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Class: ResetFrequency

A class defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaging is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate and the swap/swapStream/calculationPerioDates/terminationDate.

URI: common_domain_model:ResetFrequency

 classDiagram
    class ResetFrequency
    click ResetFrequency href "../ResetFrequency/"
      Frequency <|-- ResetFrequency
        click Frequency href "../Frequency/"

      ResetFrequency : period





        ResetFrequency --> "1" PeriodExtendedEnum : period
        click PeriodExtendedEnum href "../PeriodExtendedEnum/"



      ResetFrequency : periodMultiplier

      ResetFrequency : weeklyRollConvention





        ResetFrequency --> "0..1" WeeklyRollConventionEnum : weeklyRollConvention
        click WeeklyRollConventionEnum href "../WeeklyRollConventionEnum/"

Inheritance

Slots

Name Cardinality and Range Description Inheritance
weeklyRollConvention 0..1
WeeklyRollConventionEnum		 The day of the week on which a weekly reset date occurs direct
periodMultiplier 1
Integer		 A time period multiplier, e Frequency
period 1
PeriodExtendedEnum		 A time period, e Frequency

Usages

used by used in type used
ResetDates resetFrequency range ResetFrequency

In Subsets

Comments

  • Rosetta condition: FpML_ird_49 — if weeklyRollConvention exists then period = PeriodExtendedEnum -> W

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: ResetFrequency
description: A class defining the reset frequency. In the case of a weekly reset,
  also specifies the day of the week that the reset occurs. If the reset frequency
  is greater than the calculation period frequency the this implies that more or more
  reset dates is established for each calculation period and some form of rate averaging
  is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation.
  In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate
  and the swap/swapStream/calculationPerioDates/terminationDate.
comments:
- 'Rosetta condition: FpML_ird_49 — if weeklyRollConvention exists then period = PeriodExtendedEnum
  -> W'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Frequency
slots:
- weeklyRollConvention

Induced

name: ResetFrequency
description: A class defining the reset frequency. In the case of a weekly reset,
  also specifies the day of the week that the reset occurs. If the reset frequency
  is greater than the calculation period frequency the this implies that more or more
  reset dates is established for each calculation period and some form of rate averaging
  is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation.
  In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate
  and the swap/swapStream/calculationPerioDates/terminationDate.
comments:
- 'Rosetta condition: FpML_ird_49 — if weeklyRollConvention exists then period = PeriodExtendedEnum
  -> W'
in_subset:
- cdm_product_common_schedule
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Frequency
attributes:
  weeklyRollConvention:
    name: weeklyRollConvention
    description: The day of the week on which a weekly reset date occurs. This element
      must be included if the reset frequency is defined as weekly and not otherwise.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ResetFrequency
    domain_of:
    - ResetFrequency
    range: WeeklyRollConventionEnum
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2, or 3. If the period value is
      T (Term) then period multiplier must contain the value 1.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ResetFrequency
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month, year or term of the stream.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ResetFrequency
    domain_of:
    - Frequency
    - Period
    - PeriodBound
    - CalculationFrequency
    - Velocity
    - AverageTradingVolume
    range: PeriodExtendedEnum
    required: true