Class: BusinessDayOffset
This allows an offset to be specified as, for instance, N business days, with a business centers specified as included.
URI: common_domain_model:BusinessDayOffset
classDiagram
class BusinessDayOffset
click BusinessDayOffset href "../BusinessDayOffset/"
Period <|-- BusinessDayOffset
click Period href "../Period/"
BusinessDayOffset <|-- FloatingRateIndexFixingOffset
click FloatingRateIndexFixingOffset href "../FloatingRateIndexFixingOffset/"
BusinessDayOffset : businessCenters
BusinessDayOffset --> "0..1" BusinessCenters : businessCenters
click BusinessCenters href "../BusinessCenters/"
BusinessDayOffset : fixingOffsetDefinition
BusinessDayOffset : fixingOffsetReason
BusinessDayOffset : period
BusinessDayOffset --> "1" PeriodEnum : period
click PeriodEnum href "../PeriodEnum/"
BusinessDayOffset : periodMultiplier
Inheritance
- Period
- BusinessDayOffset
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| businessCenters | 0..1 BusinessCenters |
The business centers for the offset | direct |
| fixingOffsetDefinition | 0..1 string |
Legal text that underlies the Fixing Offset | direct |
| fixingOffsetReason | 0..1 string |
Fixing Offset Reason | direct |
| periodMultiplier | 1 Integer |
A time period multiplier, e | Period |
| period | 1 PeriodEnum |
A time period, e | Period |
Usages
| used by | used in | type | used |
|---|---|---|---|
| FloatingRateIndexFixingDetails | fixingOffset | range | BusinessDayOffset |
In Subsets
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:BusinessDayOffset |
| native | common_domain_model:BusinessDayOffset |
| close | fpml_5_10:BusinessDayOffset |
LinkML Source
Direct
name: BusinessDayOffset
description: This allows an offset to be specified as, for instance, N business days,
with a business centers specified as included.
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BusinessDayOffset
is_a: Period
slots:
- businessCenters
- fixingOffsetDefinition
- fixingOffsetReason
slot_usage:
businessCenters:
name: businessCenters
description: The business centers for the offset.
Induced
name: BusinessDayOffset
description: This allows an offset to be specified as, for instance, N business days,
with a business centers specified as included.
in_subset:
- cdm_observable_asset_fro
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BusinessDayOffset
is_a: Period
slot_usage:
businessCenters:
name: businessCenters
description: The business centers for the offset.
attributes:
businessCenters:
name: businessCenters
description: The business centers for the offset.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BusinessDateRange.businessCenters
rank: 1000
owner: BusinessDayOffset
domain_of:
- BusinessDateRange
- BusinessDayAdjustments
- RelativeDateOffset
- BusinessDayOffset
- ParametricDates
- FxFixingDate
range: BusinessCenters
fixingOffsetDefinition:
name: fixingOffsetDefinition
description: Legal text that underlies the Fixing Offset. ISDA Fixing Offset Definition.
(e.g. One day that is either a Sydney Business Day or a Melbourne Business Day
following the Reset Date)
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BusinessDayOffset.fixingOffsetDefinition
rank: 1000
owner: BusinessDayOffset
domain_of:
- BusinessDayOffset
range: string
fixingOffsetReason:
name: fixingOffsetReason
description: Fixing Offset Reason
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BusinessDayOffset.fixingOffsetReason
rank: 1000
owner: BusinessDayOffset
domain_of:
- BusinessDayOffset
range: string
periodMultiplier:
name: periodMultiplier
description: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can
be used when specifying an offset relative to another date, e.g. -2 days.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: BusinessDayOffset
domain_of:
- Frequency
- Period
- Velocity
range: integer
required: true
period:
name: period
description: A time period, e.g. a day, week, month or year of the stream. If
the periodMultiplier value is 0 (zero) then period must contain the value D
(day).
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: BusinessDayOffset
domain_of:
- Frequency
- Period
- PeriodBound
- CalculationFrequency
- Velocity
- AverageTradingVolume
range: PeriodEnum
required: true