Skip to content
common-domain-model

Class: CalculatedRateDetails

Type for reporting details of calculated rates, including the observations that went into the final reported rate.

URI: common_domain_model:CalculatedRateDetails

 classDiagram
    class CalculatedRateDetails
    click CalculatedRateDetails href "../CalculatedRateDetails/"
      CalculatedRateDetails : aggregateValue
        
      CalculatedRateDetails : aggregateWeight
        
      CalculatedRateDetails : calculatedRate
        
      CalculatedRateDetails : compoundedGrowth
        
      CalculatedRateDetails : growthFactor
        
      CalculatedRateDetails : observations
        
          
    
        
        
        CalculatedRateDetails --> "0..1" CalculatedRateObservations : observations
        click CalculatedRateObservations href "../CalculatedRateObservations/"
    

        
      CalculatedRateDetails : weightedRates

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
observations 0..1
CalculatedRateObservations		 The observation dates and weights for each observation date direct
weightedRates *
Decimal		 The weighted value of each observation direct
growthFactor *
Decimal		 The daily growth factors, showing the weighted rates divided by the day count… direct
compoundedGrowth *
Decimal		 The compounding curve, showing how the initial value grew during the calculat… direct
aggregateValue 0..1
Decimal		 The total sum or product of all the individual terms that went into the calcu… direct
aggregateWeight 0..1
Decimal		 The total weight of all the terms that went into the calculated rate direct
calculatedRate 0..1
Decimal		 The resulting calculated weight direct

Usages

Section titled “Usages”
used by used in type used
FloatingRateSettingDetails calculationDetails range CalculatedRateDetails

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:CalculatedRateDetails
native common_domain_model:CalculatedRateDetails

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: CalculatedRateDetails
description: Type for reporting details of calculated rates, including the observations
  that went into the final reported rate.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  observations:
    name: observations
    description: The observation dates and weights for each observation date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    domain_of:
    - Reset
    - CalculatedRateDetails
    range: CalculatedRateObservations
  weightedRates:
    name: weightedRates
    description: The weighted value of each observation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    domain_of:
    - CalculatedRateDetails
    range: decimal
    multivalued: true
  growthFactor:
    name: growthFactor
    description: The daily growth factors, showing the weighted rates divided by the
      day count basis plus one, giving how much the value grows for each step in the
      calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    domain_of:
    - CalculatedRateDetails
    range: decimal
    multivalued: true
  compoundedGrowth:
    name: compoundedGrowth
    description: The compounding curve, showing how the initial value grew during
      the calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    domain_of:
    - CalculatedRateDetails
    range: decimal
    multivalued: true
  aggregateValue:
    name: aggregateValue
    description: The total sum or product of all the individual terms that went into
      the calculated rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    domain_of:
    - Exposure
    - CalculatedRateDetails
    range: decimal
  aggregateWeight:
    name: aggregateWeight
    description: The total weight of all the terms that went into the calculated rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    domain_of:
    - CalculatedRateDetails
    range: decimal
  calculatedRate:
    name: calculatedRate
    description: The resulting calculated weight.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    domain_of:
    - CalculatedRateDetails
    - FloatingRateDefinition
    range: decimal

Induced

Section titled “Induced”
name: CalculatedRateDetails
description: Type for reporting details of calculated rates, including the observations
  that went into the final reported rate.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  observations:
    name: observations
    description: The observation dates and weights for each observation date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    owner: CalculatedRateDetails
    domain_of:
    - Reset
    - CalculatedRateDetails
    range: CalculatedRateObservations
  weightedRates:
    name: weightedRates
    description: The weighted value of each observation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    owner: CalculatedRateDetails
    domain_of:
    - CalculatedRateDetails
    range: decimal
    multivalued: true
  growthFactor:
    name: growthFactor
    description: The daily growth factors, showing the weighted rates divided by the
      day count basis plus one, giving how much the value grows for each step in the
      calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    owner: CalculatedRateDetails
    domain_of:
    - CalculatedRateDetails
    range: decimal
    multivalued: true
  compoundedGrowth:
    name: compoundedGrowth
    description: The compounding curve, showing how the initial value grew during
      the calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    owner: CalculatedRateDetails
    domain_of:
    - CalculatedRateDetails
    range: decimal
    multivalued: true
  aggregateValue:
    name: aggregateValue
    description: The total sum or product of all the individual terms that went into
      the calculated rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    owner: CalculatedRateDetails
    domain_of:
    - Exposure
    - CalculatedRateDetails
    range: decimal
  aggregateWeight:
    name: aggregateWeight
    description: The total weight of all the terms that went into the calculated rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    owner: CalculatedRateDetails
    domain_of:
    - CalculatedRateDetails
    range: decimal
  calculatedRate:
    name: calculatedRate
    description: The resulting calculated weight.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    owner: CalculatedRateDetails
    domain_of:
    - CalculatedRateDetails
    - FloatingRateDefinition
    range: decimal