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Class: Offset

A class defining an offset used in calculating a new date relative to a reference date, e.g. calendar days, business days, commodity Business days, etc.

URI: common_domain_model:Offset

 classDiagram
    class Offset
    click Offset href "../Offset/"
      Period <|-- Offset
        click Period href "../Period/"


      Offset <|-- RelativeDateOffset
        click RelativeDateOffset href "../RelativeDateOffset/"
      Offset <|-- FxFixingDate
        click FxFixingDate href "../FxFixingDate/"


      Offset : dayType





        Offset --> "0..1" DayTypeEnum : dayType
        click DayTypeEnum href "../DayTypeEnum/"



      Offset : period





        Offset --> "1" PeriodEnum : period
        click PeriodEnum href "../PeriodEnum/"



      Offset : periodMultiplier

Inheritance

Slots

Name Cardinality and Range Description Inheritance
dayType 0..1
DayTypeEnum		 In the case of an offset specified as a number of days, this element defines ... direct
periodMultiplier 1
Integer		 A time period multiplier, e Period
period 1
PeriodEnum		 A time period, e Period

Usages

used by used in type used
CustomisableOffset offset range Offset
GracePeriodExtension gracePeriod range Offset
DividendDateReference paymentDateOffset range Offset
InflationRateSpecification inflationLag range Offset
Lag lagDuration range Offset
Lag firstObservationDateOffset range Offset
ResetDates rateCutOffDaysOffset range Offset
PaymentDates paymentDaysOffset range Offset
RollFeature deliveryDateRollConvention range Offset

In Subsets

Comments

  • Rosetta condition: DayType — if period <> PeriodEnum -> D or periodMultiplier = 0 then dayType is absent

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: Offset
description: A class defining an offset used in calculating a new date relative to
  a reference date, e.g. calendar days, business days, commodity Business days, etc.
comments:
- 'Rosetta condition: DayType — if period <> PeriodEnum -> D or periodMultiplier =
  0 then dayType is absent'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Period
slots:
- dayType

Induced

name: Offset
description: A class defining an offset used in calculating a new date relative to
  a reference date, e.g. calendar days, business days, commodity Business days, etc.
comments:
- 'Rosetta condition: DayType — if period <> PeriodEnum -> D or periodMultiplier =
  0 then dayType is absent'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Period
attributes:
  dayType:
    name: dayType
    description: In the case of an offset specified as a number of days, this element
      defines whether consideration is given as to whether a day is a good business
      day or not. If a day type of business days is specified then non-business days
      are ignored when calculating the offset. The financial business centers to use
      for determination of business days are implied by the context in which this
      element is used. This element must only be included when the offset is specified
      as a number of days. If the offset is zero days then the dayType element should
      not be included.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Offset
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can
      be used when specifying an offset relative to another date, e.g. -2 days.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Offset
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month or year of the stream. If
      the periodMultiplier value is 0 (zero) then period must contain the value D
      (day).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Offset
    domain_of:
    - Frequency
    - Period
    - PeriodBound
    - CalculationFrequency
    - Velocity
    - AverageTradingVolume
    range: PeriodEnum
    required: true