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