Class: ParametricDates

Defines rules for the dates on which the price will be determined.

URI: common_domain_model:ParametricDates

 classDiagram
    class ParametricDates
    click ParametricDates href "../ParametricDates/"
      ParametricDates : businessCenters





        ParametricDates --> "1" BusinessCenters : businessCenters
        click BusinessCenters href "../BusinessCenters/"



      ParametricDates : dayDistribution





        ParametricDates --> "0..1" DayDistributionEnum : dayDistribution
        click DayDistributionEnum href "../DayDistributionEnum/"



      ParametricDates : dayFrequency

      ParametricDates : dayOfWeek





        ParametricDates --> "*" DayOfWeekEnum : dayOfWeek
        click DayOfWeekEnum href "../DayOfWeekEnum/"



      ParametricDates : dayType





        ParametricDates --> "1" DayTypeEnum : dayType
        click DayTypeEnum href "../DayTypeEnum/"



      ParametricDates : lag





        ParametricDates --> "0..1" Lag : lag
        click Lag href "../Lag/"

Slots

Name	Cardinality and Range	Description	Inheritance
dayType	1 DayTypeEnum	Denotes the enumerated values to specify the day type classification used in ...	direct
dayDistribution	0..1 DayDistributionEnum	Denotes the method by which the pricing days are distributed across the prici...	direct
dayOfWeek	* DayOfWeekEnum	Indicates the days of the week on which the price will be determined	direct
dayFrequency	0..1 Decimal	Defines the occurrence of the dayOfWeek within the pricing period on which pr...	direct
lag	0..1 Lag	The pricing period per calculation period if the pricing days do not wholly f...	direct
businessCenters	1 BusinessCenters	The enumerated values to specify the business centers	direct

Usages

used by	used in	type	used
ObservationDates	parametricDates	range	ParametricDates
PricingDates	parametricDates	range	ParametricDates

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'dayOfWeek': {'required': True}}`	`{'dayFrequency': {'required': True}}`

In Subsets

CdmProductCommonSchedule

Comments

Rosetta condition: ParametricDatesChoice — required choice dayDistribution, dayOfWeek
Rosetta condition: DayOfWeekMethod — if dayOfWeek exists then dayFrequency exists

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ParametricDates
description: Defines rules for the dates on which the price will be determined.
comments:
- 'Rosetta condition: ParametricDatesChoice — required choice dayDistribution, dayOfWeek'
- 'Rosetta condition: DayOfWeekMethod — if dayOfWeek exists then dayFrequency exists'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- dayType
- dayDistribution
- dayOfWeek
- dayFrequency
- lag
- businessCenters
slot_usage:
  dayType:
    name: dayType
    description: Denotes the enumerated values to specify the day type classification
      used in counting the number of days between two dates.
    required: true
  dayOfWeek:
    name: dayOfWeek
    description: Indicates the days of the week on which the price will be determined.
    multivalued: true
  businessCenters:
    name: businessCenters
    description: The enumerated values to specify the business centers.
    required: true
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        dayDistribution:
          name: dayDistribution
          required: true
    - slot_conditions:
        dayOfWeek:
          name: dayOfWeek
          required: true
  description: ParametricDatesChoice
- preconditions:
    slot_conditions:
      dayOfWeek:
        name: dayOfWeek
        required: true
  postconditions:
    slot_conditions:
      dayFrequency:
        name: dayFrequency
        required: true
  description: DayOfWeekMethod

Induced

name: ParametricDates
description: Defines rules for the dates on which the price will be determined.
comments:
- 'Rosetta condition: ParametricDatesChoice — required choice dayDistribution, dayOfWeek'
- 'Rosetta condition: DayOfWeekMethod — if dayOfWeek exists then dayFrequency exists'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  dayType:
    name: dayType
    description: Denotes the enumerated values to specify the day type classification
      used in counting the number of days between two dates.
    required: true
  dayOfWeek:
    name: dayOfWeek
    description: Indicates the days of the week on which the price will be determined.
    multivalued: true
  businessCenters:
    name: businessCenters
    description: The enumerated values to specify the business centers.
    required: true
attributes:
  dayType:
    name: dayType
    description: Denotes the enumerated values to specify the day type classification
      used in counting the number of days between two dates.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ParametricDates
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum
    required: true
  dayDistribution:
    name: dayDistribution
    description: Denotes the method by which the pricing days are distributed across
      the pricing period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ParametricDates
    domain_of:
    - ParametricDates
    range: DayDistributionEnum
  dayOfWeek:
    name: dayOfWeek
    description: Indicates the days of the week on which the price will be determined.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationFrequency.dayOfWeek
    rank: 1000
    owner: ParametricDates
    domain_of:
    - CalculationFrequency
    - AssetDeliveryProfileBlock
    - ParametricDates
    range: DayOfWeekEnum
    multivalued: true
  dayFrequency:
    name: dayFrequency
    description: Defines the occurrence of the dayOfWeek within the pricing period
      on which pricing will take place, e.g. the 3rd Friday within each Calculation
      Period. If omitted, every dayOfWeek will be a pricing day.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ParametricDates
    domain_of:
    - ParametricDates
    range: decimal
  lag:
    name: lag
    description: The pricing period per calculation period if the pricing days do
      not wholly fall within the respective calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ParametricDates
    domain_of:
    - ParametricDates
    range: Lag
  businessCenters:
    name: businessCenters
    description: The enumerated values to specify the business centers.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BusinessDateRange.businessCenters
    rank: 1000
    owner: ParametricDates
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
    required: true
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        dayDistribution:
          name: dayDistribution
          required: true
    - slot_conditions:
        dayOfWeek:
          name: dayOfWeek
          required: true
  description: ParametricDatesChoice
- preconditions:
    slot_conditions:
      dayOfWeek:
        name: dayOfWeek
        required: true
  postconditions:
    slot_conditions:
      dayFrequency:
        name: dayFrequency
        required: true
  description: DayOfWeekMethod