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Slot: accrualFactor

The accrual rate and related terms, to adjust the price of an underlier impacted by a Corporate Action when economic impact consists in freezing the underlier price to last fixing and applying accruals for each remaining underlier price fixing date required i.e. for each, adjustedPrice = lastFixingPrice x (1 + accrualRate x DCF).

URI: common_domain_model:accrualFactor

Applicable Classes

Name Description Modifies Slot
AdjustmentFactorCalculationTerms Describes the input terms involved in the calculation of the adjustment facto... no

Properties

Type and Range

Property Value
Range AccrualFactor
Domain Of AdjustmentFactorCalculationTerms

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:accrualFactor
native common_domain_model:accrualFactor
close fpml_5_10:AdjustmentFactorCalculationTerms.accrualFactor

LinkML Source

name: accrualFactor
description: The accrual rate and related terms, to adjust the price of an underlier
  impacted by a Corporate Action when economic impact consists in freezing the underlier
  price to last fixing and applying accruals for each remaining underlier price fixing
  date required i.e. for each, adjustedPrice = lastFixingPrice x (1 + accrualRate
  x DCF).
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AdjustmentFactorCalculationTerms.accrualFactor
rank: 1000
domain_of:
- AdjustmentFactorCalculationTerms
range: AccrualFactor