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common-domain-model

Class: AdjustedRelativeDateOffset

A type defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date) plus optional date adjustments.

URI: common_domain_model:AdjustedRelativeDateOffset

 classDiagram
    class AdjustedRelativeDateOffset
    click AdjustedRelativeDateOffset href "../AdjustedRelativeDateOffset/"
      RelativeDateOffset <|-- AdjustedRelativeDateOffset
        click RelativeDateOffset href "../RelativeDateOffset/"
      
      AdjustedRelativeDateOffset : adjustedDate
        
      AdjustedRelativeDateOffset : businessCenters
        
          
    
        
        
        AdjustedRelativeDateOffset --> "0..1" BusinessCenters : businessCenters
        click BusinessCenters href "../BusinessCenters/"
    

        
      AdjustedRelativeDateOffset : businessCentersReference
        
          
    
        
        
        AdjustedRelativeDateOffset --> "0..1" BusinessCenters : businessCentersReference
        click BusinessCenters href "../BusinessCenters/"
    

        
      AdjustedRelativeDateOffset : businessDayConvention
        
          
    
        
        
        AdjustedRelativeDateOffset --> "1" BusinessDayConventionEnum : businessDayConvention
        click BusinessDayConventionEnum href "../BusinessDayConventionEnum/"
    

        
      AdjustedRelativeDateOffset : dateRelativeTo
        
      AdjustedRelativeDateOffset : dayType
        
          
    
        
        
        AdjustedRelativeDateOffset --> "0..1" DayTypeEnum : dayType
        click DayTypeEnum href "../DayTypeEnum/"
    

        
      AdjustedRelativeDateOffset : period
        
          
    
        
        
        AdjustedRelativeDateOffset --> "1" PeriodEnum : period
        click PeriodEnum href "../PeriodEnum/"
    

        
      AdjustedRelativeDateOffset : periodMultiplier
        
      AdjustedRelativeDateOffset : relativeDateAdjustments
        
          
    
        
        
        AdjustedRelativeDateOffset --> "0..1" BusinessDayAdjustments : relativeDateAdjustments
        click BusinessDayAdjustments href "../BusinessDayAdjustments/"

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
relativeDateAdjustments 0..1
BusinessDayAdjustments		 The business day convention and financial business centers used for adjusting… direct
businessDayConvention 1
BusinessDayConventionEnum		 The convention for adjusting a date if it would otherwise fall on a day that … RelativeDateOffset
businessCenters 0..1
BusinessCenters		 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

Section titled “Usages”
used by used in type used
AdjustableOrRelativeDate relativeDate range AdjustedRelativeDateOffset
Illiquidity illiquidityValuationDate range AdjustedRelativeDateOffset
NonDeliverableSubstitute valuationDate range AdjustedRelativeDateOffset
NonDeliverableSubstitute settlementDate range AdjustedRelativeDateOffset

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:AdjustedRelativeDateOffset
native common_domain_model:AdjustedRelativeDateOffset

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: AdjustedRelativeDateOffset
description: A type defining a date (referred to as the derived date) as a relative
  offset from another date (referred to as the anchor date) plus optional date adjustments.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: RelativeDateOffset
attributes:
  relativeDateAdjustments:
    name: relativeDateAdjustments
    description: The business day convention and financial business centers used for
      adjusting the relative date if it would otherwise fall on a day that is not
      a business date in the specified business centers.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    domain_of:
    - AdjustedRelativeDateOffset
    range: BusinessDayAdjustments

Induced

Section titled “Induced”
name: AdjustedRelativeDateOffset
description: A type defining a date (referred to as the derived date) as a relative
  offset from another date (referred to as the anchor date) plus optional date adjustments.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: RelativeDateOffset
attributes:
  relativeDateAdjustments:
    name: relativeDateAdjustments
    description: The business day convention and financial business centers used for
      adjusting the relative date if it would otherwise fall on a day that is not
      a business date in the specified business centers.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: AdjustedRelativeDateOffset
    domain_of:
    - AdjustedRelativeDateOffset
    range: BusinessDayAdjustments
  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/cdm_base_datetime
    owner: AdjustedRelativeDateOffset
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - FinalCalculationPeriodDateAdjustment
    - FxFixingDate
    range: BusinessDayConventionEnum
    required: true
  businessCenters:
    name: businessCenters
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: AdjustedRelativeDateOffset
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
  businessCentersReference:
    name: businessCentersReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    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/cdm_base_datetime
    owner: AdjustedRelativeDateOffset
    domain_of:
    - BusinessCenters
    - RelativeDateOffset
    - FxFixingDate
    range: BusinessCenters
  dateRelativeTo:
    name: dateRelativeTo
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    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/cdm_base_datetime
    rank: 1000
    owner: AdjustedRelativeDateOffset
    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/cdm_base_datetime
    owner: AdjustedRelativeDateOffset
    domain_of:
    - AdjustableDate
    - AdjustableDates
    - AdjustableOrAdjustedDate
    - AdjustableOrAdjustedOrRelativeDate
    - RelativeDateOffset
    - ObservationDate
    - AdjustDateInstruction
    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/cdm_base_datetime
    rank: 1000
    owner: AdjustedRelativeDateOffset
    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/cdm_base_datetime
    owner: AdjustedRelativeDateOffset
    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/cdm_base_datetime
    owner: AdjustedRelativeDateOffset
    domain_of:
    - CalculationFrequency
    - Frequency
    - Period
    - PeriodBound
    - Velocity
    - AverageTradingVolume
    range: PeriodEnum
    required: true