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Class: PerformanceValuationDates

Defines how and when a performance type option or performance type swap is to be valued.

URI: common_domain_model:PerformanceValuationDates

 classDiagram
    class PerformanceValuationDates
    click PerformanceValuationDates href "../PerformanceValuationDates/"
      PerformanceValuationDates : determinationMethod





        PerformanceValuationDates --> "1" DeterminationMethodEnum : determinationMethod
        click DeterminationMethodEnum href "../DeterminationMethodEnum/"



      PerformanceValuationDates : valuationDate





        PerformanceValuationDates --> "0..1" AdjustableOrRelativeDate : valuationDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"



      PerformanceValuationDates : valuationDates





        PerformanceValuationDates --> "0..1" AdjustableRelativeOrPeriodicDates : valuationDates
        click AdjustableRelativeOrPeriodicDates href "../AdjustableRelativeOrPeriodicDates/"



      PerformanceValuationDates : valuationTime





        PerformanceValuationDates --> "0..1" BusinessCenterTime : valuationTime
        click BusinessCenterTime href "../BusinessCenterTime/"



      PerformanceValuationDates : valuationTimeType





        PerformanceValuationDates --> "0..1" TimeTypeEnum : valuationTimeType
        click TimeTypeEnum href "../TimeTypeEnum/"

Slots

Name Cardinality and Range Description Inheritance
determinationMethod 1
DeterminationMethodEnum		 Specifies the method according to which an amount or a date is determined direct
valuationDates 0..1
AdjustableRelativeOrPeriodicDates		 2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date direct
valuationDate 0..1
AdjustableOrRelativeDate		 2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date direct
valuationTime 0..1
BusinessCenterTime		 The specific time of day at which the calculation agent values the underlying direct
valuationTimeType 0..1
TimeTypeEnum		 The time of day at which the calculation agent values the underlying, for exa... direct

Usages

used by used in type used
ValuationDates initialValuationDate range PerformanceValuationDates
ValuationDates interimValuationDate range PerformanceValuationDates
ValuationDates finalValuationDate range PerformanceValuationDates
DateRelativeToValuationDates valuationDatesReference range PerformanceValuationDates

In Subsets

Identifier and Mapping Information

Annotations

property value
metadata_key True

Schema Source

Mappings

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

LinkML Source

Direct

name: PerformanceValuationDates
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: Defines how and when a performance type option or performance type swap
  is to be valued.
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- determinationMethod
- valuationDates
- valuationDate
- valuationTime
- valuationTimeType
slot_usage:
  valuationDates:
    name: valuationDates
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    range: AdjustableRelativeOrPeriodicDates
    required: false
  valuationDate:
    name: valuationDate
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    range: AdjustableOrRelativeDate
    required: false
  valuationTime:
    name: valuationTime
    description: The specific time of day at which the calculation agent values the
      underlying. The SpecificTime is the only case when the valuationTime (time +
      business center location  e.g. 10:00:00 USNY) should be provided. You should
      be able to provide just the valuationTime without valuationTimeType, which infer
      that this is a specific time.
    range: BusinessCenterTime
    required: false

Induced

name: PerformanceValuationDates
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: Defines how and when a performance type option or performance type swap
  is to be valued.
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  valuationDates:
    name: valuationDates
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    range: AdjustableRelativeOrPeriodicDates
    required: false
  valuationDate:
    name: valuationDate
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    range: AdjustableOrRelativeDate
    required: false
  valuationTime:
    name: valuationTime
    description: The specific time of day at which the calculation agent values the
      underlying. The SpecificTime is the only case when the valuationTime (time +
      business center location  e.g. 10:00:00 USNY) should be provided. You should
      be able to provide just the valuationTime without valuationTimeType, which infer
      that this is a specific time.
    range: BusinessCenterTime
    required: false
attributes:
  determinationMethod:
    name: determinationMethod
    description: Specifies the method according to which an amount or a date is determined.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - PerformanceValuationDates
    - DeterminationMethodology
    - DividendCurrency
    - Composite
    range: DeterminationMethodEnum
    required: true
  valuationDates:
    name: valuationDates
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - EquitySwapMasterConfirmation2018
    - PerformanceValuationDates
    - PerformancePayout
    range: AdjustableRelativeOrPeriodicDates
    required: false
  valuationDate:
    name: valuationDate
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationAndTimingLegacy.valuationDate
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - NonDeliverableSubstitute
    - PerformanceValuationDates
    - ValuationDate
    - CashSettlementTerms
    range: AdjustableOrRelativeDate
    required: false
  valuationTime:
    name: valuationTime
    description: The specific time of day at which the calculation agent values the
      underlying. The SpecificTime is the only case when the valuationTime (time +
      business center location  e.g. 10:00:00 USNY) should be provided. You should
      be able to provide just the valuationTime without valuationTimeType, which infer
      that this is a specific time.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculationAndTimingLegacy.valuationTime
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - PerformanceValuationDates
    - CashSettlementTerms
    range: BusinessCenterTime
    required: false
  valuationTimeType:
    name: valuationTimeType
    description: The time of day at which the calculation agent values the underlying,
      for example the official closing time of the exchange.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - PerformanceValuationDates
    range: TimeTypeEnum