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Class: AveragingPeriod

Period over which an average value is taken.

URI: common_domain_model:AveragingPeriod

 classDiagram
    class AveragingPeriod
    click AveragingPeriod href "../AveragingPeriod/"
      AveragingPeriod : averagingDateTimes





        AveragingPeriod --> "0..1" DateTimeList : averagingDateTimes
        click DateTimeList href "../DateTimeList/"



      AveragingPeriod : averagingObservations





        AveragingPeriod --> "0..1" AveragingObservationList : averagingObservations
        click AveragingObservationList href "../AveragingObservationList/"



      AveragingPeriod : marketDisruption





        AveragingPeriod --> "0..1" MarketDisruptionEnum : marketDisruption
        click MarketDisruptionEnum href "../MarketDisruptionEnum/"



      AveragingPeriod : schedule





        AveragingPeriod --> "*" AveragingSchedule : schedule
        click AveragingSchedule href "../AveragingSchedule/"

Slots

Name Cardinality and Range Description Inheritance
schedule *
AveragingSchedule		 A schedule for generating averaging observation dates direct
averagingDateTimes 0..1
DateTimeList		 An unweighted list of averaging observation date and times direct
averagingObservations 0..1
AveragingObservationList		 A weighted list of averaging observation date and times direct
marketDisruption 0..1
MarketDisruptionEnum		 The market disruption event as defined by ISDA 2002 Definitions direct

Usages

used by used in type used
AveragingFeature averagingPeriodIn range AveragingPeriod
AveragingFeature averagingPeriodOut range AveragingPeriod

Rules

Rule Applied Preconditions Postconditions Elseconditions

In Subsets

Comments

  • Rosetta condition: AveragingPeriodChoice — optional choice averagingDateTimes, averagingObservations

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: AveragingPeriod
description: Period over which an average value is taken.
comments:
- 'Rosetta condition: AveragingPeriodChoice — optional choice averagingDateTimes,
  averagingObservations'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AveragingPeriod
slots:
- schedule
- averagingDateTimes
- averagingObservations
- marketDisruption
slot_usage:
  schedule:
    name: schedule
    description: A schedule for generating averaging observation dates.
rules:
- postconditions:
    any_of:
    - slot_conditions:
        averagingDateTimes:
          name: averagingDateTimes
          required: true
    - slot_conditions:
        averagingObservations:
          name: averagingObservations
          required: true
  description: ' Choice rule to represent an FpML choice construct between unweighted
    and weighted averaging date and times.'

Induced

name: AveragingPeriod
description: Period over which an average value is taken.
comments:
- 'Rosetta condition: AveragingPeriodChoice — optional choice averagingDateTimes,
  averagingObservations'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AveragingPeriod
slot_usage:
  schedule:
    name: schedule
    description: A schedule for generating averaging observation dates.
attributes:
  schedule:
    name: schedule
    description: A schedule for generating averaging observation dates.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: AveragingPeriod
    domain_of:
    - TriggerEvent
    - CommodityPayout
    - AveragingPeriod
    - OptionPayout
    - SettlementPayout
    - FixedPricePayout
    range: AveragingSchedule
    multivalued: true
    inlined: true
    inlined_as_list: true
  averagingDateTimes:
    name: averagingDateTimes
    description: An unweighted list of averaging observation date and times.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AveragingPeriod.averagingDateTimes
    rank: 1000
    owner: AveragingPeriod
    domain_of:
    - AveragingPeriod
    range: DateTimeList
  averagingObservations:
    name: averagingObservations
    description: A weighted list of averaging observation date and times.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AveragingPeriod.averagingObservations
    rank: 1000
    owner: AveragingPeriod
    domain_of:
    - AveragingPeriod
    range: AveragingObservationList
  marketDisruption:
    name: marketDisruption
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The market disruption event as defined by ISDA 2002 Definitions.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AveragingPeriod.marketDisruption
    rank: 1000
    owner: AveragingPeriod
    domain_of:
    - AveragingPeriod
    range: MarketDisruptionEnum
rules:
- postconditions:
    any_of:
    - slot_conditions:
        averagingDateTimes:
          name: averagingDateTimes
          required: true
    - slot_conditions:
        averagingObservations:
          name: averagingObservations
          required: true
  description: ' Choice rule to represent an FpML choice construct between unweighted
    and weighted averaging date and times.'