Class: FloatingRateIndexDefinition

URI: common_domain_model:FloatingRateIndexDefinition

 classDiagram
    class FloatingRateIndexDefinition
    click FloatingRateIndexDefinition href "../FloatingRateIndexDefinition/"
      FloatingRateIndexDefinition : calculationDefaults





        FloatingRateIndexDefinition --> "0..1" FloatingRateIndexCalculationDefaults : calculationDefaults
        click FloatingRateIndexCalculationDefaults href "../FloatingRateIndexCalculationDefaults/"



      FloatingRateIndexDefinition : definitionalSource

      FloatingRateIndexDefinition : deprecationReason

      FloatingRateIndexDefinition : designatedMaturityApplicable

      FloatingRateIndexDefinition : externalMappings





        FloatingRateIndexDefinition --> "0..1" FloatingRateIndexExternalMappings : externalMappings
        click FloatingRateIndexExternalMappings href "../FloatingRateIndexExternalMappings/"



      FloatingRateIndexDefinition : fpmlDescription

      FloatingRateIndexDefinition : fro





        FloatingRateIndexDefinition --> "1" FloatingRateIndexIdentification : fro
        click FloatingRateIndexIdentification href "../FloatingRateIndexIdentification/"



      FloatingRateIndexDefinition : history





        FloatingRateIndexDefinition --> "0..1" FroHistory : history
        click FroHistory href "../FroHistory/"



      FloatingRateIndexDefinition : inLoan

      FloatingRateIndexDefinition : mappings





        FloatingRateIndexDefinition --> "0..1" FloatingRateIndexMappings : mappings
        click FloatingRateIndexMappings href "../FloatingRateIndexMappings/"



      FloatingRateIndexDefinition : supportedDefinition





        FloatingRateIndexDefinition --> "*" ContractualDefinition : supportedDefinition
        click ContractualDefinition href "../ContractualDefinition/"

Slots

Name	Cardinality and Range	Description	Inheritance
fro	1 FloatingRateIndexIdentification	The underlying FRO name and designated maturity	direct
calculationDefaults	0..1 FloatingRateIndexCalculationDefaults	Any calculation default values	direct
supportedDefinition	* ContractualDefinition	The definition version or versions supported by the FRO	direct
definitionalSource	0..1 string	The source of an FRO, particularly if not a Contractual Definition (e	direct
designatedMaturityApplicable	0..1 Boolean		direct
mappings	0..1 FloatingRateIndexMappings	Any mappings to other FRos	direct
externalMappings	0..1 FloatingRateIndexExternalMappings	Any mappings to other codes for this index	direct
inLoan	0..1 Boolean	YES / NO to flag FROs identified by the FpML Syndicated Loan WG as having und...	direct
history	0..1 FroHistory	FRO History	direct
deprecationReason	0..1 string	Deprecation and Code Descriptions	direct
fpmlDescription	0..1 string	FpML Description	direct

In Subsets

CdmObservableAssetFro

Comments

Rosetta func: FloatingRateIndexMetadata — Retrieve all available metadata for the floating rate index.

Identifier and Mapping Information

Annotations

property	value
rosetta_functions	[{"name":"FloatingRateIndexMetadata","description":"Retrieve all available metadata for the floating rate index.","inputs":[{"name":"floatingRateIndexName","type":"FloatingRateIndexEnum","cardinality":"1..1"}],"output":{"name":"floatingRateIndexDescription","type":"FloatingRateIndexDefinition","cardinality":"0..1"},"code_implementation":true}]

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FloatingRateIndexDefinition
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"FloatingRateIndexMetadata","description":"Retrieve all available
      metadata for the floating rate index.","inputs":[{"name":"floatingRateIndexName","type":"FloatingRateIndexEnum","cardinality":"1..1"}],"output":{"name":"floatingRateIndexDescription","type":"FloatingRateIndexDefinition","cardinality":"0..1"},"code_implementation":true}]'
comments:
- 'Rosetta func: FloatingRateIndexMetadata — Retrieve all available metadata for the
  floating rate index.'
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- fro
- calculationDefaults
- supportedDefinition
- definitionalSource
- designatedMaturityApplicable
- mappings
- externalMappings
- inLoan
- history
- deprecationReason
- fpmlDescription

Induced

name: FloatingRateIndexDefinition
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"FloatingRateIndexMetadata","description":"Retrieve all available
      metadata for the floating rate index.","inputs":[{"name":"floatingRateIndexName","type":"FloatingRateIndexEnum","cardinality":"1..1"}],"output":{"name":"floatingRateIndexDescription","type":"FloatingRateIndexDefinition","cardinality":"0..1"},"code_implementation":true}]'
comments:
- 'Rosetta func: FloatingRateIndexMetadata — Retrieve all available metadata for the
  floating rate index.'
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fro:
    name: fro
    description: The underlying FRO name and designated maturity.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexIdentification
    required: true
  calculationDefaults:
    name: calculationDefaults
    description: Any calculation default values.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexCalculationDefaults
  supportedDefinition:
    name: supportedDefinition
    description: The definition version or versions supported by the FRO.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: ContractualDefinition
    multivalued: true
    inlined: true
    inlined_as_list: true
  definitionalSource:
    name: definitionalSource
    description: The source of an FRO, particularly if not a Contractual Definition
      (e.g. the broker rates matrix).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: string
  designatedMaturityApplicable:
    name: designatedMaturityApplicable
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: boolean
  mappings:
    name: mappings
    description: Any mappings to other FRos.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexMappings
  externalMappings:
    name: externalMappings
    description: Any mappings to other codes for this index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexExternalMappings
  inLoan:
    name: inLoan
    description: YES / NO to flag FROs identified by the FpML Syndicated Loan WG as
      having underlying benchmark that may also be referenced in syndicated loans.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: boolean
  history:
    name: history
    description: FRO History
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FroHistory
  deprecationReason:
    name: deprecationReason
    description: Deprecation and Code Descriptions
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: string
  fpmlDescription:
    name: fpmlDescription
    description: FpML Description
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: string