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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

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

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.