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common-domain-model

Slot: rateReference

A pointer style reference to a floating rate component defined as part of a stub calculation period amount component. It is only required when it is necessary to distinguish two rate observations for the same fixing date which could occur when linear interpolation of two different rates occurs for a stub calculation period.

URI: common_domain_model:rateReference

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
RateObservation A class defining parameters associated with an individual observation or fixi… no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range RateObservation
Domain Of RateObservation

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner RateObservation

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
rosetta_metadata reference

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:rateReference
native common_domain_model:rateReference

LinkML Source

Section titled “LinkML Source”
name: rateReference
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: reference
description: A pointer style reference to a floating rate component defined as part
  of a stub calculation period amount component. It is only required when it is necessary
  to distinguish two rate observations for the same fixing date which could occur
  when linear interpolation of two different rates occurs for a stub calculation period.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: RateObservation
domain_of:
- RateObservation
range: RateObservation