Class: FxLinkedNotionalAmount

A data to: describe the cashflow representation for FX linked notionals.

URI: common_domain_model:FxLinkedNotionalAmount

 classDiagram
    class FxLinkedNotionalAmount
    click FxLinkedNotionalAmount href "../FxLinkedNotionalAmount/"
      FxLinkedNotionalAmount : adjustedFxSpotFixingDate

      FxLinkedNotionalAmount : notionalAmount

      FxLinkedNotionalAmount : observedFxSpotRate

      FxLinkedNotionalAmount : resetDate

Slots

Name	Cardinality and Range	Description	Inheritance
resetDate	0..1 date	The reset date	direct
adjustedFxSpotFixingDate	0..1 date	The date on which the FX spot rate is observed	direct
observedFxSpotRate	0..1 Decimal	The actual observed FX spot rate	direct
notionalAmount	0..1 Decimal	The calculation period notional amount	direct

Usages

used by	used in	type	used
CalculationPeriod	fxLinkedNotionalAmount	range	FxLinkedNotionalAmount

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:FxLinkedNotionalAmount
native	common_domain_model:FxLinkedNotionalAmount

LinkML Source

Direct

name: FxLinkedNotionalAmount
description: 'A data to:  describe the cashflow representation for FX linked notionals.'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- resetDate
- adjustedFxSpotFixingDate
- observedFxSpotRate
- notionalAmount
slot_usage:
  resetDate:
    name: resetDate
    description: The reset date.
    required: false
  notionalAmount:
    name: notionalAmount
    description: The calculation period notional amount.

Induced

name: FxLinkedNotionalAmount
description: 'A data to:  describe the cashflow representation for FX linked notionals.'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  resetDate:
    name: resetDate
    description: The reset date.
    required: false
  notionalAmount:
    name: notionalAmount
    description: The calculation period notional amount.
attributes:
  resetDate:
    name: resetDate
    description: The reset date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxLinkedNotionalAmount
    domain_of:
    - ResetInstruction
    - Reset
    - RateObservation
    - FxLinkedNotionalAmount
    - FloatingRateSettingDetails
    range: date
    required: false
  adjustedFxSpotFixingDate:
    name: adjustedFxSpotFixingDate
    description: The date on which the FX spot rate is observed. This date should
      already be adjusted for any applicable business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxLinkedNotionalAmount
    domain_of:
    - FxLinkedNotionalAmount
    range: date
  observedFxSpotRate:
    name: observedFxSpotRate
    description: The actual observed FX spot rate.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxLinkedNotionalAmount
    domain_of:
    - FxLinkedNotionalAmount
    range: decimal
  notionalAmount:
    name: notionalAmount
    description: The calculation period notional amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationPeriod.notionalAmount
    rank: 1000
    owner: FxLinkedNotionalAmount
    domain_of:
    - CalculationPeriod
    - FxLinkedNotionalAmount
    range: decimal