Slot: indexTenor
The ISDA Designated Maturity, i.e. the floating rate tenor.
URI: common_domain_model:indexTenor
Applicable Classes
| Name |
Description |
Modifies Slot |
| FloatingRateIndex |
Specification of an interest rate index which can change over time, e |
no |
| InflationIndex |
Specification of an index that measures inflation in a specific market, e |
no |
| SwapCurveValuation |
A class to specify a valuation swap curve, which is used as part of the strik... |
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
Cardinality and Requirements
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:indexTenor |
| native |
common_domain_model:indexTenor |
LinkML Source
name: indexTenor
description: The ISDA Designated Maturity, i.e. the floating rate tenor.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- FloatingRateIndex
- InflationIndex
- SwapCurveValuation
- StubFloatingRate
range: Period