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Slot: initialStub

Specifies how the initial stub amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating tenors may be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3. Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.

URI: common_domain_model:initialStub

Applicable Classes

Name Description Modifies Slot
StubPeriod A class defining how the initial or final stub calculation period amounts is... no
StubCalculationPeriodAmount A data defining: how the initial or final stub calculation period amounts is... no

Properties

Type and Range

Property Value
Range StubValue
Domain Of StubPeriod, StubCalculationPeriodAmount

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: initialStub
description: Specifies how the initial stub amount is calculated. A single floating
  rate tenor different to that used for the regular part of the calculation periods
  schedule may be specified, or two floating tenors may be specified. If two floating
  rate tenors are specified then Linear Interpolation (in accordance with the 2000
  ISDA Definitions, Section 8.3. Interpolation) is assumed to apply. Alternatively,
  an actual known stub rate or stub amount may be specified.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- StubPeriod
- StubCalculationPeriodAmount
range: StubValue