Slot: floatingRateIndex

URI: common_domain_model:floatingRateIndex

Applicable Classes

Name	Description	Modifies Slot
AssetFloatingRateIndex	Specification of an interest rate index which can change over time, e	no
MakeWholeAmount	A class to specify the amount to be paid by the buyer of the option if the op…	no
SwapCurveValuation	A class to specify a valuation swap curve, which is used as part of the strik…	no
FallbackRateParameters	Defines the structure needed to represent fallback rate parameters	no
FloatingRateIndexIdentification		no
CollectFloatingRateOptionInstruction	Instruction that identifies the floating rate index and the trade date requir…	no
ResetInstructionState	The definitive state object for the Reset process	no
StubFloatingRate	A class defining a floating rate	no

Properties

Type and Range

Property	Value
Range	string
Domain Of	AssetFloatingRateIndex, SwapCurveValuation, FallbackRateParameters, FloatingRateIndexIdentification, CollectFloatingRateOptionInstruction, ResetInstructionState, StubFloatingRate

Identifier and Mapping Information

Mappings

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

LinkML Source

name: floatingRateIndex
domain_of:
- AssetFloatingRateIndex
- SwapCurveValuation
- FallbackRateParameters
- FloatingRateIndexIdentification
- CollectFloatingRateOptionInstruction
- ResetInstructionState
- StubFloatingRate
range: string