Class: InterestRateCurve (DEPRECATED)

URI: common_domain_model:InterestRateCurve

 classDiagram
    class InterestRateCurve
    click InterestRateCurve href "../InterestRateCurve/"
      InterestRateCurve : floatingRateIndex





        InterestRateCurve --> "1" FloatingRateIndexEnum : floatingRateIndex
        click FloatingRateIndexEnum href "../FloatingRateIndexEnum/"



      InterestRateCurve : tenor





        InterestRateCurve --> "1" Period : tenor
        click Period href "../Period/"

Slots

Name	Cardinality and Range	Description	Inheritance
floatingRateIndex	1 FloatingRateIndexEnum	The reference index that is used to specify the floating interest rate	direct
tenor	1 Period		direct

Usages

used by	used in	type	used
Curve	interestRateCurve	range	InterestRateCurve

In Subsets

CdmObservableAsset

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: InterestRateCurve
deprecated: Deprecated in CDM
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- floatingRateIndex
- tenor

Induced

name: InterestRateCurve
deprecated: Deprecated in CDM
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
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.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: InterestRateCurve
    domain_of:
    - FloatingRateIndex
    - InterestRateCurve
    - SwapCurveValuation
    - FallbackRateParameters
    - FloatingRateIndexIdentification
    - StubFloatingRate
    range: FloatingRateIndexEnum
    required: true
  tenor:
    name: tenor
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: InterestRateCurve
    domain_of:
    - InterestRateCurve
    range: Period
    required: true