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Class: FutureValueAmount

A class defining a currency and a future value date.

URI: common_domain_model:FutureValueAmount

 classDiagram
    class FutureValueAmount
    click FutureValueAmount href "../FutureValueAmount/"
      FutureValueAmount : calculationPeriodNumberOfDays

      FutureValueAmount : currency

      FutureValueAmount : quantity





        FutureValueAmount --> "0..1" NonNegativeQuantitySchedule : quantity
        click NonNegativeQuantitySchedule href "../NonNegativeQuantitySchedule/"



      FutureValueAmount : valueDate

Slots

Name Cardinality and Range Description Inheritance
quantity 0..1
NonNegativeQuantitySchedule		 Specifies quantity amount returned if not the full amount from the TradeState... direct
currency 1
string		 The currency in which the an amount is denominated direct
calculationPeriodNumberOfDays 1
Integer		 The number of days from the adjusted calculation period start date to the adj... direct
valueDate 1
date		 Adjusted value date of the future value amount direct

Usages

used by used in type used
ResolvablePriceQuantity futureValueNotional range FutureValueAmount

Rules

Rule Applied Preconditions Postconditions Elseconditions

In Subsets

Comments

  • Rosetta condition: PositiveCalculationPeriodNumberOfDays — calculationPeriodNumberOfDays >= 0

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: FutureValueAmount
description: A class defining a currency and a future value date.
comments:
- 'Rosetta condition: PositiveCalculationPeriodNumberOfDays — calculationPeriodNumberOfDays
  >= 0'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- quantity
- currency
- calculationPeriodNumberOfDays
- valueDate
slot_usage:
  quantity:
    name: quantity
    range: NonNegativeQuantitySchedule
  currency:
    name: currency
    description: The currency in which the an amount is denominated. The list of valid
      currencies is not presently positioned as an enumeration as part of the CDM
      because that scope is limited to the values specified by ISDA and FpML. As a
      result, implementers have to make reference to the relevant standard, such as
      the ISO 4217 standard for currency codes.
    required: true
rules:
- postconditions:
    slot_conditions:
      calculationPeriodNumberOfDays:
        name: calculationPeriodNumberOfDays
        minimum_value: 0
  description: FpML specifies calculationPeriodNumberOfDays as a positiveInteger.

Induced

name: FutureValueAmount
description: A class defining a currency and a future value date.
comments:
- 'Rosetta condition: PositiveCalculationPeriodNumberOfDays — calculationPeriodNumberOfDays
  >= 0'
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  quantity:
    name: quantity
    range: NonNegativeQuantitySchedule
  currency:
    name: currency
    description: The currency in which the an amount is denominated. The list of valid
      currencies is not presently positioned as an enumeration as part of the CDM
      because that scope is limited to the values specified by ISDA and FpML. As a
      result, implementers have to make reference to the relevant standard, such as
      the ISO 4217 standard for currency codes.
    required: true
attributes:
  quantity:
    name: quantity
    description: Specifies quantity amount returned if not the full amount from the
      TradeState, e.g. partial return
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculateTransferInstruction.quantity
    rank: 1000
    owner: FutureValueAmount
    domain_of:
    - CalculateTransferInstruction
    - ReturnInstruction
    - AvailableInventoryRecord
    - PriceQuantity
    - BasketConstituent
    - FutureValueAmount
    - AssetFlowBase
    - PortfolioReturnTerms
    range: NonNegativeQuantitySchedule
  currency:
    name: currency
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The currency in which the an amount is denominated. The list of valid
      currencies is not presently positioned as an enumeration as part of the CDM
      because that scope is limited to the values specified by ISDA and FpML. As a
      result, implementers have to make reference to the relevant standard, such as
      the ISO 4217 standard for currency codes.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FutureValueAmount
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - MinimumTransferAmountRatingsBased
    - LegacyIndependentAmountRatingsBased
    - FloatingRateIndexIdentification
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - AmountSchedule
    - CollateralInterestParameters
    - ComputedAmount
    range: string
    required: true
  calculationPeriodNumberOfDays:
    name: calculationPeriodNumberOfDays
    description: The number of days from the adjusted calculation period start date
      to the adjusted value date, calculated in accordance with the applicable day
      count fraction.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FutureValueAmount
    domain_of:
    - FutureValueAmount
    - CalculationPeriod
    range: integer
    required: true
  valueDate:
    name: valueDate
    description: Adjusted value date of the future value amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FutureValueAmount
    domain_of:
    - FutureValueAmount
    - SettlementDate
    range: date
    required: true
rules:
- postconditions:
    slot_conditions:
      calculationPeriodNumberOfDays:
        name: calculationPeriodNumberOfDays
        minimum_value: 0
  description: FpML specifies calculationPeriodNumberOfDays as a positiveInteger.