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Slot: rateTreatment

The specification of any rate conversion which needs to be applied to the observed rate before being used in any calculations. The two common conversions are for securities quoted on a bank discount basis which will need to be converted to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000 ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraphs (g) and (h) for definitions of these terms.

URI: common_domain_model:rateTreatment

Applicable Classes

Name Description Modifies Slot
FloatingRate no
StubFloatingRate A class defining a floating rate no
InflationRateSpecification A data to: specify the inflation rate no
FloatingRateSpecification A class to specify the floating interest rate by extending the floating rate ... no

Properties

Type and Range

Property Value
Range RateTreatmentEnum
Domain Of FloatingRate, StubFloatingRate

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: rateTreatment
description: The specification of any rate conversion which needs to be applied to
  the observed rate before being used in any calculations. The two common conversions
  are for securities quoted on a bank discount basis which will need to be converted
  to either a Money Market Yield or Bond Equivalent Yield. See the Annex to the 2000
  ISDA Definitions, Section 7.3. Certain General Definitions Relating to Floating
  Rate Options, paragraphs (g) and (h) for definitions of these terms.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- FloatingRate
- StubFloatingRate
range: RateTreatmentEnum