Slot: marketFixedRate

An optional element that only has meaning in a credit index trade. This element contains the credit spread (‘fair value’) at which the trade was executed. Unlike the fixedRate of an index, the marketFixedRate varies over the life of the index depending on market conditions. The marketFixedRate is the price of the index as quoted by trading desks.

URI: common_domain_model:marketFixedRate

Applicable Classes

Name	Description	Modifies Slot
TransactedPrice	A class to represent the transacted price attributes that are positioned as p…	no

Properties

Type and Range

Property	Value
Range	Decimal
Domain Of	TransactedPrice

Slot Characteristics

Property	Value
Owner	TransactedPrice

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: marketFixedRate
description: An optional element that only has meaning in a credit index trade. This
  element contains the credit spread ('fair value') at which the trade was executed.
  Unlike the fixedRate of an index, the marketFixedRate varies over the life of the
  index depending on market conditions. The marketFixedRate is the price of the index
  as quoted by trading desks.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: TransactedPrice
domain_of:
- TransactedPrice
range: decimal