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Class: CalculationPeriodData

URI: common_domain_model:CalculationPeriodData

 classDiagram
    class CalculationPeriodData
    click CalculationPeriodData href "../CalculationPeriodData/"
      CalculationPeriodData : daysInLeapYearPeriod

      CalculationPeriodData : daysInPeriod

      CalculationPeriodData : endDate

      CalculationPeriodData : isFirstPeriod

      CalculationPeriodData : isLastPeriod

      CalculationPeriodData : startDate

Slots

Name Cardinality and Range Description Inheritance
startDate 1
date		 The first date of a date range direct
endDate 1
date		 The last date of a date range direct
daysInPeriod 1
Integer		 direct
daysInLeapYearPeriod 1
Integer		 direct
isFirstPeriod 1
Boolean		 direct
isLastPeriod 1
Boolean		 direct

In Subsets

Comments

  • Rosetta func: CalculationPeriod — 2006 ISDA Definition Section 4.13. 'Calculation Period' means, in respect of a Swap Transaction and a party, each period from, and including, one Period End Date of that party to, but excluding, the next following applicable Period End Date during the Term of the Swap Transaction, except that (a) the initial Calculation Period for the party will commence on, and include, the Effective Date and (b) the final Calculation Period for the party will end on, but exclude, the Termination Date.
  • Rosetta func: CalculationPeriods — 2006 ISDA Definition Section 4.13. 'Calculation Period' means, in respect of a Swap Transaction and a party, each period from, and including, one Period End Date of that party to, but excluding, the next following applicable Period End Date during the Term of the Swap Transaction, except that (a) the initial Calculation Period for the party will commence on, and include, the Effective Date and (b) the final Calculation Period for the party will end on, but exclude, the Termination Date.
  • Rosetta func: CalculationPeriodRange

Identifier and Mapping Information

Annotations

property value
rosetta_functions [{"name":"CalculationPeriod","description":"2006 ISDA Definition Section 4.13. 'Calculation Period' means, in respect of a Swap Transaction and a party, each period from, and including, one Period End Date of that party to, but excluding, the next following applicable Period End Date during the Term of the Swap Transaction, except that (a) the initial Calculation Period for the party will commence on, and include, the Effective Date and (b) the final Calculation Period for the party will end on, but exclude, the Termination Date.","inputs":[{"name":"calculationPeriodDates","type":"CalculationPeriodDates","cardinality":"1..1"},{"name":"date","type":"date","cardinality":"1..1"}],"output":{"name":"result","type":"CalculationPeriodData","cardinality":"1..1"},"code_implementation":true},{"name":"CalculationPeriods","description":"2006 ISDA Definition Section 4.13. 'Calculation Period' means, in respect of a Swap Transaction and a party, each period from, and including, one Period End Date of that party to, but excluding, the next following applicable Period End Date during the Term of the Swap Transaction, except that (a) the initial Calculation Period for the party will commence on, and include, the Effective Date and (b) the final Calculation Period for the party will end on, but exclude, the Termination Date.","inputs":[{"name":"calculationPeriodDates","type":"CalculationPeriodDates","cardinality":"1..1"}],"output":{"name":"result","type":"CalculationPeriodData","cardinality":"0..*"},"code_implementation":true},{"name":"CalculationPeriodRange","inputs":[{"name":"dateAdjustments","type":"BusinessDayAdjustments","cardinality":"0..1"}],"output":{"name":"result","type":"CalculationPeriodData","cardinality":"1..1"},"code_implementation":true}]

Schema Source

Mappings

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

LinkML Source

Direct

name: CalculationPeriodData
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"CalculationPeriod","description":"2006 ISDA Definition Section
      4.13. ''Calculation Period'' means, in respect of a Swap Transaction and a party,
      each period from, and including, one Period End Date of that party to, but excluding,
      the next following applicable Period End Date during the Term of the Swap Transaction,
      except that (a) the initial Calculation Period for the party will commence on,
      and include, the Effective Date and (b) the final Calculation Period for the
      party will end on, but exclude, the Termination Date.","inputs":[{"name":"calculationPeriodDates","type":"CalculationPeriodDates","cardinality":"1..1"},{"name":"date","type":"date","cardinality":"1..1"}],"output":{"name":"result","type":"CalculationPeriodData","cardinality":"1..1"},"code_implementation":true},{"name":"CalculationPeriods","description":"2006
      ISDA Definition Section 4.13. ''Calculation Period'' means, in respect of a
      Swap Transaction and a party, each period from, and including, one Period End
      Date of that party to, but excluding, the next following applicable Period End
      Date during the Term of the Swap Transaction, except that (a) the initial Calculation
      Period for the party will commence on, and include, the Effective Date and (b)
      the final Calculation Period for the party will end on, but exclude, the Termination
      Date.","inputs":[{"name":"calculationPeriodDates","type":"CalculationPeriodDates","cardinality":"1..1"}],"output":{"name":"result","type":"CalculationPeriodData","cardinality":"0..*"},"code_implementation":true},{"name":"CalculationPeriodRange","inputs":[{"name":"dateAdjustments","type":"BusinessDayAdjustments","cardinality":"0..1"}],"output":{"name":"result","type":"CalculationPeriodData","cardinality":"1..1"},"code_implementation":true}]'
comments:
- 'Rosetta func: CalculationPeriod — 2006 ISDA Definition Section 4.13. ''Calculation
  Period'' means, in respect of a Swap Transaction and a party, each period from,
  and including, one Period End Date of that party to, but excluding, the next following
  applicable Period End Date during the Term of the Swap Transaction, except that
  (a) the initial Calculation Period for the party will commence on, and include,
  the Effective Date and (b) the final Calculation Period for the party will end on,
  but exclude, the Termination Date.'
- 'Rosetta func: CalculationPeriods — 2006 ISDA Definition Section 4.13. ''Calculation
  Period'' means, in respect of a Swap Transaction and a party, each period from,
  and including, one Period End Date of that party to, but excluding, the next following
  applicable Period End Date during the Term of the Swap Transaction, except that
  (a) the initial Calculation Period for the party will commence on, and include,
  the Effective Date and (b) the final Calculation Period for the party will end on,
  but exclude, the Termination Date.'
- 'Rosetta func: CalculationPeriodRange'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationPeriodData
slots:
- startDate
- endDate
- daysInPeriod
- daysInLeapYearPeriod
- isFirstPeriod
- isLastPeriod

Induced

name: CalculationPeriodData
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"CalculationPeriod","description":"2006 ISDA Definition Section
      4.13. ''Calculation Period'' means, in respect of a Swap Transaction and a party,
      each period from, and including, one Period End Date of that party to, but excluding,
      the next following applicable Period End Date during the Term of the Swap Transaction,
      except that (a) the initial Calculation Period for the party will commence on,
      and include, the Effective Date and (b) the final Calculation Period for the
      party will end on, but exclude, the Termination Date.","inputs":[{"name":"calculationPeriodDates","type":"CalculationPeriodDates","cardinality":"1..1"},{"name":"date","type":"date","cardinality":"1..1"}],"output":{"name":"result","type":"CalculationPeriodData","cardinality":"1..1"},"code_implementation":true},{"name":"CalculationPeriods","description":"2006
      ISDA Definition Section 4.13. ''Calculation Period'' means, in respect of a
      Swap Transaction and a party, each period from, and including, one Period End
      Date of that party to, but excluding, the next following applicable Period End
      Date during the Term of the Swap Transaction, except that (a) the initial Calculation
      Period for the party will commence on, and include, the Effective Date and (b)
      the final Calculation Period for the party will end on, but exclude, the Termination
      Date.","inputs":[{"name":"calculationPeriodDates","type":"CalculationPeriodDates","cardinality":"1..1"}],"output":{"name":"result","type":"CalculationPeriodData","cardinality":"0..*"},"code_implementation":true},{"name":"CalculationPeriodRange","inputs":[{"name":"dateAdjustments","type":"BusinessDayAdjustments","cardinality":"0..1"}],"output":{"name":"result","type":"CalculationPeriodData","cardinality":"1..1"},"code_implementation":true}]'
comments:
- 'Rosetta func: CalculationPeriod — 2006 ISDA Definition Section 4.13. ''Calculation
  Period'' means, in respect of a Swap Transaction and a party, each period from,
  and including, one Period End Date of that party to, but excluding, the next following
  applicable Period End Date during the Term of the Swap Transaction, except that
  (a) the initial Calculation Period for the party will commence on, and include,
  the Effective Date and (b) the final Calculation Period for the party will end on,
  but exclude, the Termination Date.'
- 'Rosetta func: CalculationPeriods — 2006 ISDA Definition Section 4.13. ''Calculation
  Period'' means, in respect of a Swap Transaction and a party, each period from,
  and including, one Period End Date of that party to, but excluding, the next following
  applicable Period End Date during the Term of the Swap Transaction, except that
  (a) the initial Calculation Period for the party will commence on, and include,
  the Effective Date and (b) the final Calculation Period for the party will end on,
  but exclude, the Termination Date.'
- 'Rosetta func: CalculationPeriodRange'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationPeriodData
attributes:
  startDate:
    name: startDate
    description: The first date of a date range.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CalculationPeriodData
    domain_of:
    - DateRange
    - AveragingSchedule
    - PeriodicDates
    - FroHistory
    - AssetDeliveryPeriods
    - DividendPeriod
    - CalculationPeriodData
    range: date
    required: true
  endDate:
    name: endDate
    description: The last date of a date range.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CalculationPeriodData
    domain_of:
    - DateRange
    - AveragingSchedule
    - PeriodicDates
    - CustodianEvent
    - FroHistory
    - AssetDeliveryPeriods
    - DividendPeriod
    - CalculationPeriodData
    range: date
    required: true
  daysInPeriod:
    name: daysInPeriod
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodData.daysInPeriod
    rank: 1000
    owner: CalculationPeriodData
    domain_of:
    - CalculationPeriodData
    range: integer
    required: true
  daysInLeapYearPeriod:
    name: daysInLeapYearPeriod
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodData.daysInLeapYearPeriod
    rank: 1000
    owner: CalculationPeriodData
    domain_of:
    - CalculationPeriodData
    range: integer
    required: true
  isFirstPeriod:
    name: isFirstPeriod
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodData.isFirstPeriod
    rank: 1000
    owner: CalculationPeriodData
    domain_of:
    - CalculationPeriodData
    range: boolean
    required: true
  isLastPeriod:
    name: isLastPeriod
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodData.isLastPeriod
    rank: 1000
    owner: CalculationPeriodData
    domain_of:
    - CalculationPeriodData
    range: boolean
    required: true