Slot: referenceBanks
A container for a set of reference institutions that may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.
URI: common_domain_model:referenceBanks
Applicable Classes
| Name |
Description |
Modifies Slot |
| ValuationSource |
A class describing the method for obtaining a settlement rate, specified thro... |
no |
Properties
Type and Range
Cardinality and Requirements
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:referenceBanks |
| native |
common_domain_model:referenceBanks |
LinkML Source
name: referenceBanks
description: A container for a set of reference institutions that may be called upon
to provide rate quotations as part of the method to determine the applicable cash
settlement amount. If institutions are not specified, it is assumed that reference
institutions will be agreed between the parties on the exercise date, or in the
case of swap transaction to which mandatory early termination is applicable, the
cash settlement valuation date.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- ValuationSource
range: ReferenceBanks