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Class: ObservationTerms

_Class containing terms that are associated with observing a price/benchmark/index across either single or multiple observations. _

URI: common_domain_model:ObservationTerms

 classDiagram
    class ObservationTerms
    click ObservationTerms href "../ObservationTerms/"
      ObservationTerms : calculationPeriodDates





        ObservationTerms --> "0..1" CalculationPeriodDates : calculationPeriodDates
        click CalculationPeriodDates href "../CalculationPeriodDates/"



      ObservationTerms : informationSource





        ObservationTerms --> "0..1" FxSpotRateSource : informationSource
        click FxSpotRateSource href "../FxSpotRateSource/"



      ObservationTerms : numberOfObservationDates

      ObservationTerms : observationDates





        ObservationTerms --> "1" ObservationDates : observationDates
        click ObservationDates href "../ObservationDates/"



      ObservationTerms : observationTime





        ObservationTerms --> "0..1" BusinessCenterTime : observationTime
        click BusinessCenterTime href "../BusinessCenterTime/"



      ObservationTerms : observationTimeType





        ObservationTerms --> "0..1" TimeTypeEnum : observationTimeType
        click TimeTypeEnum href "../TimeTypeEnum/"



      ObservationTerms : precision





        ObservationTerms --> "0..1" Rounding : precision
        click Rounding href "../Rounding/"

Slots

Name Cardinality and Range Description Inheritance
observationTime 0..1
BusinessCenterTime		 Defines time in respect to a business calendar location that the price/benchm... direct
observationTimeType 0..1
TimeTypeEnum		 The enumerated values to specify points in the day when option exercise and v... direct
informationSource 0..1
FxSpotRateSource		 The information source where a published or displayed market rate will be obt... direct
precision 0..1
Rounding		 Defines rounding rules and precision to be used in the rounding of observatio... direct
calculationPeriodDates 0..1
CalculationPeriodDates		 Defines parameters used to generate the calculation period dates schedule, in... direct
observationDates 1
ObservationDates		 Describes date details for a set of observation dates in parametric or non-pa... direct
numberOfObservationDates 0..1
Integer		 The number of observation dates between observation start date and observatio... direct

Usages

used by used in type used
OptionPayout observationTerms range ObservationTerms
PerformancePayout observationTerms range ObservationTerms
AveragingStrikeFeature observationTerms range ObservationTerms

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'observationTimeType': {'equals_string': 'SpecificTime'}} {'observationTime': {'required': True}}

In Subsets

Comments

  • Rosetta condition: ObservationTime — if observationTimeType = TimeTypeEnum -> SpecificTime then observationTime exists

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: ObservationTerms
description: 'Class containing terms that are associated with observing a price/benchmark/index
  across either single or multiple observations. '
comments:
- 'Rosetta condition: ObservationTime — if observationTimeType = TimeTypeEnum -> SpecificTime
  then observationTime exists'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- observationTime
- observationTimeType
- informationSource
- precision
- calculationPeriodDates
- observationDates
- numberOfObservationDates
slot_usage:
  observationTime:
    name: observationTime
    description: Defines time in respect to a business calendar location that the
      price/benchmark/index is observed
    range: BusinessCenterTime
  informationSource:
    name: informationSource
    description: The information source where a published or displayed market rate
      will be obtained, e.g. Telerate Page 3750.
    range: FxSpotRateSource
  precision:
    name: precision
    description: Defines rounding rules and precision to be used in the rounding of
      observations.
    range: Rounding
  calculationPeriodDates:
    name: calculationPeriodDates
    description: Defines parameters used to generate the calculation period dates
      schedule, including the specification of any initial or final stub calculation
      periods. A calculation period schedule consists of an optional initial stub
      calculation period, one or more regular calculation periods and an optional
      final stub calculation period. In the absence of any initial or final stub calculation
      periods, the regular part of the calculation period schedule is assumed to be
      between the effective date and the termination date. No implicit stubs are allowed,
      i.e. stubs must be explicitly specified using an appropriate combination of
      firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.
  observationDates:
    name: observationDates
    description: Describes date details for a set of observation dates in parametric
      or non-parametric form.
    range: ObservationDates
    required: true
    multivalued: false
    inlined_as_list: true
rules:
- preconditions:
    slot_conditions:
      observationTimeType:
        name: observationTimeType
        equals_string: SpecificTime
  postconditions:
    slot_conditions:
      observationTime:
        name: observationTime
        required: true
  description: Checks that an observation time is specified either explicitly (through
    the observation time) or implicitly (through a observation time type different
    to Specific Time). If Specific Time is defined as observation time type (i.e.
    no implicit time value), the condition checks that an explicit observation time
    is provided.

Induced

name: ObservationTerms
description: 'Class containing terms that are associated with observing a price/benchmark/index
  across either single or multiple observations. '
comments:
- 'Rosetta condition: ObservationTime — if observationTimeType = TimeTypeEnum -> SpecificTime
  then observationTime exists'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  observationTime:
    name: observationTime
    description: Defines time in respect to a business calendar location that the
      price/benchmark/index is observed
    range: BusinessCenterTime
  informationSource:
    name: informationSource
    description: The information source where a published or displayed market rate
      will be obtained, e.g. Telerate Page 3750.
    range: FxSpotRateSource
  precision:
    name: precision
    description: Defines rounding rules and precision to be used in the rounding of
      observations.
    range: Rounding
  calculationPeriodDates:
    name: calculationPeriodDates
    description: Defines parameters used to generate the calculation period dates
      schedule, including the specification of any initial or final stub calculation
      periods. A calculation period schedule consists of an optional initial stub
      calculation period, one or more regular calculation periods and an optional
      final stub calculation period. In the absence of any initial or final stub calculation
      periods, the regular part of the calculation period schedule is assumed to be
      between the effective date and the termination date. No implicit stubs are allowed,
      i.e. stubs must be explicitly specified using an appropriate combination of
      firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.
  observationDates:
    name: observationDates
    description: Describes date details for a set of observation dates in parametric
      or non-parametric form.
    range: ObservationDates
    required: true
    multivalued: false
    inlined_as_list: true
attributes:
  observationTime:
    name: observationTime
    description: Defines time in respect to a business calendar location that the
      price/benchmark/index is observed
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - ObservationIdentifier
    - ObservationTerms
    range: BusinessCenterTime
  observationTimeType:
    name: observationTimeType
    description: The enumerated values to specify points in the day when option exercise
      and valuation can occur.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - ObservationTerms
    range: TimeTypeEnum
  informationSource:
    name: informationSource
    description: The information source where a published or displayed market rate
      will be obtained, e.g. Telerate Page 3750.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - CorporateAction
    - ValuationSource
    - ObservationIdentifier
    - ObservationTerms
    range: FxSpotRateSource
  precision:
    name: precision
    description: Defines rounding rules and precision to be used in the rounding of
      observations.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - Rounding
    - ObservationTerms
    - AveragingCalculation
    range: Rounding
  calculationPeriodDates:
    name: calculationPeriodDates
    description: Defines parameters used to generate the calculation period dates
      schedule, including the specification of any initial or final stub calculation
      periods. A calculation period schedule consists of an optional initial stub
      calculation period, one or more regular calculation periods and an optional
      final stub calculation period. In the absence of any initial or final stub calculation
      periods, the regular part of the calculation period schedule is assumed to be
      between the effective date and the termination date. No implicit stubs are allowed,
      i.e. stubs must be explicitly specified using an appropriate combination of
      firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CommodityPayout.calculationPeriodDates
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - CommodityPayout
    - InterestRatePayout
    - ObservationTerms
    range: CalculationPeriodDates
  observationDates:
    name: observationDates
    description: Describes date details for a set of observation dates in parametric
      or non-parametric form.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculatedRateObservations.observationDates
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - CalculatedRateObservations
    - CalculatedRateObservationDatesAndWeights
    - ObservationTerms
    range: ObservationDates
    required: true
    multivalued: false
    inlined: true
    inlined_as_list: true
  numberOfObservationDates:
    name: numberOfObservationDates
    description: The number of observation dates between observation start date and
      observation end date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - ObservationTerms
    range: integer
rules:
- preconditions:
    slot_conditions:
      observationTimeType:
        name: observationTimeType
        equals_string: SpecificTime
  postconditions:
    slot_conditions:
      observationTime:
        name: observationTime
        required: true
  description: Checks that an observation time is specified either explicitly (through
    the observation time) or implicitly (through a observation time type different
    to Specific Time). If Specific Time is defined as observation time type (i.e.
    no implicit time value), the condition checks that an explicit observation time
    is provided.