.
Current and prior global commitment break-down. The model requires global
amounts and can optionally represent lender-specific share amounts.
The global and share amount of principal commitment. This is after
any referenced business events have taken place.
The global and share amount of principal commitment. This is prior
to any referenced business events.
Definition of all parties playing various roles within a given deal.
A party reference to the (main) issuer of the deal.
Party references to the guarantors associated with the (main)
issuer of the deal.
A party reference to the agent bank associated with the deal.
A party reference to the lead syndication bank of the deal.
Party references to the syndication co-lead banks of the
deal.
Deal-level rules.
The assignment fee amount and rules. This applies to the
re-assignment of any facility within the deal structure.
Groups of facilities which must be traded on a pro-rata basis. The
ratio of facility trade amounts must be equal to the ratio of their corresponding global
amounts.
Facility commitment information together with any schedule associated with
the commitment.
The current global/lender share commitment amount. This defines the
current limit against which the borrower may draw funds.
The original global commitment amount. This defines the limit, as
of the start date, against which the borrower may draw funds.
The commitment schedule associated with the facility.
Defines the exchange rate between the facility and deal
denomination currencies (only required if the currencies are different).
All relevant dates related to a specific facility.
The start date of the facility.
The latest date that a drawdown can be made effective against the
facility.
The maturity date of the facility.
A model used to reference a facility by either identifier or summary,
within various notifications.
A deal summary structure.
A facility summary structure.
Features/attributes associated with a given facility.
Facility features which help define the instrument with greater
granularity. E.g. bridge, acquisition etc.
The lien level associated with the facility. E.g. 1st, 2nd, 3rd.
The seniority of the facility. E.g. senior, senior secured etc.
Additional (non-static) facility rate details. These are managed separate
since they can change independently during the life of the facility.
A set of default cash accrual options. Each option is usually
available to any borrowers defined within the facility, but an explicitly defined set of
borrower entities (within the option) or be applicable to all borrower(s) within the
facility.
A set of default cash accrual options. Each option is usually
available to any borrowers defined within the facility, but an explicitly defined set of
borrower entities (within the option) or be applicable to all borrower(s) within the
facility.
A description of all the letter of credit fee types which apply
to the facility.
A loan contract PIK accrual option.
A description of all the different types of accruing fees which
apply to the facility.
A model which contains various facility rate details.
Various facility rate details.
This represents a default rate that may apply in addition to a
regular margin rate (on outstanding loan contracts). This rate applied at the discretion of the
agent bank, if the borrower is deemed to be in default.
The mandatory cost rate currently applied to the interest rate
period.
This represents a penalty rate that may apply in addition to the
regular margin rate (on outstanding loan contracts). This rate is applied at the discretion of
the agent bank, if the borrower has broken terms stated within the credit agreement.
Parties that are playing various roles within a given facility.
A party reference to the (main) borrower. This may be different
to the issuer defined at the deal-level.
Party references to co-borrowers as listed on the credit
agreement.
A party reference to the agent bank. Each facility (within a single
deal) can have specific/different agent banks, especially if there are jurisdictional boundaries
being crossed.
Party references to any guarantors associated with the facility
borrower.
Party references to any guarantors associated with the facility
borrower.
A model which captures the index and tenor associated with the floating
rate. We are referring to a loan-specific floating rate scheme.
The ISDA Designated Maturity, i.e. the tenor of the floating
rate.
Lender and cash flow details (relative to the lender) represented within a
business event.
A reference to the lender associated with a specific business
event.
Defines the overall net cash payable, as well as, the breakdown of
individual cashflows.
A model used to reference an L/C by either identifier, summary or full L/C
details, within various notifications.
A deal summary structure.
A facility summary structure.
A facility summary structure.
The additional features associated with a letter of credit.
An option allowing the borrower to extend the letter of credit
tenor.
Defines the purpose of a letter of credit.
The letter of credit notional amount. The amount is represented at
the global and (optionally) atthe lender-specific level.
Parties that are playing various roles within a given letter of credit.
Main borrower.
Party references to any guarantors associated with the facility
borrower.
A party reference of the beneficiary.
A model used to reference a loan contract by either identifier, summary or
full contract details, within various notifications.
A deal summary structure.
A facility summary structure.
Date on which this period begins.
Date on which this period ends.
Dates defining a generic period. This is a period of actual
(adjusted) dates.
The actual number of days represented within the 'period'. This
takes into account counting the appropriate convention.
Flags that determine the type of repayment that is occurring and the
flexibility asociated with it (from the lender's perspective).
Defines whether the lender has an option to accept or deny the
payment.
Defines whether the repayment is mandatory from the borrower's
perspective, based on the (amortization) schedule on the credit agreement.
Defines whether the repayment is a scheduled repayment. This is
normally the case when the repayment is defined on the amortization schedule associated with the
facility (on the credit agreement).
A breakdown of the utilization profile against a single facility.
The amount of utilization which is funded.
The amount of utilization which is unfunded.
The amount of utilization which is unfunded.
The amount of utilization which is funded.
Head of the substitution group for all facility types.
A revolver facility.
A letter of credit facility.
A revolver facility.
A term loan facility.
Head of the substitution group for all facility fee payment events.
Head of the substitution group for all facility events.
Head of the substitution group for all facility events.
Head of the substitution group for all facility rate update events.
Head of the substitution group for all loan contract events.
Head of the substitution group for all letter of credit events.
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