Class: DatedValue

name: DatedValue
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"UpdateDatedValues","description":"Updates the amounts of the
      dated values based on the given QuantityChangeDirectionEnum. For all periods
      after the effective date of the change, if the direction is Increase, the old
      amount and change amount are summed, if the direction is Decrease, then the
      change amount is subtracted from the old amount, and if the direction is Replace
      then the change amount replaces the old amount.","inputs":[{"name":"datedValues","type":"DatedValue","cardinality":"0..*"},{"name":"changeAmount","type":"number","cardinality":"0..1"},{"name":"direction","type":"QuantityChangeDirectionEnum","cardinality":"1..1"},{"name":"effectiveDate","type":"date","cardinality":"0..1"}],"output":{"name":"newdatedValues","type":"DatedValue","cardinality":"0..*"}}]'
description: Defines a date and value pair. This definition is used for varying rate
  or amount schedules, e.g. a notional amortisation or a step-up coupon schedule.
comments:
- 'Rosetta func: UpdateDatedValues — Updates the amounts of the dated values based
  on the given QuantityChangeDirectionEnum. For all periods after the effective date
  of the change, if the direction is Increase, the old amount and change amount are
  summed, if the direction is Decrease, then the change amount is subtracted from
  the old amount, and if the direction is Replace then the change amount replaces
  the old amount.'
in_subset:
- cdm_base_math
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- date
- value
slot_usage:
  date:
    name: date
    description: The date on which the associated step value becomes effective. This
      day may be subject to adjustment in accordance with a business day convention.
    multivalued: false
  value:
    name: value
    description: The rate of amount which becomes effective on the associated step
      date. A rate of 5% would be represented as 0.05.
    required: true

name: DatedValue
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"UpdateDatedValues","description":"Updates the amounts of the
      dated values based on the given QuantityChangeDirectionEnum. For all periods
      after the effective date of the change, if the direction is Increase, the old
      amount and change amount are summed, if the direction is Decrease, then the
      change amount is subtracted from the old amount, and if the direction is Replace
      then the change amount replaces the old amount.","inputs":[{"name":"datedValues","type":"DatedValue","cardinality":"0..*"},{"name":"changeAmount","type":"number","cardinality":"0..1"},{"name":"direction","type":"QuantityChangeDirectionEnum","cardinality":"1..1"},{"name":"effectiveDate","type":"date","cardinality":"0..1"}],"output":{"name":"newdatedValues","type":"DatedValue","cardinality":"0..*"}}]'
description: Defines a date and value pair. This definition is used for varying rate
  or amount schedules, e.g. a notional amortisation or a step-up coupon schedule.
comments:
- 'Rosetta func: UpdateDatedValues — Updates the amounts of the dated values based
  on the given QuantityChangeDirectionEnum. For all periods after the effective date
  of the change, if the direction is Increase, the old amount and change amount are
  summed, if the direction is Decrease, then the change amount is subtracted from
  the old amount, and if the direction is Replace then the change amount replaces
  the old amount.'
in_subset:
- cdm_base_math
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  date:
    name: date
    description: The date on which the associated step value becomes effective. This
      day may be subject to adjustment in accordance with a business day convention.
    multivalued: false
  value:
    name: value
    description: The rate of amount which becomes effective on the associated step
      date. A rate of 5% would be represented as 0.05.
    required: true
attributes:
  date:
    name: date
    description: The date on which the associated step value becomes effective. This
      day may be subject to adjustment in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DatedValue
    domain_of:
    - DateList
    - DatedValue
    - CalculateTransferInstruction
    - OtherAgreement
    - AmendmentEffectiveDate
    - CSAValuationDate
    range: date
    required: true
    multivalued: false
  value:
    name: value
    description: The rate of amount which becomes effective on the associated step
      date. A rate of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DatedValue
    domain_of:
    - MeasureBase
    - Schedule
    - DatedValue
    - Taxonomy
    - TaxonomyClassification
    - CodeValue
    - AdjustmentFactor
    - AccrualFactor
    - DisputeResolution
    - OtherEligibleAndPostedSupport
    - CSAThresholdVariableSet
    - CSAMinimumTransferAmountVariableSet
    - MasterAgreementVariableSet
    range: decimal
    required: true