Subset: CdmProductCommonSchedule
Classes defined in the cdm_product_common_schedule module.
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Classes in subset
| Class | Description |
|---|---|
| AmountSchedule | A class to specify a currency amount or a currency amount schedule |
| AveragingObservationList | An unordered list of weighted averaging observations |
| AveragingPeriod | Period over which an average value is taken |
| CalculationPeriod | A data defining: the parameters used in the calculation of a fixed or floati... |
| CalculationPeriodBase | The calculation period adjusted start and end dates, which are the baseline a... |
| CalculationPeriodData | |
| CalculationPeriodDates | A data for: defining the parameters used to generate the calculation period ... |
| DateRelativeToCalculationPeriodDates | A data to: provide the ability to point to multiple payment nodes in the doc... |
| DateRelativeToPaymentDates | A data to: provide the ability to point to multiple payment nodes in the doc... |
| DateRelativeToValuationDates | A data to: provide the ability to point to multiple payment nodes in the doc... |
| FinalCalculationPeriodDateAdjustment | A data to: define business date convention adjustment to final payment perio... |
| FxLinkedNotionalAmount | A data to: describe the cashflow representation for FX linked notionals |
| FxLinkedNotionalSchedule | A data to: describe a notional schedule where each notional that applies to ... |
| InitialFixingDate | A CDM class which purpose is to specify the initial fixing date either alongs... |
| Lag | The pricing period per calculation period if the pricing days do not wholly f... |
| ObservationDate | Specifies a single date on which market observations take place and specifies... |
| ObservationDates | Describes date details for a set of observation dates in parametric or non-pa... |
| ObservationSchedule | Specifies a single date on which market observations take place and specifies... |
| ObservationTerms | Class containing terms that are associated with observing a price/benchmark/i... |
| ParametricDates | Defines rules for the dates on which the price will be determined |
| PaymentCalculationPeriod | A data defining: the adjusted payment date and associated calculation period... |
| PaymentDates | Specifies the parameters to generate the payment date schedule, either throug... |
| PaymentDateSchedule | The payment dates when specified as relative to a set of dates specified some... |
| RateSchedule | A class defining a schedule of rates or amounts in terms of an initial value ... |
| ResetDates | A data defining: the parameters used to generate the reset dates schedule an... |
| ResetFrequency | A class defining the reset frequency |
| StubCalculationPeriodAmount | A data defining: how the initial or final stub calculation period amounts is... |
| StubPeriod | A class defining how the initial or final stub calculation period amounts is... |
| WeightedAveragingObservation | A single weighted averaging observation |