Class: BusinessDayOffset
This allows an offset to be specified as, for instance, N business days, with a business centers specified as included.
URI: common_domain_model:BusinessDayOffset
classDiagram
class BusinessDayOffset
click BusinessDayOffset href "../BusinessDayOffset/"
Period <|-- BusinessDayOffset
click Period href "../Period/"
BusinessDayOffset <|-- FloatingRateIndexFixingOffset
click FloatingRateIndexFixingOffset href "../FloatingRateIndexFixingOffset/"
BusinessDayOffset : businessCenters
BusinessDayOffset --> "0..1" BusinessCenters : businessCenters
click BusinessCenters href "../BusinessCenters/"
BusinessDayOffset : fixingOffsetDefinition
BusinessDayOffset : fixingOffsetReason
BusinessDayOffset : period
BusinessDayOffset --> "1" PeriodEnum : period
click PeriodEnum href "../PeriodEnum/"
BusinessDayOffset : periodMultiplier
Inheritance
Section titled “Inheritance”- Period
- BusinessDayOffset
| Name | Cardinality and Range | Description | Inheritance |
|---|---|---|---|
| businessCenters | 0..1 BusinessCenters |
The business centers for the offset | direct |
| fixingOffsetDefinition | 0..1 string |
Legal text that underlies the Fixing Offset | direct |
| fixingOffsetReason | 0..1 string |
Fixing Offset Reason | direct |
| 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 |
|---|---|---|---|
| FloatingRateIndexFixingDetails | fixingOffset | range | BusinessDayOffset |
Identifier and Mapping Information
Section titled “Identifier and Mapping Information”Schema Source
Section titled “Schema Source”- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
Section titled “Mappings”| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:BusinessDayOffset |
| native | common_domain_model:BusinessDayOffset |
LinkML Source
Section titled “LinkML Source”Direct
Section titled “Direct”name: BusinessDayOffsetdescription: This allows an offset to be specified as, for instance, N business days, with a business centers specified as included.from_schema: https://w3id.org/lmodel/common-domain-modelis_a: Periodattributes: businessCenters: name: businessCenters description: The business centers for the offset. from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro domain_of: - BusinessDateRange - BusinessDayAdjustments - RelativeDateOffset - BusinessDayOffset - ParametricDates - FxFixingDate range: BusinessCenters fixingOffsetDefinition: name: fixingOffsetDefinition description: Legal text that underlies the Fixing Offset. ISDA Fixing Offset Definition. (e.g. One day that is either a Sydney Business Day or a Melbourne Business Day following the Reset Date) from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro rank: 1000 domain_of: - BusinessDayOffset range: string fixingOffsetReason: name: fixingOffsetReason description: Fixing Offset Reason from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro rank: 1000 domain_of: - BusinessDayOffset range: stringInduced
Section titled “Induced”name: BusinessDayOffsetdescription: This allows an offset to be specified as, for instance, N business days, with a business centers specified as included.from_schema: https://w3id.org/lmodel/common-domain-modelis_a: Periodattributes: businessCenters: name: businessCenters description: The business centers for the offset. from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro owner: BusinessDayOffset domain_of: - BusinessDateRange - BusinessDayAdjustments - RelativeDateOffset - BusinessDayOffset - ParametricDates - FxFixingDate range: BusinessCenters fixingOffsetDefinition: name: fixingOffsetDefinition description: Legal text that underlies the Fixing Offset. ISDA Fixing Offset Definition. (e.g. One day that is either a Sydney Business Day or a Melbourne Business Day following the Reset Date) from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro rank: 1000 owner: BusinessDayOffset domain_of: - BusinessDayOffset range: string fixingOffsetReason: name: fixingOffsetReason description: Fixing Offset Reason from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro rank: 1000 owner: BusinessDayOffset domain_of: - BusinessDayOffset range: string 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: BusinessDayOffset 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: BusinessDayOffset domain_of: - CalculationFrequency - Frequency - Period - PeriodBound - Velocity - AverageTradingVolume range: PeriodEnum required: true