Class: FloatingAmountCalculationDetails

Type for reporting the detailed results of calculating a cash flow for a calculation period. This is enhanced relative to the FpML-based cashflows structure to allow more information to be returned about daily compounded rates.

URI: common_domain_model:FloatingAmountCalculationDetails

 classDiagram
    class FloatingAmountCalculationDetails
    click FloatingAmountCalculationDetails href "../FloatingAmountCalculationDetails/"
      FloatingAmountCalculationDetails : appliedRate
        
      FloatingAmountCalculationDetails : calculatedAmount
        
      FloatingAmountCalculationDetails : calculationPeriod
        
          
    
        
        
        FloatingAmountCalculationDetails --> "1" CalculationPeriodBase : calculationPeriod
        click CalculationPeriodBase href "../CalculationPeriodBase/"
    

        
      FloatingAmountCalculationDetails : calculationPeriodNotionalAmount
        
          
    
        
        
        FloatingAmountCalculationDetails --> "1" Money : calculationPeriodNotionalAmount
        click Money href "../Money/"
    

        
      FloatingAmountCalculationDetails : floatingRate
        
          
    
        
        
        FloatingAmountCalculationDetails --> "0..1" FloatingRateSettingDetails : floatingRate
        click FloatingRateSettingDetails href "../FloatingRateSettingDetails/"
    

        
      FloatingAmountCalculationDetails : processingDetails
        
          
    
        
        
        FloatingAmountCalculationDetails --> "0..1" FloatingRateProcessingDetails : processingDetails
        click FloatingRateProcessingDetails href "../FloatingRateProcessingDetails/"
    

        
      FloatingAmountCalculationDetails : spreadExclusiveCalculatedAMount
        
      FloatingAmountCalculationDetails : yearFraction
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
calculationPeriod	1 CalculationPeriodBase	The calculation period for which the floating calculation was performed	direct
calculationPeriodNotionalAmount	1 Money	The notional in effect during the calculation period	direct
floatingRate	0..1 FloatingRateSettingDetails	The details of the floating rate setting	direct
processingDetails	0..1 FloatingRateProcessingDetails	Details fo the floating rate treatment after the rate is observed or calculat…	direct
appliedRate	1 Decimal	The rate that was actually applied, after all calculations and treatments	direct
yearFraction	1 Decimal	The fraction of a year that this calculation represents, according to the day…	direct
calculatedAmount	1 Decimal	The amount of the cash flow that was computed, including any spreads and othe…	direct
spreadExclusiveCalculatedAMount	1 Decimal	The amount of the cash flow excluding any spread, for subsequent processing	direct

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FloatingAmountCalculationDetails
description: Type for reporting the detailed results of calculating a cash flow for
  a calculation period. This is enhanced relative to the FpML-based cashflows structure
  to allow more information to be returned about daily compounded rates.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  calculationPeriod:
    name: calculationPeriod
    description: The calculation period for which the floating calculation was performed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    domain_of:
    - PaymentCalculationPeriod
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    - SchedulePeriod
    range: CalculationPeriodBase
    required: true
  calculationPeriodNotionalAmount:
    name: calculationPeriodNotionalAmount
    description: The notional in effect during the calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    domain_of:
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    range: Money
    required: true
  floatingRate:
    name: floatingRate
    description: The details of the floating rate setting. (If it is a calculated
      rate, details of that calculation will be inside that.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    domain_of:
    - StubValue
    - FloatingAmountCalculationDetails
    - FloatingRateSettingDetails
    - CollateralInterestCalculationParameters
    range: FloatingRateSettingDetails
  processingDetails:
    name: processingDetails
    description: Details fo the floating rate treatment after the rate is observed
      or calculated. This will include details of things like multipliers, spreads,
      caps and floors, and the raw and treated rates.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    rank: 1000
    domain_of:
    - FloatingAmountCalculationDetails
    range: FloatingRateProcessingDetails
  appliedRate:
    name: appliedRate
    description: The rate that was actually applied, after all calculations and treatments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    rank: 1000
    domain_of:
    - FloatingAmountCalculationDetails
    range: decimal
    required: true
  yearFraction:
    name: yearFraction
    description: The fraction of a year that this calculation represents, according
      to the day count fraction method.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    domain_of:
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    range: decimal
    required: true
  calculatedAmount:
    name: calculatedAmount
    description: The amount of the cash flow that was computed, including any spreads
      and other processing.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    domain_of:
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    range: decimal
    required: true
  spreadExclusiveCalculatedAMount:
    name: spreadExclusiveCalculatedAMount
    description: The amount of the cash flow excluding any spread, for subsequent
      processing.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    rank: 1000
    domain_of:
    - FloatingAmountCalculationDetails
    range: decimal
    required: true

Induced

name: FloatingAmountCalculationDetails
description: Type for reporting the detailed results of calculating a cash flow for
  a calculation period. This is enhanced relative to the FpML-based cashflows structure
  to allow more information to be returned about daily compounded rates.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  calculationPeriod:
    name: calculationPeriod
    description: The calculation period for which the floating calculation was performed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    owner: FloatingAmountCalculationDetails
    domain_of:
    - PaymentCalculationPeriod
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    - SchedulePeriod
    range: CalculationPeriodBase
    required: true
  calculationPeriodNotionalAmount:
    name: calculationPeriodNotionalAmount
    description: The notional in effect during the calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    owner: FloatingAmountCalculationDetails
    domain_of:
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    range: Money
    required: true
  floatingRate:
    name: floatingRate
    description: The details of the floating rate setting. (If it is a calculated
      rate, details of that calculation will be inside that.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    owner: FloatingAmountCalculationDetails
    domain_of:
    - StubValue
    - FloatingAmountCalculationDetails
    - FloatingRateSettingDetails
    - CollateralInterestCalculationParameters
    range: FloatingRateSettingDetails
  processingDetails:
    name: processingDetails
    description: Details fo the floating rate treatment after the rate is observed
      or calculated. This will include details of things like multipliers, spreads,
      caps and floors, and the raw and treated rates.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    rank: 1000
    owner: FloatingAmountCalculationDetails
    domain_of:
    - FloatingAmountCalculationDetails
    range: FloatingRateProcessingDetails
  appliedRate:
    name: appliedRate
    description: The rate that was actually applied, after all calculations and treatments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    rank: 1000
    owner: FloatingAmountCalculationDetails
    domain_of:
    - FloatingAmountCalculationDetails
    range: decimal
    required: true
  yearFraction:
    name: yearFraction
    description: The fraction of a year that this calculation represents, according
      to the day count fraction method.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    owner: FloatingAmountCalculationDetails
    domain_of:
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    range: decimal
    required: true
  calculatedAmount:
    name: calculatedAmount
    description: The amount of the cash flow that was computed, including any spreads
      and other processing.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    owner: FloatingAmountCalculationDetails
    domain_of:
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    range: decimal
    required: true
  spreadExclusiveCalculatedAMount:
    name: spreadExclusiveCalculatedAMount
    description: The amount of the cash flow excluding any spread, for subsequent
      processing.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    rank: 1000
    owner: FloatingAmountCalculationDetails
    domain_of:
    - FloatingAmountCalculationDetails
    range: decimal
    required: true