Class: AccrualFactor

The accrual rate and related terms, to adjust the price of an underlier impacted by a Corporate Action when economic impact consists in freezing the underlier price to the last fixing then applying accruals per each remaining underlier price fixing date required i.e. for each fixing date, adjustedPrice = lastFixingPrice x accrualFactor, where: accrualFactor = (1 + accrualRateValue x DCF).

URI: common_domain_model:AccrualFactor

 classDiagram
    class AccrualFactor
    click AccrualFactor href "../AccrualFactor/"
      AccrualFactor : calculationTerms
        
          
    
        
        
        AccrualFactor --> "0..1" AccrualFactorCalculationTerms : calculationTerms
        click AccrualFactorCalculationTerms href "../AccrualFactorCalculationTerms/"
    

        
      AccrualFactor : value
        
          
    
        
        
        AccrualFactor --> "1" PriceSchedule : value
        click PriceSchedule href "../PriceSchedule/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
value	1 PriceSchedule	The rate to be applied to the last fixing price, for price accrual calculatio…	direct
calculationTerms	0..1 AccrualFactorCalculationTerms	Describes the input terms involved in the calculation of the accrual factor	direct

Usages

used by	used in	type	used
AdjustmentFactorCalculationTerms	accrualFactor	range	AccrualFactor

Comments

• Rosetta condition AccrualPriceIsRate is not stated in LinkML: value -> priceType = PriceTypeEnum -> InterestRate

Identifier and Mapping Information

Schema Source

• from schema: https://w3id.org/lmodel/common-domain-model

Mappings

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

LinkML Source

Direct

name: AccrualFactor
description: 'The accrual rate and related terms, to adjust the price of an underlier
  impacted by a Corporate Action when economic impact consists in freezing the underlier
  price to the last fixing then applying accruals per each remaining underlier price
  fixing date required i.e. for each fixing date, adjustedPrice = lastFixingPrice
  x accrualFactor, where: accrualFactor = (1 + accrualRateValue x DCF).'
comments:
- 'Rosetta condition AccrualPriceIsRate is not stated in LinkML: value -> priceType
  = PriceTypeEnum -> InterestRate'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  value:
    name: value
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: location
    description: The rate to be applied to the last fixing price, for price accrual
      calculation purposes. DatedValue may be used for the purpose of representing
      Price series if such calculation is required for multiple dates.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    domain_of:
    - DatedValue
    - Schedule
    - Taxonomy
    - TaxonomyClassification
    - CodeValue
    - AccrualFactor
    - AdjustmentFactor
    - ClauseLibraryVariableSet
    - CSAMinimumTransferAmountVariableSet
    - CSAThresholdVariableSet
    - DisputeResolution
    - OtherEligibleAndPostedSupport
    range: PriceSchedule
    required: true
  calculationTerms:
    name: calculationTerms
    description: Describes the input terms involved in the calculation of the accrual
      factor.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - AccrualFactor
    - AdjustmentFactor
    range: AccrualFactorCalculationTerms

Induced

name: AccrualFactor
description: 'The accrual rate and related terms, to adjust the price of an underlier
  impacted by a Corporate Action when economic impact consists in freezing the underlier
  price to the last fixing then applying accruals per each remaining underlier price
  fixing date required i.e. for each fixing date, adjustedPrice = lastFixingPrice
  x accrualFactor, where: accrualFactor = (1 + accrualRateValue x DCF).'
comments:
- 'Rosetta condition AccrualPriceIsRate is not stated in LinkML: value -> priceType
  = PriceTypeEnum -> InterestRate'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  value:
    name: value
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: location
    description: The rate to be applied to the last fixing price, for price accrual
      calculation purposes. DatedValue may be used for the purpose of representing
      Price series if such calculation is required for multiple dates.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    owner: AccrualFactor
    domain_of:
    - DatedValue
    - Schedule
    - Taxonomy
    - TaxonomyClassification
    - CodeValue
    - AccrualFactor
    - AdjustmentFactor
    - ClauseLibraryVariableSet
    - CSAMinimumTransferAmountVariableSet
    - CSAThresholdVariableSet
    - DisputeResolution
    - OtherEligibleAndPostedSupport
    range: PriceSchedule
    required: true
  calculationTerms:
    name: calculationTerms
    description: Describes the input terms involved in the calculation of the accrual
      factor.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: AccrualFactor
    domain_of:
    - AccrualFactor
    - AdjustmentFactor
    range: AccrualFactorCalculationTerms