Slot: compressibleSpread
Specifies how spreads should be applied in a low/negative rate environment. If true, spread is applied only if rate is positive.
URI: common_domain_model:compressibleSpread
Applicable Classes
Properties
Type and Range
Cardinality and Requirements
| Property |
Value |
| Required |
Yes |
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:compressibleSpread |
| native |
common_domain_model:compressibleSpread |
| close |
fpml_5_10:CollateralAgreementFloatingRate.compressibleSpread |
LinkML Source
name: compressibleSpread
description: Specifies how spreads should be applied in a low/negative rate environment. If
true, spread is applied only if rate is positive.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralAgreementFloatingRate.compressibleSpread
rank: 1000
domain_of:
- CollateralAgreementFloatingRate
range: boolean
required: true