Slot: spreadSchedule

The ISDA Spread or a Spread schedule expressed as explicit spreads and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. The spread is a per annum rate, expressed as a decimal. For purposes of determining a calculation period amount, if positive the spread will be added to the floating rate and if negative the spread will be subtracted from the floating rate. A positive 10 basis point (0.1%) spread would be represented as 0.001.

URI: common_domain_model:spreadSchedule

Applicable Classes

Name	Description	Modifies Slot
FloatingRateBase	A class defining a floating interest rate through the specification of the fl...	no
StubFloatingRate	A class defining a floating rate	yes
InflationRateSpecification	A data to: specify the inflation rate	no
FloatingRate		no
FloatingRateSpecification	A class to specify the floating interest rate by extending the floating rate ...	no
CollateralAgreementFloatingRate	Represents the parameters needed to calculate the floating rate paid on colla...	no

Properties

Type and Range

Property	Value
Range	SpreadSchedule
Domain Of	FloatingRateBase, StubFloatingRate

Cardinality and Requirements

Property	Value

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: spreadSchedule
description: The ISDA Spread or a Spread schedule expressed as explicit spreads and
  dates. In the case of a schedule, the step dates may be subject to adjustment in
  accordance with any adjustments specified in calculationPeriodDatesAdjustments.
  The spread is a per annum rate, expressed as a decimal. For purposes of determining
  a calculation period amount, if positive the spread will be added to the floating
  rate and if negative the spread will be subtracted from the floating rate. A positive
  10 basis point (0.1%) spread would be represented as 0.001.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- FloatingRateBase
- StubFloatingRate
range: SpreadSchedule