Slot: capRateSchedule

The cap rate or cap rate schedule, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. A cap rate schedule is expressed as explicit cap rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. 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:capRateSchedule

Applicable Classes

Name	Description	Modifies Slot
FloatingRateBase	A class defining a floating interest rate through the specification of the fl...	no
StubFloatingRate	A class defining a floating rate	yes
InflationRateSpecification	A data to: specify the inflation rate	no
FloatingRate		no
FloatingRateSpecification	A class to specify the floating interest rate by extending the floating rate ...	no
CollateralAgreementFloatingRate	Represents the parameters needed to calculate the floating rate paid on colla...	no

Properties

Type and Range

Property	Value
Range	StrikeSchedule
Domain Of	FloatingRateBase, StubFloatingRate

Cardinality and Requirements

Property	Value

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: capRateSchedule
description: The cap rate or cap rate schedule, if any, which applies to the floating
  rate. The cap rate (strike) is only required where the floating rate on a swap stream
  is capped at a certain level. A cap rate schedule is expressed as explicit cap rates
  and dates and the step dates may be subject to adjustment in accordance with any
  adjustments specified in calculationPeriodDatesAdjustments. 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:
- FloatingRateBase
- StubFloatingRate
range: StrikeSchedule