Class: OffsetCalculation
Defines business day shifts for daily componded or averaged rates. This type is used for lookback and lockout rates. This type is used to represent modular computed rates in interestRatePayouts.
URI: common_domain_model:OffsetCalculation
classDiagram
class OffsetCalculation
click OffsetCalculation href "../OffsetCalculation/"
OffsetCalculation : offsetDays
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| offsetDays | 0..1 Integer |
The number of business days offset | direct |
Usages
| used by | used in | type | used |
|---|---|---|---|
| FloatingRateCalculationParameters | lookbackCalculation | range | OffsetCalculation |
| FloatingRateCalculationParameters | lockoutCalculation | range | OffsetCalculation |
In Subsets
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:OffsetCalculation |
| native | common_domain_model:OffsetCalculation |
LinkML Source
Direct
name: OffsetCalculation
description: Defines business day shifts for daily componded or averaged rates. This
type is used for lookback and lockout rates. 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
slot_usage:
offsetDays:
name: offsetDays
description: The number of business days offset.
range: integer
required: false
Induced
name: OffsetCalculation
description: Defines business day shifts for daily componded or averaged rates. This
type is used for lookback and lockout rates. 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 business days offset.
range: integer
required: false
attributes:
offsetDays:
name: offsetDays
description: The number of business days offset.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CalculationFrequency.offsetDays
rank: 1000
owner: OffsetCalculation
domain_of:
- CalculationFrequency
- OffsetCalculation
- ObservationShiftCalculation
range: integer
required: false