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Slot: rateRecordDate

Specifies the 'Rate Record Day' for a Fallback rate. Fallback rate fixing processes typically set the fixing rate in arrears, i.e., the Fallback Rate corresponding to a Rate Record Date is set at the end of the interest accural period. When this applies, Reset->resetDate occurs at the end of the interest period, and the Reset->rateRecordDate occurs near the start of the interest period. The Reset->rateRecordDate and Reset->observations->observationIdentifier->observationDate will differ if a Fallback rate is unavailable on the Rate Record Date, and the latest previous available rate is used as the observation.

URI: common_domain_model:rateRecordDate

Applicable Classes

Name Description Modifies Slot
ResetInstruction Defines the information needed to create a Reset Business Event no
Reset Defines the reset value or fixing value produced in cashflow calculations, du... no

Properties

Type and Range

Property Value
Range date
Domain Of ResetInstruction, Reset

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: rateRecordDate
description: Specifies the 'Rate Record Day' for a Fallback rate.  Fallback rate fixing
  processes typically set the fixing rate in arrears, i.e., the Fallback Rate corresponding
  to a Rate Record Date is set at the end of the interest accural period.  When this
  applies, Reset->resetDate occurs at the end of the interest period, and the Reset->rateRecordDate
  occurs near the start of the interest period.  The Reset->rateRecordDate and Reset->observations->observationIdentifier->observationDate
  will differ if a Fallback rate is unavailable on the Rate Record Date, and the latest
  previous available rate is used as the observation.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- ResetInstruction
- Reset
range: date