Slot: floorRateSchedule

The floor rate or floor rate schedule, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. A floor rate schedule is expressed as explicit floor rates and dates and the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.

URI: common_domain_model:floorRateSchedule

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:floorRateSchedule
native	common_domain_model:floorRateSchedule

LinkML Source

name: floorRateSchedule
description: The floor rate or floor rate schedule, if any, which applies to the floating
  rate. The floor rate (strike) is only required where the floating rate on a swap
  stream is floored at a certain strike level. A floor rate schedule is expressed
  as explicit floor rates and dates and the step dates may be subject to adjustment
  in accordance with any adjustments specified in calculationPeriodDatesAdjustments.
  The floor rate is assumed to be exclusive of any spread and is a per annum rate,
  expressed as a decimal. A floor 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