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Class: MultipleValuationDates

URI: common_domain_model:MultipleValuationDates

 classDiagram
    class MultipleValuationDates
    click MultipleValuationDates href "../MultipleValuationDates/"
      SingleValuationDate <|-- MultipleValuationDates
        click SingleValuationDate href "../SingleValuationDate/"

      MultipleValuationDates : businessDays

      MultipleValuationDates : businessDaysThereafter

      MultipleValuationDates : numberValuationDates

Inheritance

Slots

Name Cardinality and Range Description Inheritance
businessDaysThereafter 0..1
Integer		 The number of business days between successive valuation dates when multiple ... direct
numberValuationDates 0..1
Integer		 Where multiple valuation dates are specified as being applicable for cash set... direct
businessDays 0..1
Integer		 A number of business days SingleValuationDate

Usages

used by used in type used
ValuationDate multipleValuationDates range MultipleValuationDates

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'businessDaysThereafter': {'required': True}} {'businessDaysThereafter': {'minimum_value': 0}}

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'numberValuationDates': {'required': True}} {'numberValuationDates': {'minimum_value': 0}}

In Subsets

Comments

  • Rosetta condition: BusinessDaysThereafter — if businessDaysThereafter exists then businessDaysThereafter >= 0
  • Rosetta condition: NumberValuationDates — if numberValuationDates exists then numberValuationDates >= 0

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: MultipleValuationDates
comments:
- 'Rosetta condition: BusinessDaysThereafter — if businessDaysThereafter exists then
  businessDaysThereafter >= 0'
- 'Rosetta condition: NumberValuationDates — if numberValuationDates exists then numberValuationDates
  >= 0'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: SingleValuationDate
slots:
- businessDaysThereafter
- numberValuationDates
rules:
- preconditions:
    slot_conditions:
      businessDaysThereafter:
        name: businessDaysThereafter
        required: true
  postconditions:
    slot_conditions:
      businessDaysThereafter:
        name: businessDaysThereafter
        minimum_value: 0
  description: FpML specifies businessDaysThereafter as a PositiveInteger.
- preconditions:
    slot_conditions:
      numberValuationDates:
        name: numberValuationDates
        required: true
  postconditions:
    slot_conditions:
      numberValuationDates:
        name: numberValuationDates
        minimum_value: 0
  description: FpML specifies numberValuationDates as a PositiveInteger.

Induced

name: MultipleValuationDates
comments:
- 'Rosetta condition: BusinessDaysThereafter — if businessDaysThereafter exists then
  businessDaysThereafter >= 0'
- 'Rosetta condition: NumberValuationDates — if numberValuationDates exists then numberValuationDates
  >= 0'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: SingleValuationDate
attributes:
  businessDaysThereafter:
    name: businessDaysThereafter
    description: 'The number of business days between successive valuation dates when
      multiple valuation dates are applicable for cash settlement. ISDA 2003 Term:
      Business Days thereafter.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MultipleValuationDates
    domain_of:
    - MultipleValuationDates
    range: integer
  numberValuationDates:
    name: numberValuationDates
    description: 'Where multiple valuation dates are specified as being applicable
      for cash settlement, this element specifies (a) the number of applicable valuation
      dates, and (b) the number of business days after satisfaction of all conditions
      to settlement when the first such valuation date occurs, and (c) the number
      of business days thereafter of each successive valuation date. ISDA 2003 Term:
      Multiple Valuation Dates.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MultipleValuationDates
    domain_of:
    - MultipleValuationDates
    range: integer
  businessDays:
    name: businessDays
    description: 'A number of business days. Its precise meaning is dependant on the
      context in which this element is used. ISDA 2003 Term: Business Day.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MultipleValuationDates
    domain_of:
    - SingleValuationDate
    - PhysicalSettlementPeriod
    range: integer
rules:
- preconditions:
    slot_conditions:
      businessDaysThereafter:
        name: businessDaysThereafter
        required: true
  postconditions:
    slot_conditions:
      businessDaysThereafter:
        name: businessDaysThereafter
        minimum_value: 0
  description: FpML specifies businessDaysThereafter as a PositiveInteger.
- preconditions:
    slot_conditions:
      numberValuationDates:
        name: numberValuationDates
        required: true
  postconditions:
    slot_conditions:
      numberValuationDates:
        name: numberValuationDates
        minimum_value: 0
  description: FpML specifies numberValuationDates as a PositiveInteger.