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Class: CalculationPeriodFrequency

A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.

URI: common_domain_model:CalculationPeriodFrequency

 classDiagram
    class CalculationPeriodFrequency
    click CalculationPeriodFrequency href "../CalculationPeriodFrequency/"
      Frequency <|-- CalculationPeriodFrequency
        click Frequency href "../Frequency/"

      CalculationPeriodFrequency : balanceOfFirstPeriod

      CalculationPeriodFrequency : period





        CalculationPeriodFrequency --> "1" PeriodExtendedEnum : period
        click PeriodExtendedEnum href "../PeriodExtendedEnum/"



      CalculationPeriodFrequency : periodMultiplier

      CalculationPeriodFrequency : rollConvention





        CalculationPeriodFrequency --> "1" RollConventionEnum : rollConvention
        click RollConventionEnum href "../RollConventionEnum/"

Inheritance

Slots

Name Cardinality and Range Description Inheritance
rollConvention 1
RollConventionEnum		 The roll convention specifies the period term as part of a periodic schedule,... direct
balanceOfFirstPeriod 0..1
Boolean		 Indicates, when true, that that the first Calculation Period should run from ... direct
periodMultiplier 1
Integer		 A time period multiplier, e Frequency
period 1
PeriodExtendedEnum		 A time period, e Frequency

Usages

used by used in type used
AveragingSchedule averagingPeriodFrequency range CalculationPeriodFrequency
PeriodicDates periodFrequency range CalculationPeriodFrequency
CalculationPeriodDates calculationPeriodFrequency range CalculationPeriodFrequency

In Subsets

Comments

  • Rosetta condition: FpML_ird_57 — if period = PeriodExtendedEnum -> M or period = PeriodExtendedEnum -> Y then rollConvention <> RollConventionEnum -> NONE and rollConvention <> RollConventionEnum -> SFE and rollConvention <> RollConventionEnum -> MON and rollConvention <> RollConventionEnum -> TUE and rollConvention <> RollConventionEnum -> WED and rollConvention <> RollConventionEnum -> THU and rollConvention <> RollConventionEnum -> FRI and rollConvention <> RollConventionEnum -> SAT and rollConvention <> RollConventionEnum -> SUN
  • Rosetta condition: FpML_ird_58 — if period = PeriodExtendedEnum -> W then rollConvention = RollConventionEnum -> NONE or rollConvention = RollConventionEnum -> SFE or rollConvention = RollConventionEnum -> MON or rollConvention = RollConventionEnum -> TUE or rollConvention = RollConventionEnum -> WED or rollConvention = RollConventionEnum -> THU or rollConvention = RollConventionEnum -> FRI or rollConvention = RollConventionEnum -> SAT or rollConvention = RollConventionEnum -> SUN
  • Rosetta condition: FpML_ird_60 — if period = PeriodExtendedEnum -> T then rollConvention = RollConventionEnum -> NONE

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: CalculationPeriodFrequency
description: A class to specify the frequency at which calculation period end dates
  occur within the regular part of the calculation period schedule and their roll
  date convention.
comments:
- 'Rosetta condition: FpML_ird_57 — if period = PeriodExtendedEnum -> M or period
  = PeriodExtendedEnum -> Y then rollConvention <> RollConventionEnum -> NONE and
  rollConvention <> RollConventionEnum -> SFE and rollConvention <> RollConventionEnum
  -> MON and rollConvention <> RollConventionEnum -> TUE and rollConvention <> RollConventionEnum
  -> WED and rollConvention <> RollConventionEnum -> THU and rollConvention <> RollConventionEnum
  -> FRI and rollConvention <> RollConventionEnum -> SAT and rollConvention <> RollConventionEnum
  -> SUN'
- 'Rosetta condition: FpML_ird_58 — if period = PeriodExtendedEnum -> W then rollConvention
  = RollConventionEnum -> NONE or rollConvention = RollConventionEnum -> SFE or rollConvention
  = RollConventionEnum -> MON or rollConvention = RollConventionEnum -> TUE or rollConvention
  = RollConventionEnum -> WED or rollConvention = RollConventionEnum -> THU or rollConvention
  = RollConventionEnum -> FRI or rollConvention = RollConventionEnum -> SAT or rollConvention
  = RollConventionEnum -> SUN'
- 'Rosetta condition: FpML_ird_60 — if period = PeriodExtendedEnum -> T then rollConvention
  = RollConventionEnum -> NONE'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationPeriodFrequency
is_a: Frequency
slots:
- rollConvention
- balanceOfFirstPeriod

Induced

name: CalculationPeriodFrequency
description: A class to specify the frequency at which calculation period end dates
  occur within the regular part of the calculation period schedule and their roll
  date convention.
comments:
- 'Rosetta condition: FpML_ird_57 — if period = PeriodExtendedEnum -> M or period
  = PeriodExtendedEnum -> Y then rollConvention <> RollConventionEnum -> NONE and
  rollConvention <> RollConventionEnum -> SFE and rollConvention <> RollConventionEnum
  -> MON and rollConvention <> RollConventionEnum -> TUE and rollConvention <> RollConventionEnum
  -> WED and rollConvention <> RollConventionEnum -> THU and rollConvention <> RollConventionEnum
  -> FRI and rollConvention <> RollConventionEnum -> SAT and rollConvention <> RollConventionEnum
  -> SUN'
- 'Rosetta condition: FpML_ird_58 — if period = PeriodExtendedEnum -> W then rollConvention
  = RollConventionEnum -> NONE or rollConvention = RollConventionEnum -> SFE or rollConvention
  = RollConventionEnum -> MON or rollConvention = RollConventionEnum -> TUE or rollConvention
  = RollConventionEnum -> WED or rollConvention = RollConventionEnum -> THU or rollConvention
  = RollConventionEnum -> FRI or rollConvention = RollConventionEnum -> SAT or rollConvention
  = RollConventionEnum -> SUN'
- 'Rosetta condition: FpML_ird_60 — if period = PeriodExtendedEnum -> T then rollConvention
  = RollConventionEnum -> NONE'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationPeriodFrequency
is_a: Frequency
attributes:
  rollConvention:
    name: rollConvention
    description: The roll convention specifies the period term as part of a periodic
      schedule, i.e. the calculation period end date within the regular part of the
      calculation period. The value could be a rule, e.g. IMM Settlement Dates, which
      is the 3rd Wednesday of the month, or it could be a specific day of the month,
      such as the first day of the applicable month. It is used in conjunction with
      a frequency and the regular period start date of a calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodFrequency.rollConvention
    rank: 1000
    owner: CalculationPeriodFrequency
    domain_of:
    - CalculationPeriodFrequency
    range: RollConventionEnum
    required: true
  balanceOfFirstPeriod:
    name: balanceOfFirstPeriod
    description: Indicates, when true, that that the first Calculation Period should
      run from the Effective Date to the end of the calendar period in which the Effective
      Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long
      and Effective Date is Jan 15. If false, the first Calculation Period should
      run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the
      calculation periods are one month long and Effective Date is Jan 15. Mostly
      used in Commmodity Swaps.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriodFrequency.balanceOfFirstPeriod
    rank: 1000
    owner: CalculationPeriodFrequency
    domain_of:
    - CalculationPeriodFrequency
    range: boolean
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2, or 3. If the period value is
      T (Term) then period multiplier must contain the value 1.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CalculationPeriodFrequency
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month, year or term of the stream.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: CalculationPeriodFrequency
    domain_of:
    - Frequency
    - Period
    - PeriodBound
    - CalculationFrequency
    - Velocity
    - AverageTradingVolume
    range: PeriodExtendedEnum
    required: true