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Class: FloatingRateIndexFixingTime

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

URI: common_domain_model:FloatingRateIndexFixingTime

 classDiagram
    class FloatingRateIndexFixingTime
    click FloatingRateIndexFixingTime href "../FloatingRateIndexFixingTime/"
      BusinessCenterTime <|-- FloatingRateIndexFixingTime
        click BusinessCenterTime href "../BusinessCenterTime/"

      FloatingRateIndexFixingTime : businessCenter

      FloatingRateIndexFixingTime : designatedMaturity

      FloatingRateIndexFixingTime : fixingReason

      FloatingRateIndexFixingTime : fixingTimeDefinition

      FloatingRateIndexFixingTime : hourMinuteTime

Inheritance

Slots

Name Cardinality and Range Description Inheritance
designatedMaturity 0..1
string
Allows a designed maturity to be specified for the fixing time direct
fixingTimeDefinition 0..1
string
Legal text that underlies the Fixing Time direct
fixingReason 0..1
string
Fixing Reason direct
hourMinuteTime 1
time
A time specified in hh:mm:ss format where the second component must be '00', ... BusinessCenterTime
businessCenter 1
BusinessCenter
A code identifying a business day calendar location BusinessCenterTime

Usages

used by used in type used
FloatingRateIndexFixingDetails fixingTime range FloatingRateIndexFixingTime

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: FloatingRateIndexFixingTime
description: This type holds parameters defining the normal fixing time for a floating
  rate index.
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BusinessCenterTime
slots:
- designatedMaturity
- fixingTimeDefinition
- fixingReason

Induced

name: FloatingRateIndexFixingTime
description: This type holds parameters defining the normal fixing time for a floating
  rate index.
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BusinessCenterTime
attributes:
  designatedMaturity:
    name: designatedMaturity
    description: Allows a designed maturity to be specified for the fixing time.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexFixingTime
    domain_of:
    - FloatingRateIndexFixingTime
    - FloatingRateIndexFixingOffset
    range: string
  fixingTimeDefinition:
    name: fixingTimeDefinition
    description: Legal text that underlies the Fixing Time. ISDA Fixing Time Definition.
      (e.g. 09:30, Sydney time).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexFixingTime
    domain_of:
    - FloatingRateIndexFixingTime
    range: string
  fixingReason:
    name: fixingReason
    description: Fixing Reason
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexFixingTime
    domain_of:
    - FloatingRateIndexFixingTime
    range: string
  hourMinuteTime:
    name: hourMinuteTime
    description: A time specified in hh:mm:ss format where the second component must
      be '00', e.g. 11am would be represented as 11:00:00.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessCenterTime.hourMinuteTime
    rank: 1000
    owner: FloatingRateIndexFixingTime
    domain_of:
    - BusinessCenterTime
    range: time
    required: true
  businessCenter:
    name: businessCenter
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: A code identifying a business day calendar location. A business day
      calendar location is drawn from the list identified by the business day calendar
      location enumeration.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessCenters.businessCenter
    rank: 1000
    owner: FloatingRateIndexFixingTime
    domain_of:
    - BusinessCenters
    - BusinessCenterTime
    - CalculationFrequency
    - ValuationCalculationDateLocationElection
    - CreditEventNotice
    - ExerciseNotice
    range: BusinessCenter
    required: true
    multivalued: false
    inlined: true
    inlined_as_list: true