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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

Name Description Modifies Slot
CollateralAgreementFloatingRate Represents the parameters needed to calculate the floating rate paid on colla... no

Properties

Type and Range

Property Value
Range Boolean
Domain Of CollateralAgreementFloatingRate

Cardinality and Requirements

Property Value
Required Yes

Identifier and Mapping Information

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