Class: CalculatedRateObservationDatesAndWeights

Type for reporting the observations dates and the corresponding weights going into a daily calculated rate

URI: common_domain_model:CalculatedRateObservationDatesAndWeights

 classDiagram
    class CalculatedRateObservationDatesAndWeights
    click CalculatedRateObservationDatesAndWeights href "../CalculatedRateObservationDatesAndWeights/"
      CalculatedRateObservationDatesAndWeights : observationDates

      CalculatedRateObservationDatesAndWeights : weights

Slots

Name	Cardinality and Range	Description	Inheritance
observationDates	* date	The observation date upon which the rate is observed	direct
weights	* Decimal	The corresponding weight for each date	direct

In Subsets

CdmObservableAssetCalculatedrate

Comments

Rosetta func: GenerateObservationDatesAndWeights — Apply shifts to generate the list of observation dates and weights for each of those date.

Identifier and Mapping Information

Annotations

property

value

rosetta_functions

[{"name":"GenerateObservationDatesAndWeights","description":"Apply shifts to generate the list of observation dates and weights for each of those date.","inputs":[{"name":"calculationParams","type":"FloatingRateCalculationParameters","cardinality":"1..1"},{"name":"resetDates","type":"ResetDates","cardinality":"0..1"},{"name":"calculationPeriod","type":"CalculationPeriodBase","cardinality":"1..1"},{"name":"priorCalculationPeriod","type":"CalculationPeriodBase","cardinality":"0..1"}],"output":{"name":"results","type":"CalculatedRateObservationDatesAndWeights","cardinality":"1..1"}}]

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CalculatedRateObservationDatesAndWeights
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"GenerateObservationDatesAndWeights","description":"Apply shifts
      to generate the list of observation dates and weights for each of those date.","inputs":[{"name":"calculationParams","type":"FloatingRateCalculationParameters","cardinality":"1..1"},{"name":"resetDates","type":"ResetDates","cardinality":"0..1"},{"name":"calculationPeriod","type":"CalculationPeriodBase","cardinality":"1..1"},{"name":"priorCalculationPeriod","type":"CalculationPeriodBase","cardinality":"0..1"}],"output":{"name":"results","type":"CalculatedRateObservationDatesAndWeights","cardinality":"1..1"}}]'
description: Type for reporting the observations dates and the corresponding weights
  going into a daily calculated rate
comments:
- 'Rosetta func: GenerateObservationDatesAndWeights — Apply shifts to generate the
  list of observation dates and weights for each of those date.'
in_subset:
- cdm_observable_asset_calculatedrate
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculatedRateObservationDatesAndWeights
slots:
- observationDates
- weights

Induced

name: CalculatedRateObservationDatesAndWeights
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"GenerateObservationDatesAndWeights","description":"Apply shifts
      to generate the list of observation dates and weights for each of those date.","inputs":[{"name":"calculationParams","type":"FloatingRateCalculationParameters","cardinality":"1..1"},{"name":"resetDates","type":"ResetDates","cardinality":"0..1"},{"name":"calculationPeriod","type":"CalculationPeriodBase","cardinality":"1..1"},{"name":"priorCalculationPeriod","type":"CalculationPeriodBase","cardinality":"0..1"}],"output":{"name":"results","type":"CalculatedRateObservationDatesAndWeights","cardinality":"1..1"}}]'
description: Type for reporting the observations dates and the corresponding weights
  going into a daily calculated rate
comments:
- 'Rosetta func: GenerateObservationDatesAndWeights — Apply shifts to generate the
  list of observation dates and weights for each of those date.'
in_subset:
- cdm_observable_asset_calculatedrate
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculatedRateObservationDatesAndWeights
attributes:
  observationDates:
    name: observationDates
    description: The observation date upon which the rate is observed.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculatedRateObservations.observationDates
    rank: 1000
    owner: CalculatedRateObservationDatesAndWeights
    domain_of:
    - CalculatedRateObservations
    - CalculatedRateObservationDatesAndWeights
    - ObservationTerms
    range: date
    multivalued: true
  weights:
    name: weights
    description: The corresponding weight for each date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculatedRateObservations.weights
    rank: 1000
    owner: CalculatedRateObservationDatesAndWeights
    domain_of:
    - CalculatedRateObservations
    - CalculatedRateObservationDatesAndWeights
    range: decimal
    multivalued: true