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common-domain-model

Class: FloatingRateSettingDetails

Type for reporting the raw (untreated) observed or calculated rate for a calculation period. If this is a calculated rate, it allows details of the observations and the resulting rate to be returned.

URI: common_domain_model:FloatingRateSettingDetails

 classDiagram
    class FloatingRateSettingDetails
    click FloatingRateSettingDetails href "../FloatingRateSettingDetails/"
      FloatingRateSettingDetails : calculationDetails
        
          
    
        
        
        FloatingRateSettingDetails --> "0..1" CalculatedRateDetails : calculationDetails
        click CalculatedRateDetails href "../CalculatedRateDetails/"
    

        
      FloatingRateSettingDetails : floatingRate
        
      FloatingRateSettingDetails : observationDate
        
      FloatingRateSettingDetails : resetDate

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
calculationDetails 0..1
CalculatedRateDetails		 Calculated rate details (observation dates, values, and weights) direct
observationDate 0..1
date		 The day upon which the rate was observed (for term rates) direct
resetDate 0..1
date		 The day for which the rate is needed (e direct
floatingRate 1
Decimal		 The resulting rate that was observed or calculated direct

Usages

Section titled “Usages”
used by used in type used
FloatingAmountCalculationDetails floatingRate range FloatingRateSettingDetails

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:FloatingRateSettingDetails
native common_domain_model:FloatingRateSettingDetails

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: FloatingRateSettingDetails
description: Type for reporting the raw (untreated) observed or calculated rate for
  a calculation period. If this is a calculated rate, it allows details of the observations
  and the resulting rate to be returned.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  calculationDetails:
    name: calculationDetails
    description: Calculated rate details (observation dates, values, and weights).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    rank: 1000
    domain_of:
    - FloatingRateSettingDetails
    range: CalculatedRateDetails
  observationDate:
    name: observationDate
    description: The day upon which the rate was observed (for term rates).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    domain_of:
    - ObservationSchedule
    - ObservationIdentifier
    - FloatingRateSettingDetails
    range: date
  resetDate:
    name: resetDate
    description: The day for which the rate is needed (e.g. period beginning or end
      date).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    domain_of:
    - CalculateResetInstruction
    - Reset
    - RateObservation
    - FxLinkedNotionalAmount
    - FloatingRateSettingDetails
    range: date
  floatingRate:
    name: floatingRate
    description: The resulting rate that was observed or calculated.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    domain_of:
    - StubValue
    - FloatingAmountCalculationDetails
    - FloatingRateSettingDetails
    - CollateralInterestCalculationParameters
    range: decimal
    required: true

Induced

Section titled “Induced”
name: FloatingRateSettingDetails
description: Type for reporting the raw (untreated) observed or calculated rate for
  a calculation period. If this is a calculated rate, it allows details of the observations
  and the resulting rate to be returned.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  calculationDetails:
    name: calculationDetails
    description: Calculated rate details (observation dates, values, and weights).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    rank: 1000
    owner: FloatingRateSettingDetails
    domain_of:
    - FloatingRateSettingDetails
    range: CalculatedRateDetails
  observationDate:
    name: observationDate
    description: The day upon which the rate was observed (for term rates).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    owner: FloatingRateSettingDetails
    domain_of:
    - ObservationSchedule
    - ObservationIdentifier
    - FloatingRateSettingDetails
    range: date
  resetDate:
    name: resetDate
    description: The day for which the rate is needed (e.g. period beginning or end
      date).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    owner: FloatingRateSettingDetails
    domain_of:
    - CalculateResetInstruction
    - Reset
    - RateObservation
    - FxLinkedNotionalAmount
    - FloatingRateSettingDetails
    range: date
  floatingRate:
    name: floatingRate
    description: The resulting rate that was observed or calculated.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset_floatingrate
    owner: FloatingRateSettingDetails
    domain_of:
    - StubValue
    - FloatingAmountCalculationDetails
    - FloatingRateSettingDetails
    - CollateralInterestCalculationParameters
    range: decimal
    required: true