Slot: spread

Spread in basis points over the floating rate index.

Applicable Classes

Name	Description	Modifies Slot
SwapCurveValuation	A class to specify a valuation swap curve, which is used as part of the strik...	no
FloatingRateDefinition	A data defining: parameters associated with a floating rate reset	yes
FloatingRateProcessingParameters	Type to hold the processing parameters that should be or were used to calcula...	yes
CommodityPriceReturnTerms	Defines parameters in which the commodity price is assessed	yes
MakeWholeAmount	A class to specify the amount to be paid by the buyer of the option if the op...	no

Properties

Type and Range

Property	Value
Range	Decimal
Domain Of	SwapCurveValuation, FloatingRateDefinition, FloatingRateProcessingParameters, CommodityPriceReturnTerms

Cardinality and Requirements

Property	Value
Required	Yes

Identifier and Mapping Information

Schema Source

from schema: https://w3id.org/lmodel/common-domain-model

Mappings

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

LinkML Source

name: spread
description: Spread in basis points over the floating rate index.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- SwapCurveValuation
- FloatingRateDefinition
- FloatingRateProcessingParameters
- CommodityPriceReturnTerms
range: decimal
required: true