Class: DiscountingMethod

A data defining: discounting information. The 2000 ISDA definitions, section 8.4. discounting (related to the calculation of a discounted fixed amount or floating amount) apply. This type must only be included if discounting applies.

URI: common_domain_model:DiscountingMethod

 classDiagram
    class DiscountingMethod
    click DiscountingMethod href "../DiscountingMethod/"
      DiscountingMethod : discountingType





        DiscountingMethod --> "1" DiscountingTypeEnum : discountingType
        click DiscountingTypeEnum href "../DiscountingTypeEnum/"



      DiscountingMethod : discountRate

      DiscountingMethod : discountRateDayCountFraction





        DiscountingMethod --> "0..1" DayCountFractionEnum : discountRateDayCountFraction
        click DayCountFractionEnum href "../DayCountFractionEnum/"

Slots

Name	Cardinality and Range	Description	Inheritance
discountingType	1 DiscountingTypeEnum	The discounting method that is applicable	direct
discountRate	0..1 Decimal	A discount rate, expressed as a decimal, to be used in the calculation of a d...	direct
discountRateDayCountFraction	0..1 DayCountFractionEnum	A discount day count fraction to be used in the calculation of a discounted a...	direct

Usages

used by	used in	type	used
InterestRatePayout	discountingMethod	range	DiscountingMethod

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'discountRateDayCountFraction': {'required': True}}`	`{'discountRate': {'required': True}}`

In Subsets

CdmProductAsset

Comments

Rosetta condition: DiscountRate — if discountRateDayCountFraction exists then discountRate exists

Identifier and Mapping Information

Schema Source

from schema: https://w3id.org/lmodel/common-domain-model

Mappings

Mapping Type	Mapped Value
self	common_domain_model:DiscountingMethod
native	common_domain_model:DiscountingMethod

LinkML Source

Direct

name: DiscountingMethod
description: 'A data defining:  discounting information. The 2000 ISDA definitions,
  section 8.4. discounting (related to the calculation of a discounted fixed amount
  or floating amount) apply. This type must only be included if discounting applies.'
comments:
- 'Rosetta condition: DiscountRate — if discountRateDayCountFraction exists then discountRate
  exists'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- discountingType
- discountRate
- discountRateDayCountFraction
rules:
- preconditions:
    slot_conditions:
      discountRateDayCountFraction:
        name: discountRateDayCountFraction
        required: true
  postconditions:
    slot_conditions:
      discountRate:
        name: discountRate
        required: true
  description: In FpML discountingRate and discountRateDayCountFraction are part of
    an optional node, with discountingRate as the required element as part of that
    node.

Induced

name: DiscountingMethod
description: 'A data defining:  discounting information. The 2000 ISDA definitions,
  section 8.4. discounting (related to the calculation of a discounted fixed amount
  or floating amount) apply. This type must only be included if discounting applies.'
comments:
- 'Rosetta condition: DiscountRate — if discountRateDayCountFraction exists then discountRate
  exists'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  discountingType:
    name: discountingType
    description: The discounting method that is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DiscountingMethod
    domain_of:
    - DiscountingMethod
    range: DiscountingTypeEnum
    required: true
  discountRate:
    name: discountRate
    description: A discount rate, expressed as a decimal, to be used in the calculation
      of a discounted amount. A discount amount of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DiscountingMethod
    domain_of:
    - DiscountingMethod
    range: decimal
  discountRateDayCountFraction:
    name: discountRateDayCountFraction
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: A discount day count fraction to be used in the calculation of a
      discounted amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: DiscountingMethod
    domain_of:
    - DiscountingMethod
    range: DayCountFractionEnum
rules:
- preconditions:
    slot_conditions:
      discountRateDayCountFraction:
        name: discountRateDayCountFraction
        required: true
  postconditions:
    slot_conditions:
      discountRate:
        name: discountRate
        required: true
  description: In FpML discountingRate and discountRateDayCountFraction are part of
    an optional node, with discountingRate as the required element as part of that
    node.