Class: ObservationShiftCalculation

Parameters to describe the observation shift for a daily compounded or averaged floating rate. This type is used to represent modular computed rates in interestRatePayouts.

URI: common_domain_model:ObservationShiftCalculation

 classDiagram
    class ObservationShiftCalculation
    click ObservationShiftCalculation href "../ObservationShiftCalculation/"
      ObservationShiftCalculation : additionalBusinessDays





        ObservationShiftCalculation --> "0..1" BusinessCenters : additionalBusinessDays
        click BusinessCenters href "../BusinessCenters/"



      ObservationShiftCalculation : calculationBase





        ObservationShiftCalculation --> "0..1" ObservationPeriodDatesEnum : calculationBase
        click ObservationPeriodDatesEnum href "../ObservationPeriodDatesEnum/"



      ObservationShiftCalculation : offsetDays

Slots

Name	Cardinality and Range	Description	Inheritance
offsetDays	0..1 Integer	The number of days of observation shift	direct
calculationBase	0..1 ObservationPeriodDatesEnum	Whether the rate is calculated in advance, in arrears, or relative to a reset...	direct
additionalBusinessDays	0..1 BusinessCenters	Any additional business days that be applicable	direct

Usages

used by	used in	type	used
FloatingRateCalculationParameters	observationShiftCalculation	range	ObservationShiftCalculation

In Subsets

CdmObservableAssetCalculatedrate

Identifier and Mapping Information

Schema Source

from schema: https://w3id.org/lmodel/common-domain-model

Mappings

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

LinkML Source

Direct

name: ObservationShiftCalculation
description: Parameters to describe the observation shift for a daily compounded or
  averaged floating rate. This type is used to represent modular computed rates in
  interestRatePayouts.
in_subset:
- cdm_observable_asset_calculatedrate
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- offsetDays
- calculationBase
- additionalBusinessDays
slot_usage:
  offsetDays:
    name: offsetDays
    description: The number of days of observation shift.
    range: integer
    required: false

Induced

name: ObservationShiftCalculation
description: Parameters to describe the observation shift for a daily compounded or
  averaged floating rate. This type is used to represent modular computed rates in
  interestRatePayouts.
in_subset:
- cdm_observable_asset_calculatedrate
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  offsetDays:
    name: offsetDays
    description: The number of days of observation shift.
    range: integer
    required: false
attributes:
  offsetDays:
    name: offsetDays
    description: The number of days of observation shift.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationFrequency.offsetDays
    rank: 1000
    owner: ObservationShiftCalculation
    domain_of:
    - CalculationFrequency
    - OffsetCalculation
    - ObservationShiftCalculation
    range: integer
    required: false
  calculationBase:
    name: calculationBase
    description: Whether the rate is calculated in advance, in arrears, or relative
      to a reset date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ObservationShiftCalculation
    domain_of:
    - ObservationShiftCalculation
    range: ObservationPeriodDatesEnum
  additionalBusinessDays:
    name: additionalBusinessDays
    description: Any additional business days that be applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ObservationShiftCalculation
    domain_of:
    - ObservationShiftCalculation
    range: BusinessCenters