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Slot: dateRelativeToValuationDates

The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg.

URI: common_domain_model:dateRelativeToValuationDates

Applicable Classes

Name Description Modifies Slot
FxFixingDate Extends the Offset structure to specify an FX fixing date as an offset to dat... no

Properties

Type and Range

Property Value
Range DateRelativeToValuationDates
Domain Of FxFixingDate

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: dateRelativeToValuationDates
description: The calculation period references on which settlements in non-deliverable
  currency are due and will then have to be converted according to the terms specified
  through the other parts of the nonDeliverableSettlement structure. Implemented for
  Brazilian-CDI swaps where it will refer to the termination date of the appropriate
  leg.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- FxFixingDate
range: DateRelativeToValuationDates