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Slot: marketFixedRate

An optional element that only has meaning in a credit index trade. This element contains the credit spread ('fair value') at which the trade was executed. Unlike the fixedRate of an index, the marketFixedRate varies over the life of the index depending on market conditions. The marketFixedRate is the price of the index as quoted by trading desks.

URI: common_domain_model:marketFixedRate

Applicable Classes

Name Description Modifies Slot
TransactedPrice A class to represent the transacted price attributes that are positioned as ... no

Properties

Type and Range

Property Value
Range Decimal
Domain Of TransactedPrice

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: marketFixedRate
description: An optional element that only has meaning in a credit index trade. This
  element contains the credit spread ('fair value') at which the trade was executed.
  Unlike the fixedRate of an index, the marketFixedRate varies over the life of the
  index depending on market conditions. The marketFixedRate is the price of the index
  as quoted by trading desks.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- TransactedPrice
range: decimal