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Class: CalculatedRateObservations

Type for reporting observations that went into the final reported rate.

URI: common_domain_model:CalculatedRateObservations

 classDiagram
    class CalculatedRateObservations
    click CalculatedRateObservations href "../CalculatedRateObservations/"
      CalculatedRateObservations : observationDates

      CalculatedRateObservations : observedRates

      CalculatedRateObservations : processedRates

      CalculatedRateObservations : weights

Slots

Name Cardinality and Range Description Inheritance
observationDates *
date
The observation date upon which the rate is observed direct
weights *
Decimal
The corresponding weight for each date direct
observedRates *
Decimal
The value observed for that date direct
processedRates *
Decimal
The value after any processing, such as application of caps or floors direct

Usages

used by used in type used
CalculatedRateDetails observations range CalculatedRateObservations

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:CalculatedRateObservations
native common_domain_model:CalculatedRateObservations
close fpml_5_10:CalculatedRateObservations

LinkML Source

Direct

name: CalculatedRateObservations
description: Type for reporting observations that went into the final reported rate.
in_subset:
- cdm_observable_asset_calculatedrate
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculatedRateObservations
slots:
- observationDates
- weights
- observedRates
- processedRates

Induced

name: CalculatedRateObservations
description: Type for reporting observations that went into the final reported rate.
in_subset:
- cdm_observable_asset_calculatedrate
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculatedRateObservations
attributes:
  observationDates:
    name: observationDates
    description: The observation date upon which the rate is observed.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculatedRateObservations.observationDates
    rank: 1000
    owner: CalculatedRateObservations
    domain_of:
    - CalculatedRateObservations
    - CalculatedRateObservationDatesAndWeights
    - ObservationTerms
    range: date
    multivalued: true
  weights:
    name: weights
    description: The corresponding weight for each date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculatedRateObservations.weights
    rank: 1000
    owner: CalculatedRateObservations
    domain_of:
    - CalculatedRateObservations
    - CalculatedRateObservationDatesAndWeights
    range: decimal
    multivalued: true
  observedRates:
    name: observedRates
    description: The value observed for that date
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculatedRateObservations.observedRates
    rank: 1000
    owner: CalculatedRateObservations
    domain_of:
    - CalculatedRateObservations
    range: decimal
    multivalued: true
  processedRates:
    name: processedRates
    description: The value after any processing, such as application of caps or floors.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculatedRateObservations.processedRates
    rank: 1000
    owner: CalculatedRateObservations
    domain_of:
    - CalculatedRateObservations
    range: decimal
    multivalued: true