Slot: floatingRateIndex

The reference index that is used to specify the floating interest rate.

URI: common_domain_model:floatingRateIndex

Applicable Classes

Name	Description	Modifies Slot
FloatingRateIndex	Specification of an interest rate index which can change over time, e	no
InterestRateCurve		no
SwapCurveValuation	A class to specify a valuation swap curve, which is used as part of the strik...	no
FallbackRateParameters	Defines the structure needed to represent fallback rate parameters	yes
FloatingRateIndexIdentification		yes
StubFloatingRate	A class defining a floating rate	yes
MakeWholeAmount	A class to specify the amount to be paid by the buyer of the option if the op...	no

Properties

Type and Range

Property	Value
Range	FloatingRateIndexEnum
Domain Of	FloatingRateIndex, InterestRateCurve, SwapCurveValuation, FallbackRateParameters, FloatingRateIndexIdentification, StubFloatingRate

Cardinality and Requirements

Property	Value
Required	Yes

Identifier and Mapping Information

Annotations

property	value
metadata_scheme	True

Schema Source

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

Mappings

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

LinkML Source

name: floatingRateIndex
annotations:
  metadata_scheme:
    tag: metadata_scheme
    value: true
description: The reference index that is used to specify the floating interest rate.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- FloatingRateIndex
- InterestRateCurve
- SwapCurveValuation
- FallbackRateParameters
- FloatingRateIndexIdentification
- StubFloatingRate
range: FloatingRateIndexEnum
required: true