Class: AdjustableDates

A class for defining a series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the dates.

URI: common_domain_model:AdjustableDates

 classDiagram
    class AdjustableDates
    click AdjustableDates href "../AdjustableDates/"
      AdjustableDates : adjustedDate

      AdjustableDates : dateAdjustments





        AdjustableDates --> "0..1" BusinessDayAdjustments : dateAdjustments
        click BusinessDayAdjustments href "../BusinessDayAdjustments/"



      AdjustableDates : unadjustedDate

Slots

Name	Cardinality and Range	Description	Inheritance
unadjustedDate	* date	A date subject to adjustment	direct
dateAdjustments	0..1 BusinessDayAdjustments	The business day convention and financial business centers used for adjusting...	direct
adjustedDate	* date	The date(s) once the adjustment has been performed	direct

Usages

used by	used in	type	used
AdjustableOrRelativeDates	adjustableDates	range	AdjustableDates
AdjustableRelativeOrPeriodicDates	adjustableDates	range	AdjustableDates
PricingDates	specifiedDates	range	AdjustableDates
ValuationDate	fxFixingSchedule	range	AdjustableDates
SettlementDate	adjustableDates	range	AdjustableDates

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'adjustedDate': {'required': False}}`	`{'unadjustedDate': {'required': True}, 'dateAdjustments': {'required': True}}`

In Subsets

CdmBaseDatetime

Comments

Rosetta condition: AdjustedDate — if adjustedDate is absent then unadjustedDate exists and dateAdjustments exists
Rosetta func: AdjustableDatesResolution — Prioritization of unadjustedDate over adjustedDate.

Identifier and Mapping Information

Annotations

property	value
metadata_key	True
rosetta_functions	[{"name":"AdjustableDatesResolution","description":"Prioritization of unadjustedDate over adjustedDate.","inputs":[{"name":"adjustableDates","type":"AdjustableDates","cardinality":"1..1"}],"output":{"name":"date","type":"date","cardinality":"0..*"}}]

Schema Source

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

Mappings

Mapping Type	Mapped Value
self	common_domain_model:AdjustableDates
native	common_domain_model:AdjustableDates
close	fpml_5_10:AdjustableDates

LinkML Source

Direct

name: AdjustableDates
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"AdjustableDatesResolution","description":"Prioritization of
      unadjustedDate over adjustedDate.","inputs":[{"name":"adjustableDates","type":"AdjustableDates","cardinality":"1..1"}],"output":{"name":"date","type":"date","cardinality":"0..*"}}]'
description: A class for defining a series of dates that shall be subject to adjustment
  if they would otherwise fall on a day that is not a business day in the specified
  business centers, together with the convention for adjusting the dates.
comments:
- 'Rosetta condition: AdjustedDate — if adjustedDate is absent then unadjustedDate
  exists and dateAdjustments exists'
- 'Rosetta func: AdjustableDatesResolution — Prioritization of unadjustedDate over
  adjustedDate.'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AdjustableDates
slots:
- unadjustedDate
- dateAdjustments
- adjustedDate
slot_usage:
  unadjustedDate:
    name: unadjustedDate
    description: A date subject to adjustment.
    multivalued: true
  adjustedDate:
    name: adjustedDate
    description: The date(s) once the adjustment has been performed. (Note that this
      date may change if the business center holidays change).
    multivalued: true
rules:
- preconditions:
    slot_conditions:
      adjustedDate:
        name: adjustedDate
        required: false
  postconditions:
    slot_conditions:
      unadjustedDate:
        name: unadjustedDate
        required: true
      dateAdjustments:
        name: dateAdjustments
        required: true
  description: FpML specifies a choice between adjustedDate and [unadjustedDate (required),
    dateAdjutsments (required), adjustedDate (optional)].

Induced

name: AdjustableDates
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"AdjustableDatesResolution","description":"Prioritization of
      unadjustedDate over adjustedDate.","inputs":[{"name":"adjustableDates","type":"AdjustableDates","cardinality":"1..1"}],"output":{"name":"date","type":"date","cardinality":"0..*"}}]'
description: A class for defining a series of dates that shall be subject to adjustment
  if they would otherwise fall on a day that is not a business day in the specified
  business centers, together with the convention for adjusting the dates.
comments:
- 'Rosetta condition: AdjustedDate — if adjustedDate is absent then unadjustedDate
  exists and dateAdjustments exists'
- 'Rosetta func: AdjustableDatesResolution — Prioritization of unadjustedDate over
  adjustedDate.'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AdjustableDates
slot_usage:
  unadjustedDate:
    name: unadjustedDate
    description: A date subject to adjustment.
    multivalued: true
  adjustedDate:
    name: adjustedDate
    description: The date(s) once the adjustment has been performed. (Note that this
      date may change if the business center holidays change).
    multivalued: true
attributes:
  unadjustedDate:
    name: unadjustedDate
    description: A date subject to adjustment.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdjustableDate.unadjustedDate
    rank: 1000
    owner: AdjustableDates
    domain_of:
    - AdjustableDate
    - AdjustableDates
    - AdjustableOrAdjustedDate
    - AdjustableOrAdjustedOrRelativeDate
    - ObservationDate
    range: date
    multivalued: true
  dateAdjustments:
    name: dateAdjustments
    description: The business day convention and financial business centers used for
      adjusting the date if it would otherwise fall on a day that is not a business
      date in the specified business centers.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdjustableDate.dateAdjustments
    rank: 1000
    owner: AdjustableDates
    domain_of:
    - AdjustableDate
    - AdjustableDates
    - AdjustableOrAdjustedDate
    - AdjustableOrAdjustedOrRelativeDate
    - DividendPeriod
    - ObservationSchedule
    - EconomicTerms
    range: BusinessDayAdjustments
  adjustedDate:
    name: adjustedDate
    description: The date(s) once the adjustment has been performed. (Note that this
      date may change if the business center holidays change).
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AdjustableDate.adjustedDate
    rank: 1000
    owner: AdjustableDates
    domain_of:
    - AdjustableDate
    - AdjustableDates
    - AdjustableOrAdjustedDate
    - AdjustableOrAdjustedOrRelativeDate
    - RelativeDateOffset
    - ObservationDate
    range: date
    multivalued: true
rules:
- preconditions:
    slot_conditions:
      adjustedDate:
        name: adjustedDate
        required: false
  postconditions:
    slot_conditions:
      unadjustedDate:
        name: unadjustedDate
        required: true
      dateAdjustments:
        name: dateAdjustments
        required: true
  description: FpML specifies a choice between adjustedDate and [unadjustedDate (required),
    dateAdjutsments (required), adjustedDate (optional)].