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Slot: floorRate

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

URI: common_domain_model:floorRate

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

Mappings

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

LinkML Source

name: floorRate
description: The floor rate, if any, which applies to the floating rate for the calculation
  period. The floor rate (strike) is only required where the floating rate on a swap
  stream is floored at a certain strike level. The floor rate is assumed to be exclusive
  of any spread and is a per annum rate, expressed as a decimal. The floor 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