## Entity non-fixed interest instrument

### Details of entity non-fixed interest instrument

Name | non-fixed interest instrument
Code | non_fixed_interest_instrument
Parent | Logical Data Model 'RRE DDA PER BANK LDM'
Comment | Non-fixed interest instrument is an instrument where the interest rate type is 'mixed' or 'variable'.
Parent Entity | instrument

### List of attributes of the entity non-fixed interest instrument

Name | Code | Comment | Data Type | Domain | Mandatory | Primary Identifier | Foreign Identifier | Keywords
reporting agent identifier | reporting_agent_identifier | Reporting agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the reporting agent. | Variable characters (60) | identifier domain | X | X |  |
observed agent identifier | obsrvd_agnt_cd | Observed agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the observed agent. | Variable characters (60) | identifier domain | X | X |  |
contract identifier | cntrct_id | An identifier applied by the reporting agent to uniquely identify each contract. Each contract must have one contract identifier. This value will not change over time and cannot be used as the contract identifier for any other contract. Each contract identifier must be unique for each contract that generates credit risk for the same observed agent. This identifier must not be reused at any point in time to identify a different contract with the same observed agent. | Variable characters (60) | identifier domain | X | X |  |
instrument identifier | instrmnt_id | An identifier applied by the reporting agent to uniquely identify each instrument under a single contract. Each instrument must have one instrument identifier. This value will not change over time and cannot be used as the instrument identifier for any other instrument under the same contract. Each instrument identifier must be unique for each contract, i.e. all instruments embedded in a single contract are to be assigned a different instrument identifier, and these must not be reused at any point in time to identify a different instrument within the contract. However, instruments associated with different contracts may use the same identifier. | Variable characters (60) | identifier domain | X | X |  |
reporting reference date | reporting_reference_date | reporting reference date is a date that indicates the date the entity type delivery pertains to. Defined as yyyy-mm-dd. | Date | reporting reference date | X | X |  |
reference rate_reference rate value | rfrnc_rt_ancrdt_cllctn_rfrnc_rt_value | Reference rate value is the reference rate value used for the calculation of the actual interest rate. | Variable multibyte (255) | code | X |  | X | to_be_phased_out
reference rate_maturity value | rfrnc_rt_ancrdt_cllctn_maturity_value | Maturity value is the maturity value of the reference rate used for the calculation of the actual interest rate. | Variable multibyte (255) | code | X |  | X | to_be_phased_out
interest rate spread/margin | intrst_rt_sprd | Margin or spread (expressed as a percentage) to add to the reference rate that is used for the calculation of the interest rate in basis points. | Decimal (12,0) | real number (positive or negative) with unknown | X |  |  |

### List of relationships of the entity non-fixed interest instrument

Name | Code | Generate | Entity 2 | Entity 1 | Dependent Role | Entity 1 -> Entity 2 Role Cardinality | Entity 2 -> Entity 1 Role Cardinality
classifies | reference_rate_classifies_non_fixed_interest_instrument | X | non-fixed interest instrument | reference rate |  | 0,n | 1,1

### List of parents of the entity non-fixed interest instrument

Parent | Parent Entity Code
Logical Data Model 'RRE DDA PER BANK LDM' | instrument

### List of identifiers of the entity non-fixed interest instrument

Name | Code | Parent | Primary Identifier
non-fixed interest instrument PK | non_fixed_interest_instrument_pk | Entity 'non-fixed interest instrument' | X

Previous
Home
Next