Slot: capRate

The cap rate, if any, which applies to the floating rate for the calculation period. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain strike level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05.

URI: common_domain_model:capRate

Applicable Classes

Name	Description	Modifies Slot
FloatingRateDefinition	A data defining: parameters associated with a floating rate reset	no
FloatingRateProcessingParameters	Type to hold the processing parameters that should be or were used to calcula...	yes

Properties

Type and Range

Property	Value
Range	Strike
Domain Of	FloatingRateDefinition, FloatingRateProcessingParameters

Cardinality and Requirements

Property	Value
Multivalued	Yes

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: capRate
description: The cap rate, if any, which applies to the floating rate for the calculation
  period. The cap rate (strike) is only required where the floating rate on a swap
  stream is capped at a certain strike level. The cap rate is assumed to be exclusive
  of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5%
  would be represented as 0.05.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- FloatingRateDefinition
- FloatingRateProcessingParameters
range: Strike
multivalued: true
inlined: true
inlined_as_list: true