Class: FinalCalculationPeriodDateAdjustment

A data to: define business date convention adjustment to final payment period per leg.

URI: common_domain_model:FinalCalculationPeriodDateAdjustment

 classDiagram
    class FinalCalculationPeriodDateAdjustment
    click FinalCalculationPeriodDateAdjustment href "../FinalCalculationPeriodDateAdjustment/"
      FinalCalculationPeriodDateAdjustment : businessDayConvention





        FinalCalculationPeriodDateAdjustment --> "1" BusinessDayConventionEnum : businessDayConvention
        click BusinessDayConventionEnum href "../BusinessDayConventionEnum/"



      FinalCalculationPeriodDateAdjustment : relevantUnderlyingDateReference





        FinalCalculationPeriodDateAdjustment --> "1" AdjustableOrRelativeDates : relevantUnderlyingDateReference
        click AdjustableOrRelativeDates href "../AdjustableOrRelativeDates/"



      FinalCalculationPeriodDateAdjustment : swapStreamReference





        FinalCalculationPeriodDateAdjustment --> "1" InterestRatePayout : swapStreamReference
        click InterestRatePayout href "../InterestRatePayout/"

Slots

Name	Cardinality and Range	Description	Inheritance
relevantUnderlyingDateReference	1 AdjustableOrRelativeDates	Reference to the unadjusted cancellation effective dates	direct
swapStreamReference	1 InterestRatePayout	Reference to the leg, where date adjustments may apply	direct
businessDayConvention	1 BusinessDayConventionEnum	Override business date convention	direct

Usages

used by	used in	type	used
CancelableProvision	finalCalculationPeriodDateAdjustment	range	FinalCalculationPeriodDateAdjustment

In Subsets

CdmProductCommonSchedule

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FinalCalculationPeriodDateAdjustment
description: 'A data to:  define business date convention adjustment to final payment
  period per leg.'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- relevantUnderlyingDateReference
- swapStreamReference
- businessDayConvention
slot_usage:
  businessDayConvention:
    name: businessDayConvention
    description: Override business date convention. This takes precedence over leg
      level information.

Induced

name: FinalCalculationPeriodDateAdjustment
description: 'A data to:  define business date convention adjustment to final payment
  period per leg.'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  businessDayConvention:
    name: businessDayConvention
    description: Override business date convention. This takes precedence over leg
      level information.
attributes:
  relevantUnderlyingDateReference:
    name: relevantUnderlyingDateReference
    annotations:
      metadata_reference:
        tag: metadata_reference
        value: true
    description: Reference to the unadjusted cancellation effective dates.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FinalCalculationPeriodDateAdjustment
    domain_of:
    - FinalCalculationPeriodDateAdjustment
    range: AdjustableOrRelativeDates
    required: true
  swapStreamReference:
    name: swapStreamReference
    annotations:
      metadata_reference:
        tag: metadata_reference
        value: true
    description: Reference to the leg, where date adjustments may apply.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FinalCalculationPeriodDateAdjustment
    domain_of:
    - FinalCalculationPeriodDateAdjustment
    range: InterestRatePayout
    required: true
  businessDayConvention:
    name: businessDayConvention
    description: Override business date convention. This takes precedence over leg
      level information.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessDateRange.businessDayConvention
    rank: 1000
    owner: FinalCalculationPeriodDateAdjustment
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - FinalCalculationPeriodDateAdjustment
    - FxFixingDate
    range: BusinessDayConventionEnum
    required: true