Class: CalculationPeriodDates

name: CalculationPeriodDates
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  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}]'
description: 'A data for:  defining the parameters used to generate the calculation
  period dates schedule, including the specification of any initial or final stub
  calculation periods. A calculation period schedule consists of an optional initial
  stub calculation period, one or more regular calculation periods and an optional
  final stub calculation period. In the absence of any initial or final stub calculation
  periods, the regular part of the calculation period schedule is assumed to be between
  the effective date and the termination date. No implicit stubs are allowed, i.e.
  stubs must be explicitly specified using an appropriate combination of firstPeriodStartDate,
  firstRegularPeriodStartDate and lastRegularPeriodEndDate.'
comments:
- 'Rosetta condition: FpML_ird_16 — if firstRegularPeriodStartDate exists then terminationDate
  -> adjustableDate -> unadjustedDate > firstRegularPeriodStartDate'
- 'Rosetta condition: FpML_ird_17 — if lastRegularPeriodEndDate exists then terminationDate
  -> adjustableDate -> unadjustedDate > lastRegularPeriodEndDate'
- 'Rosetta condition: FpML_ird_18 — if firstRegularPeriodStartDate exists and lastRegularPeriodEndDate
  exists then lastRegularPeriodEndDate > firstRegularPeriodStartDate'
- 'Rosetta condition: FpML_ird_20 — if lastRegularPeriodEndDate exists then lastRegularPeriodEndDate
  > effectiveDate -> adjustableDate -> unadjustedDate'
- 'Rosetta condition: FpML_ird_21 — if firstPeriodStartDate exists and effectiveDate
  exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate < effectiveDate
  -> adjustableDate -> unadjustedDate'
- 'Rosetta condition: FpML_ird_22 — if firstPeriodStartDate exists and firstRegularPeriodStartDate
  exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate < firstRegularPeriodStartDate'
- '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.'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationPeriodDates
slots:
- effectiveDate
- terminationDate
- calculationPeriodDatesAdjustments
- firstPeriodStartDate
- firstRegularPeriodStartDate
- firstCompoundingPeriodEndDate
- lastRegularPeriodEndDate
- stubPeriodType
- calculationPeriodFrequency
slot_usage:
  effectiveDate:
    name: effectiveDate
    description: The first day of the terms of the trade. This day may be subject
      to adjustment in accordance with a business day convention.
    range: AdjustableOrRelativeDate
rules:
- preconditions:
    slot_conditions:
      firstRegularPeriodStartDate:
        name: firstRegularPeriodStartDate
        required: true
      lastRegularPeriodEndDate:
        name: lastRegularPeriodEndDate
        required: true
  description: FpML validation rule ird-18 - If firstRegularPeriodStartDate exists,
    and if lastRegularPeriodEndDate exists, then lastRegularPeriodEndDate must be
    after firstRegularPeriodStartDate. This data rule applies within a given interest
    rate payout component.
  comments:
  - 'Rosetta comparison: lastRegularPeriodEndDate > firstRegularPeriodStartDate'

name: CalculationPeriodDates
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  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}]'
description: 'A data for:  defining the parameters used to generate the calculation
  period dates schedule, including the specification of any initial or final stub
  calculation periods. A calculation period schedule consists of an optional initial
  stub calculation period, one or more regular calculation periods and an optional
  final stub calculation period. In the absence of any initial or final stub calculation
  periods, the regular part of the calculation period schedule is assumed to be between
  the effective date and the termination date. No implicit stubs are allowed, i.e.
  stubs must be explicitly specified using an appropriate combination of firstPeriodStartDate,
  firstRegularPeriodStartDate and lastRegularPeriodEndDate.'
comments:
- 'Rosetta condition: FpML_ird_16 — if firstRegularPeriodStartDate exists then terminationDate
  -> adjustableDate -> unadjustedDate > firstRegularPeriodStartDate'
- 'Rosetta condition: FpML_ird_17 — if lastRegularPeriodEndDate exists then terminationDate
  -> adjustableDate -> unadjustedDate > lastRegularPeriodEndDate'
- 'Rosetta condition: FpML_ird_18 — if firstRegularPeriodStartDate exists and lastRegularPeriodEndDate
  exists then lastRegularPeriodEndDate > firstRegularPeriodStartDate'
- 'Rosetta condition: FpML_ird_20 — if lastRegularPeriodEndDate exists then lastRegularPeriodEndDate
  > effectiveDate -> adjustableDate -> unadjustedDate'
- 'Rosetta condition: FpML_ird_21 — if firstPeriodStartDate exists and effectiveDate
  exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate < effectiveDate
  -> adjustableDate -> unadjustedDate'
- 'Rosetta condition: FpML_ird_22 — if firstPeriodStartDate exists and firstRegularPeriodStartDate
  exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate < firstRegularPeriodStartDate'
- '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.'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationPeriodDates
slot_usage:
  effectiveDate:
    name: effectiveDate
    description: The first day of the terms of the trade. This day may be subject
      to adjustment in accordance with a business day convention.
    range: AdjustableOrRelativeDate
attributes:
  effectiveDate:
    name: effectiveDate
    description: The first day of the terms of the trade. This day may be subject
      to adjustment in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CodeValue.effectiveDate
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CodeValue
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - ClosedState
    - EventInstruction
    - LegalAgreementBase
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - EconomicTerms
    - CancelableProvision
    range: AdjustableOrRelativeDate
  terminationDate:
    name: terminationDate
    description: The last day of the terms of the trade. This date may be subject
      to adjustments in accordance with the business day convention. It can also be
      specified in relation to another scheduled date (e.g. the last payment date).
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodDates.terminationDate
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    - EconomicTerms
    range: AdjustableOrRelativeDate
  calculationPeriodDatesAdjustments:
    name: calculationPeriodDatesAdjustments
    description: The specification of the business day convention and financial business
      centers used for adjusting any calculation period date if it would otherwise
      fall on a day that is not a business day in the specified business center.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodDates.calculationPeriodDatesAdjustments
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: BusinessDayAdjustments
  firstPeriodStartDate:
    name: firstPeriodStartDate
    description: The start date of the calculation period. FpML specifies that for
      interest rate swaps this date must only be specified if it is not equal to the
      effective date. It is always specified in the case of equity swaps and credit
      default swaps with periodic payments. This date may be subject to adjustment
      in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodDates.firstPeriodStartDate
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: AdjustableOrRelativeDate
  firstRegularPeriodStartDate:
    name: firstRegularPeriodStartDate
    description: The start date of the regular part of the calculation period schedule.
      It must only be specified if there is an initial stub calculation period. This
      day may be subject to adjustment in accordance with any adjustments specified
      in calculationPeriodDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodDates.firstRegularPeriodStartDate
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: date
  firstCompoundingPeriodEndDate:
    name: firstCompoundingPeriodEndDate
    description: The end date of the initial compounding period when compounding is
      applicable. It must only be specified when the compoundingMethod element is
      present and not equal to a value of None. This date may be subject to adjustment
      in accordance with any adjustments specified in calculationPeriodDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodDates.firstCompoundingPeriodEndDate
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: date
  lastRegularPeriodEndDate:
    name: lastRegularPeriodEndDate
    description: The end date of the regular part of the calculation period schedule.
      It must only be specified if there is a final stub calculation period. This
      day may be subject to adjustment in accordance with any adjustments specified
      in calculationPeriodDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodDates.lastRegularPeriodEndDate
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: date
  stubPeriodType:
    name: stubPeriodType
    description: Method to allocate any irregular period remaining after regular periods
      have been allocated between the effective and termination date. The multiplicity
      of 2 allows the possibility of expressing the type for both an initial and final
      stub at the same time.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodDates.stubPeriodType
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: StubPeriodTypeEnum
    multivalued: true
  calculationPeriodFrequency:
    name: calculationPeriodFrequency
    description: The frequency at which calculation period end dates occur with the
      regular part of the calculation period schedule and their roll date convention.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodDates.calculationPeriodFrequency
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: CalculationPeriodFrequency
rules:
- preconditions:
    slot_conditions:
      firstRegularPeriodStartDate:
        name: firstRegularPeriodStartDate
        required: true
      lastRegularPeriodEndDate:
        name: lastRegularPeriodEndDate
        required: true
  description: FpML validation rule ird-18 - If firstRegularPeriodStartDate exists,
    and if lastRegularPeriodEndDate exists, then lastRegularPeriodEndDate must be
    after firstRegularPeriodStartDate. This data rule applies within a given interest
    rate payout component.
  comments:
  - 'Rosetta comparison: lastRegularPeriodEndDate > firstRegularPeriodStartDate'