Class: AssetFloatingRateIndex

Specification of an interest rate index which can change over time, e.g. the SONIA (Sterling Overnight Index Average) in the UK.

URI: common_domain_model:AssetFloatingRateIndex

 classDiagram
    class AssetFloatingRateIndex
    click AssetFloatingRateIndex href "../AssetFloatingRateIndex/"
      IndexBase <|-- AssetFloatingRateIndex
        click IndexBase href "../IndexBase/"
      
      AssetFloatingRateIndex : ancillaryPartyRole
        
          
    
        
        
        AssetFloatingRateIndex --> "*" AssetAncillaryPartyRole : ancillaryPartyRole
        click AssetAncillaryPartyRole href "../AssetAncillaryPartyRole/"
    

        
      AssetFloatingRateIndex : assetClass
        
          
    
        
        
        AssetFloatingRateIndex --> "0..1" AssetClassEnum : assetClass
        click AssetClassEnum href "../AssetClassEnum/"
    

        
      AssetFloatingRateIndex : assetType
        
          
    
        
        
        AssetFloatingRateIndex --> "1" AssetTypeEnum : assetType
        click AssetTypeEnum href "../AssetTypeEnum/"
    

        
      AssetFloatingRateIndex : floatingRateIndex
        
          
    
        
        
        AssetFloatingRateIndex --> "1" FloatingRateIndexEnum : floatingRateIndex
        click FloatingRateIndexEnum href "../FloatingRateIndexEnum/"
    

        
      AssetFloatingRateIndex : identifier
        
          
    
        
        
        AssetFloatingRateIndex --> "1..*" AssetIdentifier : identifier
        click AssetIdentifier href "../AssetIdentifier/"
    

        
      AssetFloatingRateIndex : indexTenor
        
          
    
        
        
        AssetFloatingRateIndex --> "0..1" Period : indexTenor
        click Period href "../Period/"
    

        
      AssetFloatingRateIndex : isExchangeListed
        
      AssetFloatingRateIndex : name
        
      AssetFloatingRateIndex : party
        
          
    
        
        
        AssetFloatingRateIndex --> "*" Party : party
        click Party href "../Party/"
    

        
      AssetFloatingRateIndex : partyRole
        
          
    
        
        
        AssetFloatingRateIndex --> "0..1" AssetPartyRole : partyRole
        click AssetPartyRole href "../AssetPartyRole/"
    

        
      AssetFloatingRateIndex : provider
        
          
    
        
        
        AssetFloatingRateIndex --> "0..1" LegalEntity : provider
        click LegalEntity href "../LegalEntity/"
    

        
      AssetFloatingRateIndex : taxonomy
        
          
    
        
        
        AssetFloatingRateIndex --> "*" Taxonomy : taxonomy
        click Taxonomy href "../Taxonomy/"
    

        
      

Inheritance

• AssetBase
  • IndexBase
    • AssetFloatingRateIndex

Slots

Name	Cardinality and Range	Description	Inheritance
floatingRateIndex	1 FloatingRateIndexEnum	The reference index that is used to specify the floating interest rate	direct
indexTenor	0..1 Period	The ISDA Designated Maturity, i	direct
name	0..1 string	A description of the Index	IndexBase
provider	0..1 LegalEntity	The organisation that creates or maintains the Index	IndexBase
assetClass	0..1 AssetClassEnum	The Asset Class of the Index	IndexBase
identifier	1..* AssetIdentifier	Asset Identifiers are used to uniquely identify an Asset, using a specified A…	AssetBase
taxonomy	* Taxonomy	Defines the taxonomy of an object by combining a taxonomy source (i	AssetBase
isExchangeListed	0..1 Boolean	Defines whether the asset is listed on a public exchange	AssetBase
party	* Party	The party with the obligation to pay dividends, coupons, or other payouts to …	AssetBase
partyRole	0..1 AssetPartyRole	The role of the payer specific to the asset type, i	AssetBase
ancillaryPartyRole	* AssetAncillaryPartyRole	The role of a party with indirect participation in the asset (i	AssetBase
assetType	1 AssetTypeEnum	Specifies the type of asset	AssetBase

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: ‘From IndexBase. AssetType: Asset type must be Other.’, ‘slot_conditions’: {‘assetType’: SlotDefinition({‘name’: ‘assetType’, ‘equals_string’: ‘Other’})} })
• AnonymousClassExpression({ ‘description’: ‘InterestRateAssetClass: The asset class must be Interest Rate.’, ‘slot_conditions’: {‘assetClass’: SlotDefinition({ ‘name’: ‘assetClass’, ‘value_presence’: PresenceEnum(text=‘PRESENT’), ‘equals_string’: ‘InterestRate’ })} })

Usages

used by	used in	type	used
InterestRateIndex	FloatingRateIndex	range	AssetFloatingRateIndex

Aliases

• FloatingRateIndex

Identifier and Mapping Information

Annotations

property	value
rosetta_name	cdm.observable.asset.FloatingRateIndex

Schema Source

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

Mappings

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

LinkML Source

Direct

name: AssetFloatingRateIndex
annotations:
  rosetta_name:
    tag: rosetta_name
    value: cdm.observable.asset.FloatingRateIndex
description: Specification of an interest rate index which can change over time, e.g.
  the SONIA (Sterling Overnight Index Average) in the UK.
from_schema: https://w3id.org/lmodel/common-domain-model
aliases:
- FloatingRateIndex
is_a: IndexBase
attributes:
  floatingRateIndex:
    name: floatingRateIndex
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: The reference index that is used to specify the floating interest
      rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - AssetFloatingRateIndex
    - SwapCurveValuation
    - FallbackRateParameters
    - FloatingRateIndexIdentification
    - CollectFloatingRateOptionInstruction
    - ResetInstructionState
    - StubFloatingRate
    range: FloatingRateIndexEnum
    required: true
  indexTenor:
    name: indexTenor
    description: The ISDA Designated Maturity, i.e. the floating rate tenor.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - AssetFloatingRateIndex
    - InflationIndex
    - SwapCurveValuation
    - StubFloatingRate
    range: Period
all_of:
- description: 'From IndexBase. AssetType: Asset type must be Other.'
  slot_conditions:
    assetType:
      name: assetType
      equals_string: Other
- description: 'InterestRateAssetClass: The asset class must be Interest Rate.'
  slot_conditions:
    assetClass:
      name: assetClass
      value_presence: PRESENT
      equals_string: InterestRate

Induced

name: AssetFloatingRateIndex
annotations:
  rosetta_name:
    tag: rosetta_name
    value: cdm.observable.asset.FloatingRateIndex
description: Specification of an interest rate index which can change over time, e.g.
  the SONIA (Sterling Overnight Index Average) in the UK.
from_schema: https://w3id.org/lmodel/common-domain-model
aliases:
- FloatingRateIndex
is_a: IndexBase
attributes:
  floatingRateIndex:
    name: floatingRateIndex
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: The reference index that is used to specify the floating interest
      rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - AssetFloatingRateIndex
    - SwapCurveValuation
    - FallbackRateParameters
    - FloatingRateIndexIdentification
    - CollectFloatingRateOptionInstruction
    - ResetInstructionState
    - StubFloatingRate
    range: FloatingRateIndexEnum
    required: true
  indexTenor:
    name: indexTenor
    description: The ISDA Designated Maturity, i.e. the floating rate tenor.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - AssetFloatingRateIndex
    - InflationIndex
    - SwapCurveValuation
    - StubFloatingRate
    range: Period
  name:
    name: name
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: A description of the Index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - TaxonomyValue
    - BusinessUnit
    - LegalEntity
    - Party
    - IndexBase
    - Resource
    - ClauseLibraryClause
    - ClauseLibraryClauseVariant
    - ClauseLibraryVariableSet
    - CSAMinimumTransferAmountVariableSet
    - CSAThresholdVariableSet
    - CsaAdditionalTerminationEvent
    range: string
  provider:
    name: provider
    description: The organisation that creates or maintains the Index.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - IndexBase
    range: LegalEntity
  assetClass:
    name: assetClass
    description: The Asset Class of the Index.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - IndexBase
    - StandardizedSchedule
    - StandardizedScheduleTradeInfo
    range: AssetClassEnum
  identifier:
    name: identifier
    description: Asset Identifiers are used to uniquely identify an Asset, using a
      specified Asset Identifier Type.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_common
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - AssetBase
    - AssetIdentifier
    - ProductIdentifier
    - AssignedIdentifier
    - BusinessUnit
    - EntityIdentifier
    - PartyIdentifier
    - PersonIdentifier
    - TransferBase
    - ContractualDefinition
    - FloatingRateIndexMap
    - CompositionStep
    - InstructionComposition
    - LegalAgreementBase
    - NonLegalEntity
    - OtherAgreement
    - AvailableInventory
    - InventoryRecord
    - ClauseLibraryClause
    - ClauseLibraryClauseVariant
    - Clause
    - EligibleCollateralSpecification
    - NonTransferableProduct
    range: AssetIdentifier
    required: true
    multivalued: true
  taxonomy:
    name: taxonomy
    description: Defines the taxonomy of an object by combining a taxonomy source
      (i.e. the rules to classify the object) and a value (i.e. the output of those
      rules on the object.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_common
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - AssetBase
    - NonTransferableProduct
    range: Taxonomy
    multivalued: true
  isExchangeListed:
    name: isExchangeListed
    description: Defines whether the asset is listed on a public exchange.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_common
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - AssetBase
    range: boolean
  party:
    name: party
    description: The party with the obligation to pay dividends, coupons, or other
      payouts to the asset holder.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_common
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - AssetBase
    - DebtRedemption
    - MarginCallBase
    - Trade
    - UmbrellaAgreementParty
    - UmbrellaAgreementSet
    - AggregationParameters
    - AvailableInventory
    - CounterpartyPosition
    - WorkflowStep
    - WorkflowStepApproval
    - AdditionalObligations
    - AdditionalRepresentationElection
    - CalculationAgentTerms
    - CalculationCurrencyElection
    - CollateralManagementAgreementElection
    - ControlAgreementElections
    - ControlAgreementNecEventElection
    - CreditSupportDocumentElection
    - CreditSupportProviderElection
    - CustodianElection
    - CustodianRiskElection
    - ElectiveAmountElection
    - FrenchLawAddendumElection
    - HoldingAndUsingPostedCollateralElection
    - LegacyExposureScopeElection
    - LegacyIndependentAmountParty
    - MinimumTransferAmountElection
    - NotificationTimeElection
    - PledgeeRepresentativeRider
    - PostingObligationsElection
    - RecalculationOfValueElection
    - RegimeTerms
    - SecuredPartyRightsEventElection
    - SecurityInterestForObligations
    - SecurityProviderRightsEventElection
    - SensitivityMethodologiesPartyElection
    - SinglePostingParty
    - SpecifiedOrAccessConditionPartyElection
    - SubstitutedRegimeElection
    - SubstitutionPartyElection
    - TerminationCurrencyElection
    - ThresholdElection
    - ValuationAgent
    - ValuationCalculationDateLocationElection
    - AdditionalTerminationEventElection
    - AutomaticEarlyTerminationElection
    - CreditEventUponMergerElection
    - PartyTerminationCurrencySelection
    - SpecifiedEntity
    - EventsOfDefaultElection
    - EligibleCollateralSpecification
    range: Party
    multivalued: true
  partyRole:
    name: partyRole
    description: The role of the payer specific to the asset type, i.e. bond, equity.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_common
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - AssetBase
    - MarginCallBase
    - PartyChangeInstruction
    - Trade
    - UmbrellaAgreementParty
    - AvailableInventory
    - AvailableInventoryRecord
    - CounterpartyPosition
    - EligibleCollateralSpecification
    range: AssetPartyRole
  ancillaryPartyRole:
    name: ancillaryPartyRole
    description: The role of a party with indirect participation in the asset (i.e.
      transfer agent).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_common
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - AssetBase
    range: AssetAncillaryPartyRole
    multivalued: true
  assetType:
    name: assetType
    description: Specifies the type of asset.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_staticdata_asset_common
    rank: 1000
    owner: AssetFloatingRateIndex
    domain_of:
    - AssetBase
    - AssetType
    range: AssetTypeEnum
    required: true
all_of:
- description: 'From IndexBase. AssetType: Asset type must be Other.'
  slot_conditions:
    assetType:
      name: assetType
      equals_string: Other
- description: 'InterestRateAssetClass: The asset class must be Interest Rate.'
  slot_conditions:
    assetClass:
      name: assetClass
      value_presence: PRESENT
      equals_string: InterestRate