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Class: FloatingRateIndex

Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.

URI: common_domain_model:FloatingRateIndex

 classDiagram
    class FloatingRateIndex
    click FloatingRateIndex href "../FloatingRateIndex/"
      IndexBase <|-- FloatingRateIndex
        click IndexBase href "../IndexBase/"

      FloatingRateIndex : assetClass





        FloatingRateIndex --> "0..1" AssetClassEnum : assetClass
        click AssetClassEnum href "../AssetClassEnum/"



      FloatingRateIndex : assetType





        FloatingRateIndex --> "1" AssetTypeEnum : assetType
        click AssetTypeEnum href "../AssetTypeEnum/"



      FloatingRateIndex : exchange





        FloatingRateIndex --> "0..1" LegalEntity : exchange
        click LegalEntity href "../LegalEntity/"



      FloatingRateIndex : floatingRateIndex





        FloatingRateIndex --> "1" FloatingRateIndexEnum : floatingRateIndex
        click FloatingRateIndexEnum href "../FloatingRateIndexEnum/"



      FloatingRateIndex : identifier





        FloatingRateIndex --> "1..*" AssetIdentifier : identifier
        click AssetIdentifier href "../AssetIdentifier/"



      FloatingRateIndex : indexTenor





        FloatingRateIndex --> "0..1" Period : indexTenor
        click Period href "../Period/"



      FloatingRateIndex : isExchangeListed

      FloatingRateIndex : name

      FloatingRateIndex : provider





        FloatingRateIndex --> "0..1" LegalEntity : provider
        click LegalEntity href "../LegalEntity/"



      FloatingRateIndex : relatedExchange





        FloatingRateIndex --> "*" LegalEntity : relatedExchange
        click LegalEntity href "../LegalEntity/"



      FloatingRateIndex : taxonomy





        FloatingRateIndex --> "*" Taxonomy : taxonomy
        click Taxonomy href "../Taxonomy/"

Inheritance

Slots

Name Cardinality and Range Description Inheritance
floatingRateIndex 1
FloatingRateIndexEnum		 The reference index that is used to specify the floating interest rate direct
indexTenor 0..1
Period		 The ISDA Designated Maturity, i direct
name 0..1
string		 A description of the Index IndexBase
provider 0..1
LegalEntity		 The organisation that creates or maintains the Index IndexBase
assetClass 0..1
AssetClassEnum		 The Asset Class of the Index IndexBase
identifier 1..*
AssetIdentifier		 Asset Identifiers are used to uniquely identify an Asset, using a specified A... AssetBase
taxonomy *
Taxonomy		 Defines the taxonomy of an object by combining a taxonomy source (i AssetBase
isExchangeListed 0..1
Boolean		 Defines whether the Asset is listed on a public exchange AssetBase
exchange 0..1
LegalEntity		 If the Asset is listed, defines the public exchange of the listing AssetBase
relatedExchange *
LegalEntity		 Provides the related Exchanges, if applicable AssetBase
assetType 1
AssetTypeEnum		 Specifies the type of asset AssetBase

Usages

used by used in type used
InflationRateSpecification rateOption any_of[range] FloatingRateIndex
FloatingRateBase rateOption any_of[range] FloatingRateIndex
FloatingRate rateOption any_of[range] FloatingRateIndex
FloatingRateSpecification rateOption any_of[range] FloatingRateIndex
CollateralAgreementFloatingRate rateOption any_of[range] FloatingRateIndex

In Subsets

Comments

  • Rosetta condition: InterestRateAssetClass — assetClass = AssetClassEnum -> InterestRate

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: FloatingRateIndex
description: Specification of an interest rate index which can change over time, e.g.
  the SONIA (Sterling Overnight Index Average) in the UK.
comments:
- 'Rosetta condition: InterestRateAssetClass — assetClass = AssetClassEnum -> InterestRate'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: IndexBase
slots:
- floatingRateIndex
- indexTenor

Induced

name: FloatingRateIndex
description: Specification of an interest rate index which can change over time, e.g.
  the SONIA (Sterling Overnight Index Average) in the UK.
comments:
- 'Rosetta condition: InterestRateAssetClass — assetClass = AssetClassEnum -> InterestRate'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: IndexBase
attributes:
  floatingRateIndex:
    name: floatingRateIndex
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The reference index that is used to specify the floating interest
      rate.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - FloatingRateIndex
    - InterestRateCurve
    - SwapCurveValuation
    - FallbackRateParameters
    - FloatingRateIndexIdentification
    - StubFloatingRate
    range: FloatingRateIndexEnum
    required: true
  indexTenor:
    name: indexTenor
    description: The ISDA Designated Maturity, i.e. the floating rate tenor.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - FloatingRateIndex
    - InflationIndex
    - SwapCurveValuation
    - StubFloatingRate
    range: Period
  name:
    name: name
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: A description of the Index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - TaxonomyValue
    - BusinessUnit
    - LegalEntity
    - Party
    - Resource
    - AdditionalTerminationEvent
    - CSAThresholdVariableSet
    - CSAMinimumTransferAmountVariableSet
    - MasterAgreementClause
    - MasterAgreementClauseVariant
    - MasterAgreementVariableSet
    - IndexBase
    range: string
  provider:
    name: provider
    description: The organisation that creates or maintains the Index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - IndexBase
    range: LegalEntity
  assetClass:
    name: assetClass
    description: The Asset Class of the Index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - StandardizedSchedule
    - StandardizedScheduleTradeInfo
    - IndexBase
    range: AssetClassEnum
    required: false
  identifier:
    name: identifier
    description: Asset Identifiers are used to uniquely identify an Asset, using a
      specified Asset Identifier Type.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.identifier
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - AssetBase
    - AssetIdentifier
    - ProductIdentifier
    - AssignedIdentifier
    - BusinessUnit
    - PartyIdentifier
    - EntityIdentifier
    - PersonIdentifier
    - TransferBase
    - OtherAgreement
    - LegalAgreementBase
    - NonLegalEntity
    - MasterAgreementClauseVariant
    - Clause
    - ContractualDefinition
    - FloatingRateIndexMap
    - EligibleCollateralSpecification
    - NonTransferableProduct
    range: AssetIdentifier
    required: true
    multivalued: true
  taxonomy:
    name: taxonomy
    description: Defines the taxonomy of an object by combining a taxonomy source
      (i.e. the rules to classify the object) and a value (i.e. the output of those
      rules on the object.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.taxonomy
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - AssetBase
    - NonTransferableProduct
    range: Taxonomy
    multivalued: true
    inlined: true
    inlined_as_list: true
  isExchangeListed:
    name: isExchangeListed
    description: Defines whether the Asset is listed on a public exchange.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.isExchangeListed
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - AssetBase
    range: boolean
  exchange:
    name: exchange
    description: If the Asset is listed, defines the public exchange of the listing.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.exchange
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - AssetBase
    - ListingExchange
    range: LegalEntity
  relatedExchange:
    name: relatedExchange
    description: Provides the related Exchanges, if applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.relatedExchange
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - AssetBase
    range: LegalEntity
    multivalued: true
    inlined: true
    inlined_as_list: true
  assetType:
    name: assetType
    description: Specifies the type of asset.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.assetType
    rank: 1000
    owner: FloatingRateIndex
    domain_of:
    - AssetBase
    - AssetType
    range: AssetTypeEnum
    required: true