Class: FloatingRateIndexFixingOffset

This type holds parameters defining the normal fixing offset for a floating rate index.

URI: common_domain_model:FloatingRateIndexFixingOffset

 classDiagram
    class FloatingRateIndexFixingOffset
    click FloatingRateIndexFixingOffset href "../FloatingRateIndexFixingOffset/"
      BusinessDayOffset <|-- FloatingRateIndexFixingOffset
        click BusinessDayOffset href "../BusinessDayOffset/"

      FloatingRateIndexFixingOffset : businessCenters





        FloatingRateIndexFixingOffset --> "0..1" BusinessCenters : businessCenters
        click BusinessCenters href "../BusinessCenters/"



      FloatingRateIndexFixingOffset : designatedMaturity

      FloatingRateIndexFixingOffset : fixingOffsetDefinition

      FloatingRateIndexFixingOffset : fixingOffsetReason

      FloatingRateIndexFixingOffset : period





        FloatingRateIndexFixingOffset --> "1" PeriodEnum : period
        click PeriodEnum href "../PeriodEnum/"



      FloatingRateIndexFixingOffset : periodMultiplier

Inheritance

Period
- BusinessDayOffset
  - FloatingRateIndexFixingOffset

Slots

Name	Cardinality and Range	Description	Inheritance
designatedMaturity	0..1 string	Allows a reason to be specified for using the alternative fixing offset	direct
businessCenters	0..1 BusinessCenters	The business centers for the offset	BusinessDayOffset
fixingOffsetDefinition	0..1 string	Legal text that underlies the Fixing Offset	BusinessDayOffset
fixingOffsetReason	0..1 string	Fixing Offset Reason	BusinessDayOffset
periodMultiplier	1 Integer	A time period multiplier, e	Period
period	1 PeriodEnum	A time period, e	Period

In Subsets

CdmObservableAssetFro

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FloatingRateIndexFixingOffset
description: This type holds parameters defining the normal fixing offset for a floating
  rate index.
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BusinessDayOffset
slots:
- designatedMaturity
slot_usage:
  designatedMaturity:
    name: designatedMaturity
    description: Allows a reason to be specified for using the alternative fixing
      offset.

Induced

name: FloatingRateIndexFixingOffset
description: This type holds parameters defining the normal fixing offset for a floating
  rate index.
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BusinessDayOffset
slot_usage:
  designatedMaturity:
    name: designatedMaturity
    description: Allows a reason to be specified for using the alternative fixing
      offset.
attributes:
  designatedMaturity:
    name: designatedMaturity
    description: Allows a reason to be specified for using the alternative fixing
      offset.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - FloatingRateIndexFixingTime
    - FloatingRateIndexFixingOffset
    range: string
  businessCenters:
    name: businessCenters
    description: The business centers for the offset.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessDateRange.businessCenters
    rank: 1000
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
  fixingOffsetDefinition:
    name: fixingOffsetDefinition
    description: Legal text that underlies the Fixing Offset. ISDA Fixing Offset Definition.
      (e.g. One day that is either a Sydney Business Day or a Melbourne Business Day
      following the Reset Date)
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessDayOffset.fixingOffsetDefinition
    rank: 1000
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - BusinessDayOffset
    range: string
  fixingOffsetReason:
    name: fixingOffsetReason
    description: Fixing Offset Reason
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessDayOffset.fixingOffsetReason
    rank: 1000
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - BusinessDayOffset
    range: string
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can
      be used when specifying an offset relative to another date, e.g. -2 days.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month or year of the stream. If
      the periodMultiplier value is 0 (zero) then period must contain the value D
      (day).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - Frequency
    - Period
    - PeriodBound
    - CalculationFrequency
    - Velocity
    - AverageTradingVolume
    range: PeriodEnum
    required: true