Class: FloatingRateIndexDefinition

URI: common_domain_model:FloatingRateIndexDefinition

 classDiagram
    class FloatingRateIndexDefinition
    click FloatingRateIndexDefinition href "../FloatingRateIndexDefinition/"
      FloatingRateIndexDefinition : calculationDefaults
        
          
    
        
        
        FloatingRateIndexDefinition --> "0..1" FloatingRateIndexCalculationDefaults : calculationDefaults
        click FloatingRateIndexCalculationDefaults href "../FloatingRateIndexCalculationDefaults/"
    

        
      FloatingRateIndexDefinition : definitionalSource
        
      FloatingRateIndexDefinition : deprecationReason
        
      FloatingRateIndexDefinition : designatedMaturityApplicable
        
      FloatingRateIndexDefinition : externalMappings
        
          
    
        
        
        FloatingRateIndexDefinition --> "0..1" FloatingRateIndexExternalMappings : externalMappings
        click FloatingRateIndexExternalMappings href "../FloatingRateIndexExternalMappings/"
    

        
      FloatingRateIndexDefinition : fpmlDescription
        
      FloatingRateIndexDefinition : fro
        
          
    
        
        
        FloatingRateIndexDefinition --> "1" FloatingRateIndexIdentification : fro
        click FloatingRateIndexIdentification href "../FloatingRateIndexIdentification/"
    

        
      FloatingRateIndexDefinition : history
        
          
    
        
        
        FloatingRateIndexDefinition --> "0..1" FroHistory : history
        click FroHistory href "../FroHistory/"
    

        
      FloatingRateIndexDefinition : inLoan
        
      FloatingRateIndexDefinition : mappings
        
          
    
        
        
        FloatingRateIndexDefinition --> "0..1" FloatingRateIndexMappings : mappings
        click FloatingRateIndexMappings href "../FloatingRateIndexMappings/"
    

        
      FloatingRateIndexDefinition : rounding
        
          
    
        
        
        FloatingRateIndexDefinition --> "0..1" Rounding : rounding
        click Rounding href "../Rounding/"
    

        
      FloatingRateIndexDefinition : supportedDefinition
        
          
    
        
        
        FloatingRateIndexDefinition --> "*" ContractualDefinition : supportedDefinition
        click ContractualDefinition href "../ContractualDefinition/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
fro	1 FloatingRateIndexIdentification	The underlying FRO name and designated maturity	direct
calculationDefaults	0..1 FloatingRateIndexCalculationDefaults	Any calculation default values	direct
supportedDefinition	* ContractualDefinition	The definition version or versions supported by the FRO	direct
definitionalSource	0..1 string	The source of an FRO, particularly if not a Contractual Definition (e	direct
designatedMaturityApplicable	0..1 Boolean		direct
mappings	0..1 FloatingRateIndexMappings	Any mappings to other FRos	direct
externalMappings	0..1 FloatingRateIndexExternalMappings	Any mappings to other codes for this index	direct
inLoan	0..1 Boolean	YES / NO to flag FROs identified by the FpML Syndicated Loan WG as having und…	direct
history	0..1 FroHistory	FRO History	direct
deprecationReason	0..1 string	Deprecation and Code Descriptions	direct
fpmlDescription	0..1 string	FpML Description	direct
rounding	0..1 Rounding	The rounding rules applicable to the floating rate index in case of a calcula…	direct

Usages

used by	used in	type	used
DetermineUnadjustedObservationDatesInstruction	floatingRateIndexData	range	FloatingRateIndexDefinition
ResetInstructionState	floatingRateOptionData	range	FloatingRateIndexDefinition

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FloatingRateIndexDefinition
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fro:
    name: fro
    description: The underlying FRO name and designated maturity.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexIdentification
    required: true
  calculationDefaults:
    name: calculationDefaults
    description: Any calculation default values.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexCalculationDefaults
  supportedDefinition:
    name: supportedDefinition
    description: The definition version or versions supported by the FRO.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: ContractualDefinition
    multivalued: true
  definitionalSource:
    name: definitionalSource
    description: The source of an FRO, particularly if not a Contractual Definition
      (e.g. the broker rates matrix).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: string
  designatedMaturityApplicable:
    name: designatedMaturityApplicable
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: boolean
  mappings:
    name: mappings
    description: Any mappings to other FRos.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexMappings
  externalMappings:
    name: externalMappings
    description: Any mappings to other codes for this index.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexExternalMappings
  inLoan:
    name: inLoan
    description: YES / NO to flag FROs identified by the FpML Syndicated Loan WG as
      having underlying benchmark that may also be referenced in syndicated loans.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: boolean
  history:
    name: history
    description: FRO History
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: FroHistory
  deprecationReason:
    name: deprecationReason
    description: Deprecation and Code Descriptions
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: string
  fpmlDescription:
    name: fpmlDescription
    description: FpML Description
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexDefinition
    range: string
  rounding:
    name: rounding
    description: The rounding rules applicable to the floating rate index in case
      of a calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    domain_of:
    - RelativeTimeOffset
    - FloatingRateIndexDefinition
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsVariationMargin
    - FloatingRateProcessingParameters
    - CollateralInterestCalculationParameters
    - CommodityPriceReturnTerms
    range: Rounding

Induced

name: FloatingRateIndexDefinition
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fro:
    name: fro
    description: The underlying FRO name and designated maturity.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexIdentification
    required: true
  calculationDefaults:
    name: calculationDefaults
    description: Any calculation default values.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexCalculationDefaults
  supportedDefinition:
    name: supportedDefinition
    description: The definition version or versions supported by the FRO.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: ContractualDefinition
    multivalued: true
  definitionalSource:
    name: definitionalSource
    description: The source of an FRO, particularly if not a Contractual Definition
      (e.g. the broker rates matrix).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: string
  designatedMaturityApplicable:
    name: designatedMaturityApplicable
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: boolean
  mappings:
    name: mappings
    description: Any mappings to other FRos.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexMappings
  externalMappings:
    name: externalMappings
    description: Any mappings to other codes for this index.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FloatingRateIndexExternalMappings
  inLoan:
    name: inLoan
    description: YES / NO to flag FROs identified by the FpML Syndicated Loan WG as
      having underlying benchmark that may also be referenced in syndicated loans.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: boolean
  history:
    name: history
    description: FRO History
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: FroHistory
  deprecationReason:
    name: deprecationReason
    description: Deprecation and Code Descriptions
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: string
  fpmlDescription:
    name: fpmlDescription
    description: FpML Description
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexDefinition
    domain_of:
    - FloatingRateIndexDefinition
    range: string
  rounding:
    name: rounding
    description: The rounding rules applicable to the floating rate index in case
      of a calculation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    owner: FloatingRateIndexDefinition
    domain_of:
    - RelativeTimeOffset
    - FloatingRateIndexDefinition
    - CreditSupportObligationsCollateralTransferAgreement
    - CreditSupportObligationsInitialMargin
    - CreditSupportObligationsLegacy
    - CreditSupportObligationsVariationMargin
    - FloatingRateProcessingParameters
    - CollateralInterestCalculationParameters
    - CommodityPriceReturnTerms
    range: Rounding