Class: FxFixingDate

name: FxFixingDate
description: Extends the Offset structure to specify an FX fixing date as an offset
  to dates specified somewhere else in the document.
comments:
- 'Rosetta condition: BusinessCentersChoice — optional choice businessCenters, businessCentersReference'
- 'Rosetta condition: DateChoice — required choice dateRelativeToPaymentDates, dateRelativeToCalculationPeriodDates'
in_subset:
- cdm_product_common_settlement
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Offset
slots:
- businessDayConvention
- businessCenters
- businessCentersReference
- dateRelativeToPaymentDates
- dateRelativeToCalculationPeriodDates
- dateRelativeToValuationDates
- fxFixingDate
slot_usage:
  businessDayConvention:
    name: businessDayConvention
    required: false
  businessCentersReference:
    name: businessCentersReference
    description: A reference to a set of financial business centers defined elsewhere
      in the document. This set of business centers is used to determine whether a
      particular day is a business day or not.
  fxFixingDate:
    name: fxFixingDate
    description: Describes the specific date when a non-deliverable forward or cash-settled
      option will 'fix' against a particular rate, which will be used to compute the
      ultimate cash settlement. This element should be omitted where a single, discrete
      fixing date cannot be identified e.g. on an american option, where fixing may
      occur at any date on a continuous range.  This attribute was formerly part of
      'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms'
      that includes a 'ValuationDate'.
    range: AdjustableOrRelativeDate
rules:
- postconditions:
    any_of:
    - slot_conditions:
        businessCenters:
          name: businessCenters
          required: true
    - slot_conditions:
        businessCentersReference:
          name: businessCentersReference
          required: true
  description: condition to represent an FpML choice construct.
- postconditions:
    exactly_one_of:
    - slot_conditions:
        dateRelativeToPaymentDates:
          name: dateRelativeToPaymentDates
          required: true
    - slot_conditions:
        dateRelativeToCalculationPeriodDates:
          name: dateRelativeToCalculationPeriodDates
          required: true
  description: condition to represent an FpML choice construct.

name: FxFixingDate
description: Extends the Offset structure to specify an FX fixing date as an offset
  to dates specified somewhere else in the document.
comments:
- 'Rosetta condition: BusinessCentersChoice — optional choice businessCenters, businessCentersReference'
- 'Rosetta condition: DateChoice — required choice dateRelativeToPaymentDates, dateRelativeToCalculationPeriodDates'
in_subset:
- cdm_product_common_settlement
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Offset
slot_usage:
  businessDayConvention:
    name: businessDayConvention
    required: false
  businessCentersReference:
    name: businessCentersReference
    description: A reference to a set of financial business centers defined elsewhere
      in the document. This set of business centers is used to determine whether a
      particular day is a business day or not.
  fxFixingDate:
    name: fxFixingDate
    description: Describes the specific date when a non-deliverable forward or cash-settled
      option will 'fix' against a particular rate, which will be used to compute the
      ultimate cash settlement. This element should be omitted where a single, discrete
      fixing date cannot be identified e.g. on an american option, where fixing may
      occur at any date on a continuous range.  This attribute was formerly part of
      'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms'
      that includes a 'ValuationDate'.
    range: AdjustableOrRelativeDate
attributes:
  businessDayConvention:
    name: businessDayConvention
    description: The convention for adjusting a date if it would otherwise fall on
      a day that is not a business day, as specified by an ISDA convention (e.g. Following,
      Precedent).
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessDateRange.businessDayConvention
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - FinalCalculationPeriodDateAdjustment
    - FxFixingDate
    range: BusinessDayConventionEnum
    required: false
  businessCenters:
    name: businessCenters
    description: The business center(s), specified either explicitly or by reference
      to those specified somewhere else in the instance document.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessDateRange.businessCenters
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
  businessCentersReference:
    name: businessCentersReference
    annotations:
      metadata_reference:
        tag: metadata_reference
        value: true
    description: A reference to a set of financial business centers defined elsewhere
      in the document. This set of business centers is used to determine whether a
      particular day is a business day or not.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessCenters.businessCentersReference
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - BusinessCenters
    - RelativeDateOffset
    - FxFixingDate
    range: BusinessCenters
  dateRelativeToPaymentDates:
    name: dateRelativeToPaymentDates
    description: The payment date references on which settlements in non-deliverable
      currency are due and will then have to be converted according to the terms specified
      through the other parts of the nonDeliverableSettlement structure.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - FxFixingDate
    range: DateRelativeToPaymentDates
  dateRelativeToCalculationPeriodDates:
    name: dateRelativeToCalculationPeriodDates
    description: The calculation period references on which settlements in non-deliverable
      currency are due and will then have to be converted according to the terms specified
      through the other parts of the nonDeliverableSettlement structure. Implemented
      for Brazilian-CDI swaps where it will refer to the termination date of the appropriate
      leg.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - FxFixingDate
    range: DateRelativeToCalculationPeriodDates
  dateRelativeToValuationDates:
    name: dateRelativeToValuationDates
    description: The calculation period references on which settlements in non-deliverable
      currency are due and will then have to be converted according to the terms specified
      through the other parts of the nonDeliverableSettlement structure. Implemented
      for Brazilian-CDI swaps where it will refer to the termination date of the appropriate
      leg.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - FxFixingDate
    range: DateRelativeToValuationDates
  fxFixingDate:
    name: fxFixingDate
    description: Describes the specific date when a non-deliverable forward or cash-settled
      option will 'fix' against a particular rate, which will be used to compute the
      ultimate cash settlement. This element should be omitted where a single, discrete
      fixing date cannot be identified e.g. on an american option, where fixing may
      occur at any date on a continuous range.  This attribute was formerly part of
      'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms'
      that includes a 'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - ValuationDate
    - FxFixingDate
    range: AdjustableOrRelativeDate
  dayType:
    name: dayType
    description: In the case of an offset specified as a number of days, this element
      defines whether consideration is given as to whether a day is a good business
      day or not. If a day type of business days is specified then non-business days
      are ignored when calculating the offset. The financial business centers to use
      for determination of business days are implied by the context in which this
      element is used. This element must only be included when the offset is specified
      as a number of days. If the offset is zero days then the dayType element should
      not be included.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can
      be used when specifying an offset relative to another date, e.g. -2 days.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month or year of the stream. If
      the periodMultiplier value is 0 (zero) then period must contain the value D
      (day).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - Frequency
    - Period
    - PeriodBound
    - CalculationFrequency
    - Velocity
    - AverageTradingVolume
    range: PeriodEnum
    required: true
rules:
- postconditions:
    any_of:
    - slot_conditions:
        businessCenters:
          name: businessCenters
          required: true
    - slot_conditions:
        businessCentersReference:
          name: businessCentersReference
          required: true
  description: condition to represent an FpML choice construct.
- postconditions:
    exactly_one_of:
    - slot_conditions:
        dateRelativeToPaymentDates:
          name: dateRelativeToPaymentDates
          required: true
    - slot_conditions:
        dateRelativeToCalculationPeriodDates:
          name: dateRelativeToCalculationPeriodDates
          required: true
  description: condition to represent an FpML choice construct.