Slot: indexFactor
Index Factor is the index version factor or percent, expressed as an absolute decimal value between 0 and 1, that multiplied by the original notional amount yields the notional amount covered by the seller of protection.
URI: common_domain_model:indexFactor
Applicable Classes
| Name |
Description |
Modifies Slot |
| CreditIndex |
Specification of an index based on credit risk, typically composed using corp... |
no |
Properties
Type and Range
Cardinality and Requirements
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:indexFactor |
| native |
common_domain_model:indexFactor |
LinkML Source
name: indexFactor
description: Index Factor is the index version factor or percent, expressed as an
absolute decimal value between 0 and 1, that multiplied by the original notional
amount yields the notional amount covered by the seller of protection.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- CreditIndex
range: decimal