Skip to content
common-domain-model

Class: FloatingRateIndexFixingTime

This type holds parameters defining the normal fixing time for a floating rate index.

URI: common_domain_model:FloatingRateIndexFixingTime

 classDiagram
    class FloatingRateIndexFixingTime
    click FloatingRateIndexFixingTime href "../FloatingRateIndexFixingTime/"
      BusinessCenterTime <|-- FloatingRateIndexFixingTime
        click BusinessCenterTime href "../BusinessCenterTime/"
      
      FloatingRateIndexFixingTime : businessCenter
        
          
    
        
        
        FloatingRateIndexFixingTime --> "1" BusinessCenter : businessCenter
        click BusinessCenter href "../BusinessCenter/"
    

        
      FloatingRateIndexFixingTime : designatedMaturity
        
      FloatingRateIndexFixingTime : fixingReason
        
      FloatingRateIndexFixingTime : fixingTimeDefinition
        
      FloatingRateIndexFixingTime : hourMinuteTime

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
designatedMaturity 0..1
string		 Allows a designed maturity to be specified for the fixing time direct
fixingTimeDefinition 0..1
string		 Legal text that underlies the Fixing Time direct
fixingReason 0..1
string		 Fixing Reason direct
hourMinuteTime 1
time		 A time specified in hh:mm:ss format where the second component must be ‘00’, … BusinessCenterTime
businessCenter 1
BusinessCenter		 A code identifying a business day calendar location BusinessCenterTime

Usages

Section titled “Usages”
used by used in type used
FloatingRateIndexFixingDetails fixingTime range FloatingRateIndexFixingTime

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:FloatingRateIndexFixingTime
native common_domain_model:FloatingRateIndexFixingTime

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: FloatingRateIndexFixingTime
description: This type holds parameters defining the normal fixing time for a floating
  rate index.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BusinessCenterTime
attributes:
  designatedMaturity:
    name: designatedMaturity
    description: Allows a designed maturity to be specified for the fixing time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    domain_of:
    - FloatingRateIndexFixingOffset
    - FloatingRateIndexFixingTime
    range: string
  fixingTimeDefinition:
    name: fixingTimeDefinition
    description: Legal text that underlies the Fixing Time. ISDA Fixing Time Definition.
      (e.g. 09:30, Sydney time).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexFixingTime
    range: string
  fixingReason:
    name: fixingReason
    description: Fixing Reason
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexFixingTime
    range: string

Induced

Section titled “Induced”
name: FloatingRateIndexFixingTime
description: This type holds parameters defining the normal fixing time for a floating
  rate index.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BusinessCenterTime
attributes:
  designatedMaturity:
    name: designatedMaturity
    description: Allows a designed maturity to be specified for the fixing time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    owner: FloatingRateIndexFixingTime
    domain_of:
    - FloatingRateIndexFixingOffset
    - FloatingRateIndexFixingTime
    range: string
  fixingTimeDefinition:
    name: fixingTimeDefinition
    description: Legal text that underlies the Fixing Time. ISDA Fixing Time Definition.
      (e.g. 09:30, Sydney time).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexFixingTime
    domain_of:
    - FloatingRateIndexFixingTime
    range: string
  fixingReason:
    name: fixingReason
    description: Fixing Reason
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexFixingTime
    domain_of:
    - FloatingRateIndexFixingTime
    range: string
  hourMinuteTime:
    name: hourMinuteTime
    description: A time specified in hh:mm:ss format where the second component must
      be '00', e.g. 11am would be represented as 11:00:00.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: FloatingRateIndexFixingTime
    domain_of:
    - BusinessCenterTime
    range: time
    required: true
  businessCenter:
    name: businessCenter
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: A code identifying a business day calendar location. A business day
      calendar location is drawn from the list identified by the business day calendar
      location enumeration.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: FloatingRateIndexFixingTime
    domain_of:
    - BusinessCenterTime
    - BusinessCenters
    - CalculationFrequency
    - ValuationCalculationDateLocationElection
    - CreditEventNotice
    - ExerciseNotice
    range: BusinessCenter
    required: true