Slot: fixingDates

The fixing dates are the dates on which the index values are observed. The fixing dates are specified by reference to the reset date through business days offset and an associated set of financial business centers. Normally these offset calculation rules will be those specified in the ISDA definition for the relevant floating rate index (ISDA’s Floating Rate Option). However, non-standard offset calculation rules may apply for a trade if mutually agreed by the principal parties to the transaction.

URI: common_domain_model:fixingDates

Applicable Classes

Name	Description	Modifies Slot
ResetDates	A data defining: the parameters used to generate the reset dates schedule and…	no

Properties

Type and Range

Property	Value
Range	RelativeDateOffset
Domain Of	ResetDates

Slot Characteristics

Property	Value
Owner	ResetDates

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: fixingDates
description: The fixing dates are the dates on which the index values are observed.
  The fixing dates are specified by reference to the reset date through business days
  offset and an associated set of financial business centers. Normally these offset
  calculation rules will be those specified in the ISDA definition for the relevant
  floating rate index (ISDA's Floating Rate Option). However, non-standard offset
  calculation rules may apply for a trade if mutually agreed by the principal parties
  to the transaction.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ResetDates
domain_of:
- ResetDates
range: RelativeDateOffset