## 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 'AnaCredit GLO per bank LDM'
Comment | Non-fixed interest instrument is an instrument where the interest rate type is 'mixed' or 'variable'. This entity also implement the following ECB consistency validations: CN0836, CN0837, CN0838, CN0839
Parent Entity | instrument
rowcount reporting indicator | entity type with reported rowcount

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

Name | Code | Comment | Data Type | Domain | Mandatory | Primary Identifier | Foreign Identifier
reporting agent identifier | reporting_agent_identifier |  | Variable characters (50) | riad counterparty 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 (50) | riad counterparty domain | X | X |
reporting reference date | reporting_reference_date |  | Date | reporting reference date | 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 |
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. Interest rate defined as a percentage. | Decimal (12,0) | real number (positive or negative) with unknown | X |  |
interest rate cap | intrst_rt_cp | Maximum value for the interest rate charged. Interest rate defined as a percentage | Decimal (12,0) | real number (positive or negative) with exclusions | X |  |
interest rate floor | intrst_rt_flr | Minimum value for the interest rate charged. Interest rate defined as a percentage. | Decimal (12,0) | real number (positive or negative) with exclusions | X |  |
reference rate_reference rate value | rfrnc_rt_ancrdt_cllctn_rfrnc_rt_value | The following reference rate values must be used: EURIBOR, USD LIBOR, GBP LIBOR, EUR LIBOR, JPY LIBOR, CHF LIBOR, MIBOR, SOFR, €STR, other single reference rates, other multiple reference rates. | Variable multibyte (255) | code | X |  | X
reference rate_maturity value | rfrnc_rt_ancrdt_cllctn_maturity_value | The following maturity values must be used: Overnight, one week, two weeks, three weeks, one month, two months, three months, four months, five months, six months, seven months, eight months, nine months, ten months, eleven months, twelve months. | Variable multibyte (255) | code | X |  | 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 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

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