Class: FixedAmountCalculationDetails

Type for reporting the detailed results of calculating a cash flow for a calculation period. This is enhanced relative to the FpML-based cashflows structure to allow more information to be returned about daily compounded rates.

URI: common_domain_model:FixedAmountCalculationDetails

 classDiagram
    class FixedAmountCalculationDetails
    click FixedAmountCalculationDetails href "../FixedAmountCalculationDetails/"
      FixedAmountCalculationDetails : calculatedAmount

      FixedAmountCalculationDetails : calculationPeriod





        FixedAmountCalculationDetails --> "1" CalculationPeriodBase : calculationPeriod
        click CalculationPeriodBase href "../CalculationPeriodBase/"



      FixedAmountCalculationDetails : calculationPeriodNotionalAmount





        FixedAmountCalculationDetails --> "1" Money : calculationPeriodNotionalAmount
        click Money href "../Money/"



      FixedAmountCalculationDetails : fixedRate

      FixedAmountCalculationDetails : yearFraction

Slots

Name	Cardinality and Range	Description	Inheritance
calculationPeriod	1 CalculationPeriodBase	The calculation period for which the floating calculation was performed	direct
calculationPeriodNotionalAmount	1 Money	The notional in effect during the calculation period	direct
fixedRate	1 Decimal	The value of the fixed rate that was used	direct
yearFraction	1 Decimal	The fraction of a year that this calculation represents, according to the day...	direct
calculatedAmount	1 Decimal	The amount of the cash flow that was computed, including any spreads and othe...	direct

In Subsets

CdmProductAsset

Comments

Rosetta func: FixedAmountCalculation — Calculates the fixed amount for a calculation period by looking up the notional and the fixed rate and multiplying by the year fraction.

Identifier and Mapping Information

Annotations

property

value

rosetta_functions

[{"name":"FixedAmountCalculation","description":"Calculates the fixed amount for a calculation period by looking up the notional and the fixed rate and multiplying by the year fraction.","inputs":[{"name":"interestRatePayout","type":"InterestRatePayout","cardinality":"1..1"},{"name":"calculationPeriod","type":"CalculationPeriodBase","cardinality":"1..1"},{"name":"notional","type":"number","cardinality":"0..1"}],"output":{"name":"fixedAmountDetails","type":"FixedAmountCalculationDetails","cardinality":"1..1"}}]

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FixedAmountCalculationDetails
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"FixedAmountCalculation","description":"Calculates the fixed
      amount for a calculation period by looking up the notional and the fixed rate
      and multiplying by the year fraction.","inputs":[{"name":"interestRatePayout","type":"InterestRatePayout","cardinality":"1..1"},{"name":"calculationPeriod","type":"CalculationPeriodBase","cardinality":"1..1"},{"name":"notional","type":"number","cardinality":"0..1"}],"output":{"name":"fixedAmountDetails","type":"FixedAmountCalculationDetails","cardinality":"1..1"}}]'
description: Type for reporting the detailed results of calculating a cash flow for
  a calculation period.  This is enhanced relative to the FpML-based cashflows structure
  to allow more information to be returned about daily compounded rates.
comments:
- 'Rosetta func: FixedAmountCalculation — Calculates the fixed amount for a calculation
  period by looking up the notional and the fixed rate and multiplying by the year
  fraction.'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- calculationPeriod
- calculationPeriodNotionalAmount
- fixedRate
- yearFraction
- calculatedAmount

Induced

name: FixedAmountCalculationDetails
annotations:
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"FixedAmountCalculation","description":"Calculates the fixed
      amount for a calculation period by looking up the notional and the fixed rate
      and multiplying by the year fraction.","inputs":[{"name":"interestRatePayout","type":"InterestRatePayout","cardinality":"1..1"},{"name":"calculationPeriod","type":"CalculationPeriodBase","cardinality":"1..1"},{"name":"notional","type":"number","cardinality":"0..1"}],"output":{"name":"fixedAmountDetails","type":"FixedAmountCalculationDetails","cardinality":"1..1"}}]'
description: Type for reporting the detailed results of calculating a cash flow for
  a calculation period.  This is enhanced relative to the FpML-based cashflows structure
  to allow more information to be returned about daily compounded rates.
comments:
- 'Rosetta func: FixedAmountCalculation — Calculates the fixed amount for a calculation
  period by looking up the notional and the fixed rate and multiplying by the year
  fraction.'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  calculationPeriod:
    name: calculationPeriod
    description: The calculation period for which the floating calculation was performed.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedAmountCalculationDetails
    domain_of:
    - FixedAmountCalculationDetails
    - PaymentCalculationPeriod
    - FloatingAmountCalculationDetails
    - SchedulePeriod
    range: CalculationPeriodBase
    required: true
  calculationPeriodNotionalAmount:
    name: calculationPeriodNotionalAmount
    description: The notional in effect during the calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedAmountCalculationDetails
    domain_of:
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    range: Money
    required: true
  fixedRate:
    name: fixedRate
    description: The value of the fixed rate that was used.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedAmountCalculationDetails
    domain_of:
    - FixedAmountCalculationDetails
    - CalculationPeriod
    - CollateralInterestCalculationParameters
    range: decimal
    required: true
  yearFraction:
    name: yearFraction
    description: The fraction of a year that this calculation represents, according
      to the day count fraction method.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedAmountCalculationDetails
    domain_of:
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    range: decimal
    required: true
  calculatedAmount:
    name: calculatedAmount
    description: The amount of the cash flow that was computed, including any spreads
      and other processing.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FixedAmountCalculationDetails
    domain_of:
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    range: decimal
    required: true