Class: FallbackRateParameters

Defines the structure needed to represent fallback rate parameters. This type is used to represent modular computed rates in interestRatePayouts.

URI: common_domain_model:FallbackRateParameters

 classDiagram
    class FallbackRateParameters
    click FallbackRateParameters href "../FallbackRateParameters/"
      FallbackRateParameters : calculationParameters
        
          
    
        
        
        FallbackRateParameters --> "0..1" FloatingRateCalculationParameters : calculationParameters
        click FloatingRateCalculationParameters href "../FloatingRateCalculationParameters/"
    

        
      FallbackRateParameters : effectiveDate
        
      FallbackRateParameters : floatingRateIndex
        
          
    
        
        
        FallbackRateParameters --> "1" FloatingRateIndexEnum : floatingRateIndex
        click FloatingRateIndexEnum href "../FloatingRateIndexEnum/"
    

        
      FallbackRateParameters : spreadAdjustment
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
floatingRateIndex	1 FloatingRateIndexEnum	The floating rate index that is used as the basis of the fallback rate	direct
effectiveDate	0..1 date	The date the fallback rate takes effect	direct
calculationParameters	0..1 FloatingRateCalculationParameters	Support for modular calculated rates, such such as lockout compound calculati…	direct
spreadAdjustment	0..1 Decimal	The economic spread applied to the underlying fallback rate to replicate the …	direct

Usages

used by	used in	type	used
FloatingRate	fallbackRate	range	FallbackRateParameters
FloatingRateSpecification	fallbackRate	range	FallbackRateParameters
InflationRateSpecification	fallbackRate	range	FallbackRateParameters

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FallbackRateParameters
description: Defines the structure needed to represent fallback rate parameters. This
  type is used to represent modular computed rates in interestRatePayouts.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  floatingRateIndex:
    name: floatingRateIndex
    description: The floating rate index that is used as the basis of the fallback
      rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    domain_of:
    - AssetFloatingRateIndex
    - SwapCurveValuation
    - FallbackRateParameters
    - FloatingRateIndexIdentification
    - CollectFloatingRateOptionInstruction
    - ResetInstructionState
    - StubFloatingRate
    range: FloatingRateIndexEnum
    required: true
  effectiveDate:
    name: effectiveDate
    description: The date the fallback rate takes effect.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    domain_of:
    - CodeValue
    - AgreementEventInstruction
    - ClosedState
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - LegalAgreementBase
    - EventInstruction
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - CancelableProvision
    - EconomicTerms
    range: date
  calculationParameters:
    name: calculationParameters
    description: Support for modular calculated rates, such such as lockout compound
      calculations.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    domain_of:
    - FallbackRateParameters
    - FloatingRate
    range: FloatingRateCalculationParameters
  spreadAdjustment:
    name: spreadAdjustment
    description: The economic spread applied to the underlying fallback rate to replicate
      the original risky rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    domain_of:
    - FallbackRateParameters
    range: decimal

Induced

name: FallbackRateParameters
description: Defines the structure needed to represent fallback rate parameters. This
  type is used to represent modular computed rates in interestRatePayouts.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  floatingRateIndex:
    name: floatingRateIndex
    description: The floating rate index that is used as the basis of the fallback
      rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    owner: FallbackRateParameters
    domain_of:
    - AssetFloatingRateIndex
    - SwapCurveValuation
    - FallbackRateParameters
    - FloatingRateIndexIdentification
    - CollectFloatingRateOptionInstruction
    - ResetInstructionState
    - StubFloatingRate
    range: FloatingRateIndexEnum
    required: true
  effectiveDate:
    name: effectiveDate
    description: The date the fallback rate takes effect.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    owner: FallbackRateParameters
    domain_of:
    - CodeValue
    - AgreementEventInstruction
    - ClosedState
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - LegalAgreementBase
    - EventInstruction
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - CancelableProvision
    - EconomicTerms
    range: date
  calculationParameters:
    name: calculationParameters
    description: Support for modular calculated rates, such such as lockout compound
      calculations.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    owner: FallbackRateParameters
    domain_of:
    - FallbackRateParameters
    - FloatingRate
    range: FloatingRateCalculationParameters
  spreadAdjustment:
    name: spreadAdjustment
    description: The economic spread applied to the underlying fallback rate to replicate
      the original risky rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    owner: FallbackRateParameters
    domain_of:
    - FallbackRateParameters
    range: decimal