Class: PaymentCalculationPeriod

A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. This data forms: part of the cashflow representation of a swap stream.

URI: common_domain_model:PaymentCalculationPeriod

 classDiagram
    class PaymentCalculationPeriod
    click PaymentCalculationPeriod href "../PaymentCalculationPeriod/"
      PaymentCalculationPeriod : adjustedPaymentDate

      PaymentCalculationPeriod : calculationPeriod





        PaymentCalculationPeriod --> "1..*" CalculationPeriod : calculationPeriod
        click CalculationPeriod href "../CalculationPeriod/"



      PaymentCalculationPeriod : discountFactor

      PaymentCalculationPeriod : fixedPaymentAmount





        PaymentCalculationPeriod --> "0..1" Money : fixedPaymentAmount
        click Money href "../Money/"



      PaymentCalculationPeriod : forecastPaymentAmount





        PaymentCalculationPeriod --> "0..1" Money : forecastPaymentAmount
        click Money href "../Money/"



      PaymentCalculationPeriod : presentValueAmount





        PaymentCalculationPeriod --> "0..1" Money : presentValueAmount
        click Money href "../Money/"



      PaymentCalculationPeriod : unadjustedPaymentDate

Slots

Name	Cardinality and Range	Description	Inheritance
unadjustedPaymentDate	0..1 date	The unadjusted payment date	direct
adjustedPaymentDate	0..1 date	The adjusted payment date	direct
calculationPeriod	1..* CalculationPeriod	The parameters used in the calculation of a fixed or floating rate calculatio...	direct
fixedPaymentAmount	0..1 Money	A known fixed payment amount	direct
discountFactor	0..1 Decimal	A decimal value representing the discount factor used to calculate the presen...	direct
forecastPaymentAmount	0..1 Money	A monetary amount representing the forecast of the future value of the paymen...	direct
presentValueAmount	0..1 Money	A monetary amount representing the present value of the forecast payment	direct

Usages

used by	used in	type	used
CashflowRepresentation	paymentCalculationPeriod	range	PaymentCalculationPeriod

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions

Rule Applied	Preconditions	Postconditions	Elseconditions

In Subsets

CdmProductCommonSchedule

Comments

Rosetta condition: CalculationPeriodNumberOfDays — if calculationPeriod -> calculationPeriodNumberOfDays exists then calculationPeriod -> calculationPeriodNumberOfDays all >= 0
Rosetta condition: PaymentCalculationPeriodChoice — required choice calculationPeriod, fixedPaymentAmount
Rosetta condition: FpML_ird_34 — unadjustedPaymentDate exists or adjustedPaymentDate exists

Identifier and Mapping Information

Annotations

property	value
metadata_key	True

Schema Source

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

Mappings

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

LinkML Source

Direct

name: PaymentCalculationPeriod
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: 'A data defining:  the adjusted payment date and associated calculation
  period parameters required to calculate the actual or projected payment amount.
  This data forms:  part of the cashflow representation of a swap stream.'
comments:
- 'Rosetta condition: CalculationPeriodNumberOfDays — if calculationPeriod -> calculationPeriodNumberOfDays
  exists then calculationPeriod -> calculationPeriodNumberOfDays all >= 0'
- 'Rosetta condition: PaymentCalculationPeriodChoice — required choice calculationPeriod,
  fixedPaymentAmount'
- 'Rosetta condition: FpML_ird_34 — unadjustedPaymentDate exists or adjustedPaymentDate
  exists'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- unadjustedPaymentDate
- adjustedPaymentDate
- calculationPeriod
- fixedPaymentAmount
- discountFactor
- forecastPaymentAmount
- presentValueAmount
slot_usage:
  calculationPeriod:
    name: calculationPeriod
    description: The parameters used in the calculation of a fixed or floating rate
      calculation period amount. A list of calculation period elements may be ordered
      in the document by ascending start date. An FpML document which contains an
      unordered list of calculation periods is still regarded as a conformant document.
    range: CalculationPeriod
    multivalued: true
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        calculationPeriod:
          name: calculationPeriod
          required: true
    - slot_conditions:
        fixedPaymentAmount:
          name: fixedPaymentAmount
          required: true
  description: condition to represent an FpML choice construct.
- postconditions:
    any_of:
    - slot_conditions:
        unadjustedPaymentDate:
          name: unadjustedPaymentDate
          required: true
    - slot_conditions:
        adjustedPaymentDate:
          name: adjustedPaymentDate
          required: true
  description: FpML validation rule ird-34 - Either unadjustedPaymentDate or adjustedPaymentDate
    must exist.

Induced

name: PaymentCalculationPeriod
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: 'A data defining:  the adjusted payment date and associated calculation
  period parameters required to calculate the actual or projected payment amount.
  This data forms:  part of the cashflow representation of a swap stream.'
comments:
- 'Rosetta condition: CalculationPeriodNumberOfDays — if calculationPeriod -> calculationPeriodNumberOfDays
  exists then calculationPeriod -> calculationPeriodNumberOfDays all >= 0'
- 'Rosetta condition: PaymentCalculationPeriodChoice — required choice calculationPeriod,
  fixedPaymentAmount'
- 'Rosetta condition: FpML_ird_34 — unadjustedPaymentDate exists or adjustedPaymentDate
  exists'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  calculationPeriod:
    name: calculationPeriod
    description: The parameters used in the calculation of a fixed or floating rate
      calculation period amount. A list of calculation period elements may be ordered
      in the document by ascending start date. An FpML document which contains an
      unordered list of calculation periods is still regarded as a conformant document.
    range: CalculationPeriod
    multivalued: true
attributes:
  unadjustedPaymentDate:
    name: unadjustedPaymentDate
    description: The unadjusted payment date.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    range: date
  adjustedPaymentDate:
    name: adjustedPaymentDate
    description: The adjusted payment date. This date should already be adjusted for
      any applicable business day convention. This component is not intended for use
      in trade confirmation but may be specified to allow the fee structure to also
      serve as a cashflow type component.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    range: date
  calculationPeriod:
    name: calculationPeriod
    description: The parameters used in the calculation of a fixed or floating rate
      calculation period amount. A list of calculation period elements may be ordered
      in the document by ascending start date. An FpML document which contains an
      unordered list of calculation periods is still regarded as a conformant document.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - FixedAmountCalculationDetails
    - PaymentCalculationPeriod
    - FloatingAmountCalculationDetails
    - SchedulePeriod
    range: CalculationPeriod
    required: true
    multivalued: true
  fixedPaymentAmount:
    name: fixedPaymentAmount
    description: A known fixed payment amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    range: Money
  discountFactor:
    name: discountFactor
    description: A decimal value representing the discount factor used to calculate
      the present value of cash flow.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    - PaymentDiscounting
    - PrincipalPayment
    range: decimal
  forecastPaymentAmount:
    name: forecastPaymentAmount
    description: A monetary amount representing the forecast of the future value of
      the payment.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    range: Money
  presentValueAmount:
    name: presentValueAmount
    description: A monetary amount representing the present value of the forecast
      payment.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    - PaymentDiscounting
    range: Money
rules:
- postconditions:
    exactly_one_of:
    - slot_conditions:
        calculationPeriod:
          name: calculationPeriod
          required: true
    - slot_conditions:
        fixedPaymentAmount:
          name: fixedPaymentAmount
          required: true
  description: condition to represent an FpML choice construct.
- postconditions:
    any_of:
    - slot_conditions:
        unadjustedPaymentDate:
          name: unadjustedPaymentDate
          required: true
    - slot_conditions:
        adjustedPaymentDate:
          name: adjustedPaymentDate
          required: true
  description: FpML validation rule ird-34 - Either unadjustedPaymentDate or adjustedPaymentDate
    must exist.