Class: RelativeDates
A class describing a set of dates defined as relative to another set of dates.
URI: common_domain_model:RelativeDates
classDiagram
class RelativeDates
click RelativeDates href "../RelativeDates/"
RelativeDateOffset <|-- RelativeDates
click RelativeDateOffset href "../RelativeDateOffset/"
RelativeDates : adjustedDate
RelativeDates : businessCenters
RelativeDates --> "0..1" BusinessCenters : businessCenters
click BusinessCenters href "../BusinessCenters/"
RelativeDates : businessCentersReference
RelativeDates --> "0..1" BusinessCenters : businessCentersReference
click BusinessCenters href "../BusinessCenters/"
RelativeDates : businessDayConvention
RelativeDates --> "1" BusinessDayConventionEnum : businessDayConvention
click BusinessDayConventionEnum href "../BusinessDayConventionEnum/"
RelativeDates : dateRelativeTo
RelativeDates : dayType
RelativeDates --> "0..1" DayTypeEnum : dayType
click DayTypeEnum href "../DayTypeEnum/"
RelativeDates : period
RelativeDates --> "1" PeriodEnum : period
click PeriodEnum href "../PeriodEnum/"
RelativeDates : periodMultiplier
RelativeDates : periodSkip
RelativeDates : scheduleBounds
RelativeDates --> "0..1" DateRange : scheduleBounds
click DateRange href "../DateRange/"
Inheritance
- Period
- Offset
- RelativeDateOffset
- RelativeDates
- RelativeDateOffset
- Offset
Slots
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| periodSkip | 0..1 Integer |
The number of periods in the referenced date schedule that are between each d... | direct |
| scheduleBounds | 0..1 DateRange |
The first and last dates of a schedule | direct |
| businessDayConvention | 1 BusinessDayConventionEnum |
The convention for adjusting a date if it would otherwise fall on a day that ... | RelativeDateOffset |
| businessCenters | 0..1 BusinessCenters |
The business center(s), specified either explicitly or by reference to those ... | RelativeDateOffset |
| businessCentersReference | 0..1 BusinessCenters |
A pointer style reference to a set of financial business centers defined else... | RelativeDateOffset |
| dateRelativeTo | 0..1 date |
Specifies the anchor as an href attribute | RelativeDateOffset |
| adjustedDate | 0..1 date |
The date once the adjustment has been performed | RelativeDateOffset |
| dayType | 0..1 DayTypeEnum |
In the case of an offset specified as a number of days, this element defines ... | Offset |
| periodMultiplier | 1 Integer |
A time period multiplier, e | Period |
| period | 1 PeriodEnum |
A time period, e | Period |
Usages
| used by | used in | type | used |
|---|---|---|---|
| AdjustableOrRelativeDates | relativeDates | range | RelativeDates |
| AdjustableRelativeOrPeriodicDates | relativeDates | range | RelativeDates |
Rules
| Rule Applied | Preconditions | Postconditions | Elseconditions |
|---|---|---|---|
| slot_conditions | {'periodSkip': {'required': True}} |
{'periodSkip': {'comments': ['Rosetta: strictly greater than'], 'minimum_value': 1}} |
In Subsets
Comments
- Rosetta condition: PeriodSkipGreaterThanOne — if periodSkip exists then periodSkip > 1
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:RelativeDates |
| native | common_domain_model:RelativeDates |
LinkML Source
Direct
name: RelativeDates
description: A class describing a set of dates defined as relative to another set
of dates.
comments:
- 'Rosetta condition: PeriodSkipGreaterThanOne — if periodSkip exists then periodSkip
> 1'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: RelativeDateOffset
slots:
- periodSkip
- scheduleBounds
rules:
- preconditions:
slot_conditions:
periodSkip:
name: periodSkip
required: true
postconditions:
slot_conditions:
periodSkip:
name: periodSkip
comments:
- 'Rosetta: strictly greater than'
minimum_value: 1
description: FpML specifies that, if present, the period skip should have a value
greater than 1.
Induced
name: RelativeDates
description: A class describing a set of dates defined as relative to another set
of dates.
comments:
- 'Rosetta condition: PeriodSkipGreaterThanOne — if periodSkip exists then periodSkip
> 1'
in_subset:
- cdm_base_datetime
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: RelativeDateOffset
attributes:
periodSkip:
name: periodSkip
description: The number of periods in the referenced date schedule that are between
each date in the relative date schedule. Thus a skip of 2 would mean that dates
are relative to every second date in the referenced schedule. If present this
should have a value greater than 1.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: RelativeDates
domain_of:
- RelativeDates
range: integer
scheduleBounds:
name: scheduleBounds
description: The first and last dates of a schedule. This can be used to restrict
the range of values in a reference series of dates.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: RelativeDates
domain_of:
- RelativeDates
range: DateRange
businessDayConvention:
name: businessDayConvention
description: The convention for adjusting a date if it would otherwise fall on
a day that is not a business day, as specified by an ISDA convention (e.g. Following,
Precedent).
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BusinessDateRange.businessDayConvention
rank: 1000
owner: RelativeDates
domain_of:
- BusinessDateRange
- BusinessDayAdjustments
- RelativeDateOffset
- FinalCalculationPeriodDateAdjustment
- FxFixingDate
range: BusinessDayConventionEnum
required: true
businessCenters:
name: businessCenters
description: The business center(s), specified either explicitly or by reference
to those specified somewhere else in the instance document.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BusinessDateRange.businessCenters
rank: 1000
owner: RelativeDates
domain_of:
- BusinessDateRange
- BusinessDayAdjustments
- RelativeDateOffset
- BusinessDayOffset
- ParametricDates
- FxFixingDate
range: BusinessCenters
businessCentersReference:
name: businessCentersReference
annotations:
metadata_reference:
tag: metadata_reference
value: true
description: A pointer style reference to a set of financial business centers
defined elsewhere in the document. This set of business centers is used to determine
whether a particular day is a business day or not.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BusinessCenters.businessCentersReference
rank: 1000
owner: RelativeDates
domain_of:
- BusinessCenters
- RelativeDateOffset
- FxFixingDate
range: BusinessCenters
dateRelativeTo:
name: dateRelativeTo
annotations:
metadata_reference:
tag: metadata_reference
value: true
description: Specifies the anchor as an href attribute. The href attribute value
is a pointer style reference to the element or component elsewhere in the document
where the anchor date is defined.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: RelativeDates
domain_of:
- RelativeDateOffset
range: date
adjustedDate:
name: adjustedDate
description: The date once the adjustment has been performed. (Note that this
date may change if the business center holidays change).
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AdjustableDate.adjustedDate
rank: 1000
owner: RelativeDates
domain_of:
- AdjustableDate
- AdjustableDates
- AdjustableOrAdjustedDate
- AdjustableOrAdjustedOrRelativeDate
- RelativeDateOffset
- ObservationDate
range: date
dayType:
name: dayType
description: In the case of an offset specified as a number of days, this element
defines whether consideration is given as to whether a day is a good business
day or not. If a day type of business days is specified then non-business days
are ignored when calculating the offset. The financial business centers to use
for determination of business days are implied by the context in which this
element is used. This element must only be included when the offset is specified
as a number of days. If the offset is zero days then the dayType element should
not be included.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: RelativeDates
domain_of:
- Offset
- PeriodicDates
- ParametricDates
range: DayTypeEnum
periodMultiplier:
name: periodMultiplier
description: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can
be used when specifying an offset relative to another date, e.g. -2 days.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: RelativeDates
domain_of:
- Frequency
- Period
- Velocity
range: integer
required: true
period:
name: period
description: A time period, e.g. a day, week, month or year of the stream. If
the periodMultiplier value is 0 (zero) then period must contain the value D
(day).
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: RelativeDates
domain_of:
- Frequency
- Period
- PeriodBound
- CalculationFrequency
- Velocity
- AverageTradingVolume
range: PeriodEnum
required: true
rules:
- preconditions:
slot_conditions:
periodSkip:
name: periodSkip
required: true
postconditions:
slot_conditions:
periodSkip:
name: periodSkip
comments:
- 'Rosetta: strictly greater than'
minimum_value: 1
description: FpML specifies that, if present, the period skip should have a value
greater than 1.