Class: FxLinkedNotionalSchedule

A data to: describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.

URI: common_domain_model:FxLinkedNotionalSchedule

 classDiagram
    class FxLinkedNotionalSchedule
    click FxLinkedNotionalSchedule href "../FxLinkedNotionalSchedule/"
      FxLinkedNotionalSchedule : fixingTime





        FxLinkedNotionalSchedule --> "0..1" BusinessCenterTime : fixingTime
        click BusinessCenterTime href "../BusinessCenterTime/"



      FxLinkedNotionalSchedule : fxSpotRateSource





        FxLinkedNotionalSchedule --> "1" FxSpotRateSource : fxSpotRateSource
        click FxSpotRateSource href "../FxSpotRateSource/"



      FxLinkedNotionalSchedule : varyingNotionalCurrency

      FxLinkedNotionalSchedule : varyingNotionalFixingDates





        FxLinkedNotionalSchedule --> "1" RelativeDateOffset : varyingNotionalFixingDates
        click RelativeDateOffset href "../RelativeDateOffset/"



      FxLinkedNotionalSchedule : varyingNotionalInterimExchangePaymentDates





        FxLinkedNotionalSchedule --> "1" RelativeDateOffset : varyingNotionalInterimExchangePaymentDates
        click RelativeDateOffset href "../RelativeDateOffset/"

Slots

Name	Cardinality and Range	Description	Inheritance
varyingNotionalCurrency	1 string	The currency of the varying notional amount, i	direct
varyingNotionalFixingDates	1 RelativeDateOffset	The dates on which spot currency exchange rates are observed for purposes of ...	direct
fxSpotRateSource	1 FxSpotRateSource	The information source and time at which the spot currency exchange rate will...	direct
fixingTime	0..1 BusinessCenterTime	The time at which the spot currency exchange rate will be observed	direct
varyingNotionalInterimExchangePaymentDates	1 RelativeDateOffset	The dates on which interim exchanges of notional are paid	direct

Usages

used by	used in	type	used
QuantityMultiplier	fxLinkedNotionalSchedule	range	FxLinkedNotionalSchedule

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:FxLinkedNotionalSchedule
native	common_domain_model:FxLinkedNotionalSchedule

LinkML Source

Direct

name: FxLinkedNotionalSchedule
description: 'A data to:  describe a notional schedule where each notional that applies
  to a calculation period is calculated with reference to a notional amount or notional
  amount schedule in a different currency by means of a spot currency exchange rate
  which is normally observed at the beginning of each period.'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- varyingNotionalCurrency
- varyingNotionalFixingDates
- fxSpotRateSource
- fixingTime
- varyingNotionalInterimExchangePaymentDates
slot_usage:
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.

Induced

name: FxLinkedNotionalSchedule
description: 'A data to:  describe a notional schedule where each notional that applies
  to a calculation period is calculated with reference to a notional amount or notional
  amount schedule in a different currency by means of a spot currency exchange rate
  which is normally observed at the beginning of each period.'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.
attributes:
  varyingNotionalCurrency:
    name: varyingNotionalCurrency
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The currency of the varying notional amount, i.e. the notional amount
      being determined periodically based on observation of a spot currency exchange
      rate. 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: FxLinkedNotionalSchedule
    domain_of:
    - FxLinkedNotionalSchedule
    range: string
    required: true
  varyingNotionalFixingDates:
    name: varyingNotionalFixingDates
    description: The dates on which spot currency exchange rates are observed for
      purposes of determining the varying notional currency amount that will apply
      to a calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxLinkedNotionalSchedule
    domain_of:
    - FxLinkedNotionalSchedule
    range: RelativeDateOffset
    required: true
  fxSpotRateSource:
    name: fxSpotRateSource
    description: The information source and time at which the spot currency exchange
      rate will be observed.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxLinkedNotionalSchedule
    domain_of:
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: FxSpotRateSource
    required: true
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxLinkedNotionalSchedule
    domain_of:
    - FxInformationSource
    - FloatingRateIndexFixingDetails
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: BusinessCenterTime
  varyingNotionalInterimExchangePaymentDates:
    name: varyingNotionalInterimExchangePaymentDates
    description: The dates on which interim exchanges of notional are paid. Interim
      exchanges will arise as a result of changes in the spot currency exchange amount
      or changes in the constant notional schedule (e.g. amortisation).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: FxLinkedNotionalSchedule
    domain_of:
    - FxLinkedNotionalSchedule
    range: RelativeDateOffset
    required: true