Interest Rate Benchmark

InterestRateBenchmarkIND

A reference interest rate published by an administrator (e.g., SOFR, SONIA, EURIBOR, ESTR) used to price floating-rate instruments and swaps.

Datasets representing this concept

1 dataset

Dataset	Role	Pure
interest_rate_benchmark	primary	Pure Model ->

Pure Class

FIBO-grounded class definition for this concept: properties, multiplicities, and source-column annotations. Per-dataset Mapping and Table blocks live on each dataset's Pure Model tab.

<<Lineage.parquetBacked>>
{Lineage.parquetPath = 'out/parquet/interest_rate_benchmark.parquet', Lineage.fiboModule = 'IND', Lineage.fiboConcept = 'InterestRateBenchmark', Lineage.datasetTitle = 'Interest Rate Benchmarks'}
// Reference rates used to price floating-rate instruments and swaps (SOFR, SONIA, ESTR, EURIBOR, etc.).
Class fibo::ind::InterestRateBenchmark
{
    // Identifier: A label assigned by an authority that uniquely refers to a thing (entity, instrument, account, etc.) within a given naming scheme.
    benchmarkCode : String[1];
    // InterestRateBenchmark: A reference interest rate published by an administrator (e.g., SOFR, SONIA, EURIBOR, ESTR) used to price floating-rate instruments and swaps.
    name : String[1];
    // ISO4217CurrencyCode: Three-letter code (e.g., USD, EUR, JPY) that uniquely identifies a currency under ISO 4217.
    currencyCode : String[1];
    // Tenor: Time-to-maturity bucket for a rate or instrument (e.g., overnight, 1M, 3M, 6M, 1Y, 10Y).
    tenor : String[0..1];
    // BenchmarkAdministrator: Authorized organization that publishes a benchmark rate (e.g., the New York Fed for SOFR, ECB for ESTR).
    administratorLei : String[0..1];
    // Active: Flag indicating whether a reference-data record is currently in use.
    isActive : Boolean[1];
}