Class: FloatingRateIndexFixingDetails

This type holds parameters defining the fixingt time and offset for a floating rate index.

URI: common_domain_model:FloatingRateIndexFixingDetails

 classDiagram
    class FloatingRateIndexFixingDetails
    click FloatingRateIndexFixingDetails href "../FloatingRateIndexFixingDetails/"
      FloatingRateIndexFixingDetails : fixingOffset
        
          
    
        
        
        FloatingRateIndexFixingDetails --> "0..1" BusinessDayOffset : fixingOffset
        click BusinessDayOffset href "../BusinessDayOffset/"
    

        
      FloatingRateIndexFixingDetails : fixingTime
        
          
    
        
        
        FloatingRateIndexFixingDetails --> "0..1" FloatingRateIndexFixingTime : fixingTime
        click FloatingRateIndexFixingTime href "../FloatingRateIndexFixingTime/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
fixingTime	0..1 FloatingRateIndexFixingTime	Parameters defining the normal fixing time (can vary by index tenor / designa…	direct
fixingOffset	0..1 BusinessDayOffset	Parameters defining the normal fixing offset (can vary by index tenor / desig…	direct

Usages

used by	used in	type	used
FloatingRateIndexCalculationDefaults	fixing	range	FloatingRateIndexFixingDetails

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FloatingRateIndexFixingDetails
description: This type holds parameters defining the fixingt time and offset for a
  floating rate index.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fixingTime:
    name: fixingTime
    description: Parameters defining the normal fixing time (can vary by index tenor
      / designated maturity).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    domain_of:
    - FxInformationSource
    - FloatingRateIndexFixingDetails
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: FloatingRateIndexFixingTime
  fixingOffset:
    name: fixingOffset
    description: Parameters defining the normal fixing offset (can vary by index tenor
      / designated maturity).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexFixingDetails
    range: BusinessDayOffset

Induced

name: FloatingRateIndexFixingDetails
description: This type holds parameters defining the fixingt time and offset for a
  floating rate index.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fixingTime:
    name: fixingTime
    description: Parameters defining the normal fixing time (can vary by index tenor
      / designated maturity).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    owner: FloatingRateIndexFixingDetails
    domain_of:
    - FxInformationSource
    - FloatingRateIndexFixingDetails
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: FloatingRateIndexFixingTime
  fixingOffset:
    name: fixingOffset
    description: Parameters defining the normal fixing offset (can vary by index tenor
      / designated maturity).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexFixingDetails
    domain_of:
    - FloatingRateIndexFixingDetails
    range: BusinessDayOffset