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common-domain-model

Slot: accrualFactor

The accrual rate and related terms, to adjust the price of an underlier impacted by a Corporate Action when economic impact consists in freezing the underlier price to last fixing and applying accruals for each remaining underlier price fixing date required i.e. for each, adjustedPrice = lastFixingPrice x (1 + accrualRate x DCF).

URI: common_domain_model:accrualFactor

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
AdjustmentFactorCalculationTerms Describes the input terms involved in the calculation of the adjustment facto… no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range AccrualFactor
Domain Of AdjustmentFactorCalculationTerms

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner AdjustmentFactorCalculationTerms

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:accrualFactor
native common_domain_model:accrualFactor

LinkML Source

Section titled “LinkML Source”
name: accrualFactor
description: The accrual rate and related terms, to adjust the price of an underlier
  impacted by a Corporate Action when economic impact consists in freezing the underlier
  price to last fixing and applying accruals for each remaining underlier price fixing
  date required i.e. for each, adjustedPrice = lastFixingPrice x (1 + accrualRate
  x DCF).
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: AdjustmentFactorCalculationTerms
domain_of:
- AdjustmentFactorCalculationTerms
range: AccrualFactor