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Class: CalculationFrequency

Represents the parameters for describing how often something (such as collateral interest) is to be calculated.

URI: common_domain_model:CalculationFrequency

 classDiagram
    class CalculationFrequency
    click CalculationFrequency href "../CalculationFrequency/"
      CalculationFrequency : businessCenter

      CalculationFrequency : dateLocation





        CalculationFrequency --> "1" BusinessCenterTime : dateLocation
        click BusinessCenterTime href "../BusinessCenterTime/"



      CalculationFrequency : dayOfMonth

      CalculationFrequency : dayOfWeek





        CalculationFrequency --> "0..1" DayOfWeekEnum : dayOfWeek
        click DayOfWeekEnum href "../DayOfWeekEnum/"



      CalculationFrequency : monthOfYear

      CalculationFrequency : offsetDays

      CalculationFrequency : period





        CalculationFrequency --> "1" Period : period
        click Period href "../Period/"



      CalculationFrequency : weekOfMonth

Slots

Name Cardinality and Range Description Inheritance
period 1
Period		 Specifies the time period at which calculation is performed, e direct
monthOfYear 0..1
Decimal		 Specifies the month of the year if used direct
dayOfMonth 0..1
Decimal		 Specifies the day of the month if used direct
dayOfWeek 0..1
DayOfWeekEnum		 Specifies the day of the week if used direct
weekOfMonth 0..1
Decimal		 Specifies the week of the month if used direct
offsetDays 1
Decimal		 Specifies how many days from the trigger event should the payment occur direct
dateLocation 1
BusinessCenterTime		 Specifies where is the time measured direct
businessCenter *
BusinessCenter		 Specifies the business center for adjustment of calculation period direct

Usages

used by used in type used
CollateralInterestParameters interestCalculationFrequency range CalculationFrequency

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'monthOfYear': {'required': True}} {'monthOfYear': {'maximum_value': 12}}

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'dayOfMonth': {'required': True}} {'dayOfMonth': {'maximum_value': 31}}

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'weekOfMonth': {'required': True}} {'weekOfMonth': {'maximum_value': 5}}

In Subsets

Comments

  • Rosetta condition: Moy — if monthOfYear exists then monthOfYear <= 12
  • Rosetta condition: Dom — if dayOfMonth exists then dayOfMonth <= 31
  • Rosetta condition: Wom — if weekOfMonth exists then weekOfMonth <= 5
  • Rosetta condition: MoyTerm — if monthOfYear exists then (period -> period = PeriodEnum -> Y)
  • Rosetta condition: DomTerm — if dayOfMonth exists then (period -> period = PeriodEnum -> M)
  • Rosetta condition: DowTerm — if dayOfWeek exists then (period -> period = PeriodEnum -> W)
  • Rosetta condition: WomTerm — if weekOfMonth exists then (period -> period = PeriodEnum -> M)

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: CalculationFrequency
description: Represents the parameters for describing how often something (such as
  collateral interest) is to be calculated.
comments:
- 'Rosetta condition: Moy — if monthOfYear exists then monthOfYear <= 12'
- 'Rosetta condition: Dom — if dayOfMonth exists then dayOfMonth <= 31'
- 'Rosetta condition: Wom — if weekOfMonth exists then weekOfMonth <= 5'
- 'Rosetta condition: MoyTerm — if monthOfYear exists then (period -> period = PeriodEnum
  -> Y)'
- 'Rosetta condition: DomTerm — if dayOfMonth exists then (period -> period = PeriodEnum
  -> M)'
- 'Rosetta condition: DowTerm — if dayOfWeek exists then (period -> period = PeriodEnum
  -> W)'
- 'Rosetta condition: WomTerm — if weekOfMonth exists then (period -> period = PeriodEnum
  -> M)'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationFrequency
slots:
- period
- monthOfYear
- dayOfMonth
- dayOfWeek
- weekOfMonth
- offsetDays
- dateLocation
- businessCenter
slot_usage:
  period:
    name: period
    description: Specifies the time period at which calculation is performed, e.g.
      1 month.
    range: Period
  businessCenter:
    name: businessCenter
    description: Specifies the business center for adjustment of calculation period.
rules:
- preconditions:
    slot_conditions:
      monthOfYear:
        name: monthOfYear
        required: true
  postconditions:
    slot_conditions:
      monthOfYear:
        name: monthOfYear
        maximum_value: 12
  description: Moy
- preconditions:
    slot_conditions:
      dayOfMonth:
        name: dayOfMonth
        required: true
  postconditions:
    slot_conditions:
      dayOfMonth:
        name: dayOfMonth
        maximum_value: 31
  description: Dom
- preconditions:
    slot_conditions:
      weekOfMonth:
        name: weekOfMonth
        required: true
  postconditions:
    slot_conditions:
      weekOfMonth:
        name: weekOfMonth
        maximum_value: 5
  description: Wom

Induced

name: CalculationFrequency
description: Represents the parameters for describing how often something (such as
  collateral interest) is to be calculated.
comments:
- 'Rosetta condition: Moy — if monthOfYear exists then monthOfYear <= 12'
- 'Rosetta condition: Dom — if dayOfMonth exists then dayOfMonth <= 31'
- 'Rosetta condition: Wom — if weekOfMonth exists then weekOfMonth <= 5'
- 'Rosetta condition: MoyTerm — if monthOfYear exists then (period -> period = PeriodEnum
  -> Y)'
- 'Rosetta condition: DomTerm — if dayOfMonth exists then (period -> period = PeriodEnum
  -> M)'
- 'Rosetta condition: DowTerm — if dayOfWeek exists then (period -> period = PeriodEnum
  -> W)'
- 'Rosetta condition: WomTerm — if weekOfMonth exists then (period -> period = PeriodEnum
  -> M)'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationFrequency
slot_usage:
  period:
    name: period
    description: Specifies the time period at which calculation is performed, e.g.
      1 month.
    range: Period
  businessCenter:
    name: businessCenter
    description: Specifies the business center for adjustment of calculation period.
attributes:
  period:
    name: period
    description: Specifies the time period at which calculation is performed, e.g.
      1 month.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CalculationFrequency
    domain_of:
    - Frequency
    - Period
    - PeriodBound
    - CalculationFrequency
    - Velocity
    - AverageTradingVolume
    range: Period
    required: true
  monthOfYear:
    name: monthOfYear
    description: Specifies the month of the year if used.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationFrequency.monthOfYear
    rank: 1000
    owner: CalculationFrequency
    domain_of:
    - CalculationFrequency
    range: decimal
  dayOfMonth:
    name: dayOfMonth
    description: Specifies the day of the month if used.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationFrequency.dayOfMonth
    rank: 1000
    owner: CalculationFrequency
    domain_of:
    - CalculationFrequency
    range: decimal
  dayOfWeek:
    name: dayOfWeek
    description: Specifies the day of the week if used.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationFrequency.dayOfWeek
    rank: 1000
    owner: CalculationFrequency
    domain_of:
    - CalculationFrequency
    - AssetDeliveryProfileBlock
    - ParametricDates
    range: DayOfWeekEnum
  weekOfMonth:
    name: weekOfMonth
    description: Specifies the week of the month if used.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationFrequency.weekOfMonth
    rank: 1000
    owner: CalculationFrequency
    domain_of:
    - CalculationFrequency
    range: decimal
  offsetDays:
    name: offsetDays
    description: Specifies how many days from the trigger event should the payment
      occur.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationFrequency.offsetDays
    rank: 1000
    owner: CalculationFrequency
    domain_of:
    - CalculationFrequency
    - OffsetCalculation
    - ObservationShiftCalculation
    range: decimal
    required: true
  dateLocation:
    name: dateLocation
    description: Specifies where is the time measured.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationFrequency.dateLocation
    rank: 1000
    owner: CalculationFrequency
    domain_of:
    - CalculationFrequency
    range: BusinessCenterTime
    required: true
  businessCenter:
    name: businessCenter
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: Specifies the business center for adjustment of calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessCenters.businessCenter
    rank: 1000
    owner: CalculationFrequency
    domain_of:
    - BusinessCenters
    - BusinessCenterTime
    - CalculationFrequency
    - ValuationCalculationDateLocationElection
    - CreditEventNotice
    - ExerciseNotice
    range: BusinessCenter
    multivalued: true
    inlined: true
    inlined_as_list: true
rules:
- preconditions:
    slot_conditions:
      monthOfYear:
        name: monthOfYear
        required: true
  postconditions:
    slot_conditions:
      monthOfYear:
        name: monthOfYear
        maximum_value: 12
  description: Moy
- preconditions:
    slot_conditions:
      dayOfMonth:
        name: dayOfMonth
        required: true
  postconditions:
    slot_conditions:
      dayOfMonth:
        name: dayOfMonth
        maximum_value: 31
  description: Dom
- preconditions:
    slot_conditions:
      weekOfMonth:
        name: weekOfMonth
        required: true
  postconditions:
    slot_conditions:
      weekOfMonth:
        name: weekOfMonth
        maximum_value: 5
  description: Wom