Class: PeriodicDates

A class for specifying a calculation period schedule.

 classDiagram
    class PeriodicDates
    click PeriodicDates href "../PeriodicDates/"
      PeriodicDates : dayType





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



      PeriodicDates : endDate





        PeriodicDates --> "0..1" AdjustableOrRelativeDate : endDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"



      PeriodicDates : periodDatesAdjustments





        PeriodicDates --> "0..1" BusinessDayAdjustments : periodDatesAdjustments
        click BusinessDayAdjustments href "../BusinessDayAdjustments/"



      PeriodicDates : periodFrequency





        PeriodicDates --> "0..1" CalculationPeriodFrequency : periodFrequency
        click CalculationPeriodFrequency href "../CalculationPeriodFrequency/"



      PeriodicDates : startDate





        PeriodicDates --> "0..1" AdjustableOrRelativeDate : startDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"

Slots

Name	Cardinality and Range	Description	Inheritance
startDate	0..1 AdjustableOrRelativeDate	The start date of the calculation period	direct
endDate	0..1 AdjustableOrRelativeDate	The end date of the calculation period	direct
periodFrequency	0..1 CalculationPeriodFrequency	The frequency at which calculation period end dates occur with the regular pa...	direct
periodDatesAdjustments	0..1 BusinessDayAdjustments	The specification of the business day convention and financial business cente...	direct
dayType	0..1 DayTypeEnum	Denotes the enumerated values to specify the day type classification used in ...	direct

Usages

used by	used in	type	used
AdjustableRelativeOrPeriodicDates	periodicDates	range	PeriodicDates
ObservationDates	periodicSchedule	range	PeriodicDates

In Subsets

CdmBaseDatetime

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: PeriodicDates
description: A class for specifying a calculation period schedule.
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- startDate
- endDate
- periodFrequency
- periodDatesAdjustments
- dayType
slot_usage:
  startDate:
    name: startDate
    description: The start date of the calculation period. FpML specifies that for
      interest rate swaps this date must only be specified if it is not equal to the
      effective date. It is always specified in the case of equity swaps and credit
      default swaps with periodic payments. This date may be subject to adjustment
      in accordance with a business day convention.
    range: AdjustableOrRelativeDate
    required: false
  endDate:
    name: endDate
    description: The end date of the calculation period. FpML specifies that for interest
      rate swaps this date must only be specified if it is not equal to the termination
      date. It is always specified in the case of equity swaps with periodic payments.
      This date may be subject to adjustment in accordance with a business day convention.
    range: AdjustableOrRelativeDate
    required: false
  dayType:
    name: dayType
    description: Denotes the enumerated values to specify the day type classification
      used in counting the number of days between two dates.

Induced

name: PeriodicDates
description: A class for specifying a calculation period schedule.
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  startDate:
    name: startDate
    description: The start date of the calculation period. FpML specifies that for
      interest rate swaps this date must only be specified if it is not equal to the
      effective date. It is always specified in the case of equity swaps and credit
      default swaps with periodic payments. This date may be subject to adjustment
      in accordance with a business day convention.
    range: AdjustableOrRelativeDate
    required: false
  endDate:
    name: endDate
    description: The end date of the calculation period. FpML specifies that for interest
      rate swaps this date must only be specified if it is not equal to the termination
      date. It is always specified in the case of equity swaps with periodic payments.
      This date may be subject to adjustment in accordance with a business day convention.
    range: AdjustableOrRelativeDate
    required: false
  dayType:
    name: dayType
    description: Denotes the enumerated values to specify the day type classification
      used in counting the number of days between two dates.
attributes:
  startDate:
    name: startDate
    description: The start date of the calculation period. FpML specifies that for
      interest rate swaps this date must only be specified if it is not equal to the
      effective date. It is always specified in the case of equity swaps and credit
      default swaps with periodic payments. This date may be subject to adjustment
      in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PeriodicDates
    domain_of:
    - DateRange
    - AveragingSchedule
    - PeriodicDates
    - FroHistory
    - AssetDeliveryPeriods
    - DividendPeriod
    - CalculationPeriodData
    range: AdjustableOrRelativeDate
    required: false
  endDate:
    name: endDate
    description: The end date of the calculation period. FpML specifies that for interest
      rate swaps this date must only be specified if it is not equal to the termination
      date. It is always specified in the case of equity swaps with periodic payments.
      This date may be subject to adjustment in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PeriodicDates
    domain_of:
    - DateRange
    - AveragingSchedule
    - PeriodicDates
    - CustodianEvent
    - FroHistory
    - AssetDeliveryPeriods
    - DividendPeriod
    - CalculationPeriodData
    range: AdjustableOrRelativeDate
    required: false
  periodFrequency:
    name: periodFrequency
    description: The frequency at which calculation period end dates occur with the
      regular part of the calculation period schedule and their roll date convention.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PeriodicDates
    domain_of:
    - PeriodicDates
    range: CalculationPeriodFrequency
  periodDatesAdjustments:
    name: periodDatesAdjustments
    description: The specification of the business day convention and financial business
      centers used for adjusting any calculation period date if it would otherwise
      fall on a day that is not a business day in the specified business center.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PeriodicDates
    domain_of:
    - PeriodicDates
    range: BusinessDayAdjustments
  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: PeriodicDates
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum