Class: FloatingRateIndexIdentification

URI: common_domain_model:FloatingRateIndexIdentification

 classDiagram
    class FloatingRateIndexIdentification
    click FloatingRateIndexIdentification href "../FloatingRateIndexIdentification/"
      FloatingRateIndexIdentification : currency





        FloatingRateIndexIdentification --> "0..1" ISOCurrencyCodeEnum : currency
        click ISOCurrencyCodeEnum href "../ISOCurrencyCodeEnum/"



      FloatingRateIndexIdentification : floatingRateIndex





        FloatingRateIndexIdentification --> "0..1" FloatingRateIndexEnum : floatingRateIndex
        click FloatingRateIndexEnum href "../FloatingRateIndexEnum/"



      FloatingRateIndexIdentification : froType

Slots

Name	Cardinality and Range	Description	Inheritance
floatingRateIndex	0..1 FloatingRateIndexEnum	The reference index that is used to specify the floating interest rate	direct
currency	0..1 ISOCurrencyCodeEnum	FRO currency - 3 character ISO currrency code	direct
froType	0..1 string	FRO type (e	direct

Usages

used by	used in	type	used
FloatingRateIndexDefinition	fro	range	FloatingRateIndexIdentification

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:FloatingRateIndexIdentification
native	common_domain_model:FloatingRateIndexIdentification

LinkML Source

Direct

name: FloatingRateIndexIdentification
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- floatingRateIndex
- currency
- froType
slot_usage:
  floatingRateIndex:
    name: floatingRateIndex
    description: The reference index that is used to specify the floating interest
      rate. The FpML standard maintains the list of such indices, which are positioned
      as enumeration values as part of the CDM.
    required: false
  currency:
    name: currency
    description: FRO currency - 3 character ISO currrency code
    range: ISOCurrencyCodeEnum

Induced

name: FloatingRateIndexIdentification
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  floatingRateIndex:
    name: floatingRateIndex
    description: The reference index that is used to specify the floating interest
      rate. The FpML standard maintains the list of such indices, which are positioned
      as enumeration values as part of the CDM.
    required: false
  currency:
    name: currency
    description: FRO currency - 3 character ISO currrency code
    range: ISOCurrencyCodeEnum
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. The FpML standard maintains the list of such indices, which are positioned
      as enumeration values as part of the CDM.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexIdentification
    domain_of:
    - FloatingRateIndex
    - InterestRateCurve
    - SwapCurveValuation
    - FallbackRateParameters
    - FloatingRateIndexIdentification
    - StubFloatingRate
    range: FloatingRateIndexEnum
    required: false
  currency:
    name: currency
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: FRO currency - 3 character ISO currrency code
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexIdentification
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - LegacyIndependentAmountRatingsBased
    - FloatingRateIndexIdentification
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - AmountSchedule
    - CollateralInterestParameters
    - ComputedAmount
    range: ISOCurrencyCodeEnum
  froType:
    name: froType
    description: FRO type (e.g. OIS)
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FloatingRateIndexIdentification
    domain_of:
    - FloatingRateIndexIdentification
    range: string