Slot: businessDayConvention
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).
URI: common_domain_model:businessDayConvention
Applicable Classes
| Name |
Description |
Modifies Slot |
| BusinessDateRange |
A class defining a range of contiguous business days by defining an unadjuste... |
no |
| BusinessDayAdjustments |
A class defining the business day convention and financial business centers u... |
yes |
| RelativeDateOffset |
A class defining a date (referred to as the derived date) as a relative offse... |
no |
| FinalCalculationPeriodDateAdjustment |
A data to: define business date convention adjustment to final payment perio... |
yes |
| FxFixingDate |
Extends the Offset structure to specify an FX fixing date as an offset to dat... |
yes |
| AdjustedRelativeDateOffset |
A type defining a date (referred to as the derived date) as a relative offset... |
no |
| RelativeDates |
A class describing a set of dates defined as relative to another set of dates |
no |
Properties
Type and Range
Cardinality and Requirements
| Property |
Value |
| Required |
Yes |
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:businessDayConvention |
| native |
common_domain_model:businessDayConvention |
| close |
fpml_5_10:BusinessDateRange.businessDayConvention |
LinkML Source
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
domain_of:
- BusinessDateRange
- BusinessDayAdjustments
- RelativeDateOffset
- FinalCalculationPeriodDateAdjustment
- FxFixingDate
range: BusinessDayConventionEnum
required: true