Class: PriceQuantity

name: PriceQuantity
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"InterestRateObservableCondition","description":"Implementation
      for PriceQuantity.InterestRateObservable condition.","inputs":[{"name":"pq","type":"PriceQuantity","cardinality":"1..1"}],"output":{"name":"valid","type":"boolean","cardinality":"0..1"}}]'
description: Defines a settlement as an exchange between two parties of a specified
  quantity of an asset (the quantity) against a specified quantity of another asset
  (the price). The settlement is optional and can be either cash or physical. The
  quantity can additionally be specified in terms of one or more currency amounts.
  In the case of non-cash products, the settlement of the price/quantity would not
  be specified here and instead would be delegated to the product mechanics, as parameterised
  by the price/quantity values.
comments:
- 'Rosetta condition: NonCurrencyQuantities — (quantity count - quantity -> unit ->
  currency count) <= 1 or (observable -> Asset -> Commodity exists and quantity ->
  unit -> capacityUnit exists and (quantity count - quantity -> unit -> currency count)
  <= 2)'
- 'Rosetta condition: ArithmeticOperator — if observable -> Index -> InterestRateIndex
  exists and price exists then price -> arithmeticOperator exists'
- 'Rosetta condition: InterestRateObservable — InterestRateObservableCondition'
- 'Rosetta func: InterestRateObservableCondition — Implementation for PriceQuantity.InterestRateObservable
  condition.'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- price
- quantity
- observable
- effectiveDate
slot_usage:
  price:
    name: price
    description: Specifies a price to be used for trade amounts and other purposes.
    range: PriceSchedule
    multivalued: true
  quantity:
    name: quantity
    description: Specifies a quantity to be associated with an event, for example
      a trade amount.
    range: NonNegativeQuantitySchedule
    multivalued: true
  effectiveDate:
    name: effectiveDate
    description: Specifies the date at which the price and quantity become effective.
      This day may be subject to adjustment in accordance with a business day convention,
      or could be specified as relative to a trade date, for instance. Optional cardinality,
      as the effective date is usually specified in the product definition, so it
      may only need to be specified as part of the PriceQuantity in an increase/decrease
      scenario for an existing trade.
    range: AdjustableOrRelativeDate

name: PriceQuantity
annotations:
  metadata_key:
    tag: metadata_key
    value: true
  rosetta_functions:
    tag: rosetta_functions
    value: '[{"name":"InterestRateObservableCondition","description":"Implementation
      for PriceQuantity.InterestRateObservable condition.","inputs":[{"name":"pq","type":"PriceQuantity","cardinality":"1..1"}],"output":{"name":"valid","type":"boolean","cardinality":"0..1"}}]'
description: Defines a settlement as an exchange between two parties of a specified
  quantity of an asset (the quantity) against a specified quantity of another asset
  (the price). The settlement is optional and can be either cash or physical. The
  quantity can additionally be specified in terms of one or more currency amounts.
  In the case of non-cash products, the settlement of the price/quantity would not
  be specified here and instead would be delegated to the product mechanics, as parameterised
  by the price/quantity values.
comments:
- 'Rosetta condition: NonCurrencyQuantities — (quantity count - quantity -> unit ->
  currency count) <= 1 or (observable -> Asset -> Commodity exists and quantity ->
  unit -> capacityUnit exists and (quantity count - quantity -> unit -> currency count)
  <= 2)'
- 'Rosetta condition: ArithmeticOperator — if observable -> Index -> InterestRateIndex
  exists and price exists then price -> arithmeticOperator exists'
- 'Rosetta condition: InterestRateObservable — InterestRateObservableCondition'
- 'Rosetta func: InterestRateObservableCondition — Implementation for PriceQuantity.InterestRateObservable
  condition.'
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  price:
    name: price
    description: Specifies a price to be used for trade amounts and other purposes.
    range: PriceSchedule
    multivalued: true
  quantity:
    name: quantity
    description: Specifies a quantity to be associated with an event, for example
      a trade amount.
    range: NonNegativeQuantitySchedule
    multivalued: true
  effectiveDate:
    name: effectiveDate
    description: Specifies the date at which the price and quantity become effective.
      This day may be subject to adjustment in accordance with a business day convention,
      or could be specified as relative to a trade date, for instance. Optional cardinality,
      as the effective date is usually specified in the product definition, so it
      may only need to be specified as part of the PriceQuantity in an increase/decrease
      scenario for an existing trade.
    range: AdjustableOrRelativeDate
attributes:
  price:
    name: price
    description: Specifies a price to be used for trade amounts and other purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PriceQuantity
    domain_of:
    - IdentifiedList
    - PriceQuantity
    - RateSchedule
    - FixedPrice
    range: PriceSchedule
    multivalued: true
  quantity:
    name: quantity
    description: Specifies a quantity to be associated with an event, for example
      a trade amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculateTransferInstruction.quantity
    rank: 1000
    owner: PriceQuantity
    domain_of:
    - CalculateTransferInstruction
    - ReturnInstruction
    - AvailableInventoryRecord
    - PriceQuantity
    - BasketConstituent
    - FutureValueAmount
    - AssetFlowBase
    - PortfolioReturnTerms
    range: NonNegativeQuantitySchedule
    multivalued: true
  observable:
    name: observable
    description: Specifies the object to be observed for a price, it could be an asset
      or an index. The cardinality is optional as some quantity / price cases have
      no observable (e.g. a fixed rate in a given currency).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PriceQuantity
    domain_of:
    - PriceQuantity
    - ObservationIdentifier
    range: Observable
    any_of:
    - range: Asset
    - range: Basket
    - range: Index
  effectiveDate:
    name: effectiveDate
    description: Specifies the date at which the price and quantity become effective.
      This day may be subject to adjustment in accordance with a business day convention,
      or could be specified as relative to a trade date, for instance. Optional cardinality,
      as the effective date is usually specified in the product definition, so it
      may only need to be specified as part of the PriceQuantity in an increase/decrease
      scenario for an existing trade.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CodeValue.effectiveDate
    rank: 1000
    owner: PriceQuantity
    domain_of:
    - CodeValue
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - ClosedState
    - EventInstruction
    - LegalAgreementBase
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - EconomicTerms
    - CancelableProvision
    range: AdjustableOrRelativeDate