Class: CalculationPeriodDates

A data for: defining the parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods. A calculation period schedule consists of an optional initial stub calculation period, one or more regular calculation periods and an optional final stub calculation period. In the absence of any initial or final stub calculation periods, the regular part of the calculation period schedule is assumed to be between the effective date and the termination date. No implicit stubs are allowed, i.e. stubs must be explicitly specified using an appropriate combination of firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.

URI: common_domain_model:CalculationPeriodDates

 classDiagram
    class CalculationPeriodDates
    click CalculationPeriodDates href "../CalculationPeriodDates/"
      CalculationPeriodDates : calculationPeriodDatesAdjustments
        
          
    
        
        
        CalculationPeriodDates --> "0..1" BusinessDayAdjustments : calculationPeriodDatesAdjustments
        click BusinessDayAdjustments href "../BusinessDayAdjustments/"
    

        
      CalculationPeriodDates : calculationPeriodFrequency
        
          
    
        
        
        CalculationPeriodDates --> "0..1" CalculationPeriodFrequency : calculationPeriodFrequency
        click CalculationPeriodFrequency href "../CalculationPeriodFrequency/"
    

        
      CalculationPeriodDates : effectiveDate
        
          
    
        
        
        CalculationPeriodDates --> "0..1" AdjustableOrRelativeDate : effectiveDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"
    

        
      CalculationPeriodDates : firstCompoundingPeriodEndDate
        
      CalculationPeriodDates : firstPeriodStartDate
        
          
    
        
        
        CalculationPeriodDates --> "0..1" AdjustableOrRelativeDate : firstPeriodStartDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"
    

        
      CalculationPeriodDates : firstRegularPeriodStartDate
        
      CalculationPeriodDates : lastRegularPeriodEndDate
        
      CalculationPeriodDates : stubPeriodType
        
          
    
        
        
        CalculationPeriodDates --> "*" StubPeriodTypeEnum : stubPeriodType
        click StubPeriodTypeEnum href "../StubPeriodTypeEnum/"
    

        
      CalculationPeriodDates : terminationDate
        
          
    
        
        
        CalculationPeriodDates --> "0..1" AdjustableOrRelativeDate : terminationDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
effectiveDate	0..1 AdjustableOrRelativeDate	The first day of the terms of the trade	direct
terminationDate	0..1 AdjustableOrRelativeDate	The last day of the terms of the trade	direct
calculationPeriodDatesAdjustments	0..1 BusinessDayAdjustments	The specification of the business day convention and financial business cente…	direct
firstPeriodStartDate	0..1 AdjustableOrRelativeDate	The start date of the calculation period	direct
firstRegularPeriodStartDate	0..1 date	The start date of the regular part of the calculation period schedule	direct
firstCompoundingPeriodEndDate	0..1 date	The end date of the initial compounding period when compounding is applicable	direct
lastRegularPeriodEndDate	0..1 date	The end date of the regular part of the calculation period schedule	direct
stubPeriodType	* StubPeriodTypeEnum	Method to allocate any irregular period remaining after regular periods have …	direct
calculationPeriodFrequency	0..1 CalculationPeriodFrequency	The frequency at which calculation period end dates occur with the regular pa…	direct

Usages

used by	used in	type	used
DateRelativeToCalculationPeriodDates	calculationPeriodDatesReference	range	CalculationPeriodDates
ObservationTerms	calculationPeriodDates	range	CalculationPeriodDates
ResetDates	calculationPeriodDatesReference	range	CalculationPeriodDates
StubCalculationPeriodAmount	calculationPeriodDatesReference	range	CalculationPeriodDates
StubPeriod	calculationPeriodDatesReference	range	CalculationPeriodDates
CommodityPayout	calculationPeriodDates	range	CalculationPeriodDates
InterestRatePayout	calculationPeriodDates	range	CalculationPeriodDates

Comments

• Rosetta condition FpML_ird_16 is not stated in LinkML: if firstRegularPeriodStartDate exists then terminationDate -> adjustableDate -> unadjustedDate > firstRegularPeriodStartDate
• Rosetta condition FpML_ird_17 is not stated in LinkML: if lastRegularPeriodEndDate exists then terminationDate -> adjustableDate -> unadjustedDate > lastRegularPeriodEndDate
• Rosetta condition FpML_ird_18 is not stated in LinkML: if firstRegularPeriodStartDate exists and lastRegularPeriodEndDate exists then lastRegularPeriodEndDate > firstRegularPeriodStartDate
• Rosetta condition FpML_ird_20 is not stated in LinkML: if lastRegularPeriodEndDate exists then lastRegularPeriodEndDate > effectiveDate -> adjustableDate -> unadjustedDate
• Rosetta condition FpML_ird_21 is not stated in LinkML: if firstPeriodStartDate exists and effectiveDate exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate < effectiveDate -> adjustableDate -> unadjustedDate
• Rosetta condition FpML_ird_22 is not stated in LinkML: if firstPeriodStartDate exists and firstRegularPeriodStartDate exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate < firstRegularPeriodStartDate

Identifier and Mapping Information

Annotations

property	value
rosetta_metadata	key

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CalculationPeriodDates
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: 'A data for: defining the parameters used to generate the calculation
  period dates schedule, including the specification of any initial or final stub
  calculation periods. A calculation period schedule consists of an optional initial
  stub calculation period, one or more regular calculation periods and an optional
  final stub calculation period. In the absence of any initial or final stub calculation
  periods, the regular part of the calculation period schedule is assumed to be between
  the effective date and the termination date. No implicit stubs are allowed, i.e.
  stubs must be explicitly specified using an appropriate combination of firstPeriodStartDate,
  firstRegularPeriodStartDate and lastRegularPeriodEndDate.'
comments:
- 'Rosetta condition FpML_ird_16 is not stated in LinkML: if firstRegularPeriodStartDate
  exists then terminationDate -> adjustableDate -> unadjustedDate > firstRegularPeriodStartDate'
- 'Rosetta condition FpML_ird_17 is not stated in LinkML: if lastRegularPeriodEndDate
  exists then terminationDate -> adjustableDate -> unadjustedDate > lastRegularPeriodEndDate'
- 'Rosetta condition FpML_ird_18 is not stated in LinkML: if firstRegularPeriodStartDate
  exists and lastRegularPeriodEndDate exists then lastRegularPeriodEndDate > firstRegularPeriodStartDate'
- 'Rosetta condition FpML_ird_20 is not stated in LinkML: if lastRegularPeriodEndDate
  exists then lastRegularPeriodEndDate > effectiveDate -> adjustableDate -> unadjustedDate'
- 'Rosetta condition FpML_ird_21 is not stated in LinkML: if firstPeriodStartDate
  exists and effectiveDate exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate
  < effectiveDate -> adjustableDate -> unadjustedDate'
- 'Rosetta condition FpML_ird_22 is not stated in LinkML: if firstPeriodStartDate
  exists and firstRegularPeriodStartDate exists then firstPeriodStartDate -> adjustableDate
  -> unadjustedDate < firstRegularPeriodStartDate'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  effectiveDate:
    name: effectiveDate
    description: The first day of the terms of the trade. This day may be subject
      to adjustment in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - CodeValue
    - AgreementEventInstruction
    - ClosedState
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - LegalAgreementBase
    - EventInstruction
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - CancelableProvision
    - EconomicTerms
    range: AdjustableOrRelativeDate
  terminationDate:
    name: terminationDate
    description: The last day of the terms of the trade. This date may be subject
      to adjustments in accordance with the business day convention. It can also be
      specified in relation to another scheduled date (e.g. the last payment date).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - CalculationPeriodDates
    - EconomicTerms
    range: AdjustableOrRelativeDate
  calculationPeriodDatesAdjustments:
    name: calculationPeriodDatesAdjustments
    description: The specification of the business day convention and financial business
      centers used for adjusting any calculation period date if it would otherwise
      fall on a day that is not a business day in the specified business center.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - CalculationPeriodDates
    range: BusinessDayAdjustments
  firstPeriodStartDate:
    name: firstPeriodStartDate
    description: The start date of the calculation period. FpML specifies that for
      interest rate swaps this date must only be specified if it is not equal to the
      effective date. It is always specified in the case of equity swaps and credit
      default swaps with periodic payments. This date may be subject to adjustment
      in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - CalculationPeriodDates
    range: AdjustableOrRelativeDate
  firstRegularPeriodStartDate:
    name: firstRegularPeriodStartDate
    description: The start date of the regular part of the calculation period schedule.
      It must only be specified if there is an initial stub calculation period. This
      day may be subject to adjustment in accordance with any adjustments specified
      in calculationPeriodDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - CalculationPeriodDates
    range: date
  firstCompoundingPeriodEndDate:
    name: firstCompoundingPeriodEndDate
    description: The end date of the initial compounding period when compounding is
      applicable. It must only be specified when the compoundingMethod element is
      present and not equal to a value of None. This date may be subject to adjustment
      in accordance with any adjustments specified in calculationPeriodDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - CalculationPeriodDates
    range: date
  lastRegularPeriodEndDate:
    name: lastRegularPeriodEndDate
    description: The end date of the regular part of the calculation period schedule.
      It must only be specified if there is a final stub calculation period. This
      day may be subject to adjustment in accordance with any adjustments specified
      in calculationPeriodDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - CalculationPeriodDates
    range: date
  stubPeriodType:
    name: stubPeriodType
    description: Method to allocate any irregular period remaining after regular periods
      have been allocated between the effective and termination date. The multiplicity
      of 2 allows the possibility of expressing the type for both an initial and final
      stub at the same time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - CalculationPeriodDates
    range: StubPeriodTypeEnum
    multivalued: true
    maximum_cardinality: 2
  calculationPeriodFrequency:
    name: calculationPeriodFrequency
    description: The frequency at which calculation period end dates occur with the
      regular part of the calculation period schedule and their roll date convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - CalculationPeriodDates
    range: CalculationPeriodFrequency

Induced

name: CalculationPeriodDates
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: 'A data for: defining the parameters used to generate the calculation
  period dates schedule, including the specification of any initial or final stub
  calculation periods. A calculation period schedule consists of an optional initial
  stub calculation period, one or more regular calculation periods and an optional
  final stub calculation period. In the absence of any initial or final stub calculation
  periods, the regular part of the calculation period schedule is assumed to be between
  the effective date and the termination date. No implicit stubs are allowed, i.e.
  stubs must be explicitly specified using an appropriate combination of firstPeriodStartDate,
  firstRegularPeriodStartDate and lastRegularPeriodEndDate.'
comments:
- 'Rosetta condition FpML_ird_16 is not stated in LinkML: if firstRegularPeriodStartDate
  exists then terminationDate -> adjustableDate -> unadjustedDate > firstRegularPeriodStartDate'
- 'Rosetta condition FpML_ird_17 is not stated in LinkML: if lastRegularPeriodEndDate
  exists then terminationDate -> adjustableDate -> unadjustedDate > lastRegularPeriodEndDate'
- 'Rosetta condition FpML_ird_18 is not stated in LinkML: if firstRegularPeriodStartDate
  exists and lastRegularPeriodEndDate exists then lastRegularPeriodEndDate > firstRegularPeriodStartDate'
- 'Rosetta condition FpML_ird_20 is not stated in LinkML: if lastRegularPeriodEndDate
  exists then lastRegularPeriodEndDate > effectiveDate -> adjustableDate -> unadjustedDate'
- 'Rosetta condition FpML_ird_21 is not stated in LinkML: if firstPeriodStartDate
  exists and effectiveDate exists then firstPeriodStartDate -> adjustableDate -> unadjustedDate
  < effectiveDate -> adjustableDate -> unadjustedDate'
- 'Rosetta condition FpML_ird_22 is not stated in LinkML: if firstPeriodStartDate
  exists and firstRegularPeriodStartDate exists then firstPeriodStartDate -> adjustableDate
  -> unadjustedDate < firstRegularPeriodStartDate'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  effectiveDate:
    name: effectiveDate
    description: The first day of the terms of the trade. This day may be subject
      to adjustment in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: CalculationPeriodDates
    domain_of:
    - CodeValue
    - AgreementEventInstruction
    - ClosedState
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - LegalAgreementBase
    - EventInstruction
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - CancelableProvision
    - EconomicTerms
    range: AdjustableOrRelativeDate
  terminationDate:
    name: terminationDate
    description: The last day of the terms of the trade. This date may be subject
      to adjustments in accordance with the business day convention. It can also be
      specified in relation to another scheduled date (e.g. the last payment date).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    - EconomicTerms
    range: AdjustableOrRelativeDate
  calculationPeriodDatesAdjustments:
    name: calculationPeriodDatesAdjustments
    description: The specification of the business day convention and financial business
      centers used for adjusting any calculation period date if it would otherwise
      fall on a day that is not a business day in the specified business center.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: BusinessDayAdjustments
  firstPeriodStartDate:
    name: firstPeriodStartDate
    description: The start date of the calculation period. FpML specifies that for
      interest rate swaps this date must only be specified if it is not equal to the
      effective date. It is always specified in the case of equity swaps and credit
      default swaps with periodic payments. This date may be subject to adjustment
      in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: AdjustableOrRelativeDate
  firstRegularPeriodStartDate:
    name: firstRegularPeriodStartDate
    description: The start date of the regular part of the calculation period schedule.
      It must only be specified if there is an initial stub calculation period. This
      day may be subject to adjustment in accordance with any adjustments specified
      in calculationPeriodDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: date
  firstCompoundingPeriodEndDate:
    name: firstCompoundingPeriodEndDate
    description: The end date of the initial compounding period when compounding is
      applicable. It must only be specified when the compoundingMethod element is
      present and not equal to a value of None. This date may be subject to adjustment
      in accordance with any adjustments specified in calculationPeriodDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: date
  lastRegularPeriodEndDate:
    name: lastRegularPeriodEndDate
    description: The end date of the regular part of the calculation period schedule.
      It must only be specified if there is a final stub calculation period. This
      day may be subject to adjustment in accordance with any adjustments specified
      in calculationPeriodDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: date
  stubPeriodType:
    name: stubPeriodType
    description: Method to allocate any irregular period remaining after regular periods
      have been allocated between the effective and termination date. The multiplicity
      of 2 allows the possibility of expressing the type for both an initial and final
      stub at the same time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: StubPeriodTypeEnum
    multivalued: true
    maximum_cardinality: 2
  calculationPeriodFrequency:
    name: calculationPeriodFrequency
    description: The frequency at which calculation period end dates occur with the
      regular part of the calculation period schedule and their roll date convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: CalculationPeriodDates
    domain_of:
    - CalculationPeriodDates
    range: CalculationPeriodFrequency