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Enum: NegativeInterestRateTreatmentEnum

The enumerated values to specify the method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).

URI: common_domain_model:NegativeInterestRateTreatmentEnum

Permissible Values

Value Meaning Description
NegativeInterestRateMethod None Negative Interest Rate Method
ZeroInterestRateMethod None Zero Interest Rate Method
ZeroInterestRateExcludingSpreadMethod None Per 2021 ISDA Definitions section 6

Slots

Name Description
negativeInterestRateTreatment The specification of any provisions for calculating payment obligations when ...
negativeTreatment How to handle negative interest rates

Identifier and Mapping Information

Schema Source

LinkML Source

name: NegativeInterestRateTreatmentEnum
description: The enumerated values to specify the method of calculating payment obligations
  when a floating rate is negative (either due to a quoted negative floating rate
  or by operation of a spread that is subtracted from the floating rate).
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  NegativeInterestRateMethod:
    text: NegativeInterestRateMethod
    description: Negative Interest Rate Method. Per 2000 ISDA Definitions, Section
      6.4 Negative Interest Rates, paragraphs (b) and (c).
  ZeroInterestRateMethod:
    text: ZeroInterestRateMethod
    description: Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4.
      Negative Interest Rates, paragraphs (d) and (e).
  ZeroInterestRateExcludingSpreadMethod:
    text: ZeroInterestRateExcludingSpreadMethod
    description: Per 2021 ISDA Definitions section 6.8.6