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Class: FloatingRateIndexFixingDetails

This type holds parameters defining the fixingt time and offset for a floating rate index.

URI: common_domain_model:FloatingRateIndexFixingDetails

 classDiagram
    class FloatingRateIndexFixingDetails
    click FloatingRateIndexFixingDetails href "../FloatingRateIndexFixingDetails/"
      FloatingRateIndexFixingDetails : fixingOffset





        FloatingRateIndexFixingDetails --> "0..1" BusinessDayOffset : fixingOffset
        click BusinessDayOffset href "../BusinessDayOffset/"



      FloatingRateIndexFixingDetails : fixingTime





        FloatingRateIndexFixingDetails --> "0..1" FloatingRateIndexFixingTime : fixingTime
        click FloatingRateIndexFixingTime href "../FloatingRateIndexFixingTime/"

Slots

Name Cardinality and Range Description Inheritance
fixingTime 0..1
FloatingRateIndexFixingTime		 Parameters defining the normal fixing time (can vary by index tenor / designa... direct
fixingOffset 0..1
BusinessDayOffset		 Parameters defining the normal fixing offset (can vary by index tenor / desig... direct

Usages

used by used in type used
FloatingRateIndexCalculationDefaults fixing range FloatingRateIndexFixingDetails

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: FloatingRateIndexFixingDetails
description: This type holds parameters defining the fixingt time and offset for a
  floating rate index.
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- fixingTime
- fixingOffset
slot_usage:
  fixingTime:
    name: fixingTime
    description: Parameters defining the normal fixing time (can vary by index tenor
      / designated maturity).
    range: FloatingRateIndexFixingTime

Induced

name: FloatingRateIndexFixingDetails
description: This type holds parameters defining the fixingt time and offset for a
  floating rate index.
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  fixingTime:
    name: fixingTime
    description: Parameters defining the normal fixing time (can vary by index tenor
      / designated maturity).
    range: FloatingRateIndexFixingTime
attributes:
  fixingTime:
    name: fixingTime
    description: Parameters defining the normal fixing time (can vary by index tenor
      / designated maturity).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexFixingDetails
    domain_of:
    - FxInformationSource
    - FloatingRateIndexFixingDetails
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: FloatingRateIndexFixingTime
  fixingOffset:
    name: fixingOffset
    description: Parameters defining the normal fixing offset (can vary by index tenor
      / designated maturity).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexFixingDetails
    domain_of:
    - FloatingRateIndexFixingDetails
    range: BusinessDayOffset