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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
        
      
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
used by used in type used
FloatingRateIndexFixingDetails fixingOffset range BusinessDayOffset
Mapping Type Mapped Value
self common_domain_model:BusinessDayOffset
native common_domain_model:BusinessDayOffset
name: BusinessDayOffset
description: 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-model
is_a: Period
attributes:
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: string
name: BusinessDayOffset
description: 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-model
is_a: Period
attributes:
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