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Enum: RateTreatmentEnum

The enumerated values to specify the methods for converting rates from one basis to another.

URI: common_domain_model:RateTreatmentEnum

Permissible Values

Value Meaning Description
BondEquivalentYield None Bond Equivalent Yield
MoneyMarketYield None Money Market Yield

Slots

Name Description
rateTreatment The specification of any rate conversion which needs to be applied to the obs...
treatment US rate treatment (Bond Equivalent Yield or Money Market Yield, if applicable

Identifier and Mapping Information

Schema Source

LinkML Source

name: RateTreatmentEnum
description: The enumerated values to specify the methods for converting rates from
  one basis to another.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  BondEquivalentYield:
    text: BondEquivalentYield
    description: Bond Equivalent Yield. Per Annex to the 2000 ISDA Definitions (June
      2000 Version), Section 7.3. Certain General Definitions Relating to Floating
      Rate Options, paragraph (g).
  MoneyMarketYield:
    text: MoneyMarketYield
    description: Money Market Yield. Per Annex to the 2000 ISDA Definitions (June
      2000 Version), Section 7.3. Certain General Definitions Relating to Floating
      Rate Options, paragraph (h).