Class: CalculationPeriodFrequency

A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.

URI: common_domain_model:CalculationPeriodFrequency

 classDiagram
    class CalculationPeriodFrequency
    click CalculationPeriodFrequency href "../CalculationPeriodFrequency/"
      Frequency <|-- CalculationPeriodFrequency
        click Frequency href "../Frequency/"
      
      CalculationPeriodFrequency : balanceOfFirstPeriod
        
      CalculationPeriodFrequency : period
        
          
    
        
        
        CalculationPeriodFrequency --> "1" PeriodExtendedEnum : period
        click PeriodExtendedEnum href "../PeriodExtendedEnum/"
    

        
      CalculationPeriodFrequency : periodMultiplier
        
      CalculationPeriodFrequency : rollConvention
        
          
    
        
        
        CalculationPeriodFrequency --> "1" RollConventionEnum : rollConvention
        click RollConventionEnum href "../RollConventionEnum/"
    

        
      

Inheritance

• Frequency
  • CalculationPeriodFrequency

Slots

Name	Cardinality and Range	Description	Inheritance
rollConvention	1 RollConventionEnum	The roll convention specifies the period term as part of a periodic schedule,…	direct
balanceOfFirstPeriod	0..1 Boolean	Indicates, when true, that that the first Calculation Period should run from …	direct
periodMultiplier	1 Integer	A time period multiplier, e	Frequency
period	1 PeriodExtendedEnum	A time period, e	Frequency

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: (’From Frequency. PositivePeriodMultiplier: FpML specifies periodMultiplier as ’ ‘a positive integer.’), ‘slot_conditions’: {‘periodMultiplier’: SlotDefinition({‘name’: ‘periodMultiplier’, ‘minimum_value’: 1})} })

Usages

used by	used in	type	used
AveragingSchedule	averagingPeriodFrequency	range	CalculationPeriodFrequency
PeriodicDates	periodFrequency	range	CalculationPeriodFrequency
CalculationPeriodDates	calculationPeriodFrequency	range	CalculationPeriodFrequency

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
any_of	[{'slot_conditions': {'period': {'equals_string': 'M'}}}, {'slot_conditions': {'period': {'equals_string': 'Y'}}}]
all_of		[{'none_of': [{'slot_conditions': {'rollConvention': {'value_presence': 'PRESENT', 'equals_string': 'NONE'}}}]}, {'none_of': [{'slot_conditions': {'rollConvention': {'value_presence': 'PRESENT', 'equals_string': 'SFE'}}}]}, {'none_of': [{'slot_conditions': {'rollConvention': {'value_presence': 'PRESENT', 'equals_string': 'MON'}}}]}, {'none_of': [{'slot_conditions': {'rollConvention': {'value_presence': 'PRESENT', 'equals_string': 'TUE'}}}]}, {'none_of': [{'slot_conditions': {'rollConvention': {'value_presence': 'PRESENT', 'equals_string': 'WED'}}}]}, {'none_of': [{'slot_conditions': {'rollConvention': {'value_presence': 'PRESENT', 'equals_string': 'THU'}}}]}, {'none_of': [{'slot_conditions': {'rollConvention': {'value_presence': 'PRESENT', 'equals_string': 'FRI'}}}]}, {'none_of': [{'slot_conditions': {'rollConvention': {'value_presence': 'PRESENT', 'equals_string': 'SAT'}}}]}, {'none_of': [{'slot_conditions': {'rollConvention': {'value_presence': 'PRESENT', 'equals_string': 'SUN'}}}]}]

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'period': {'equals_string': 'W'}}
any_of		[{'slot_conditions': {'rollConvention': {'equals_string': 'NONE'}}}, {'slot_conditions': {'rollConvention': {'equals_string': 'SFE'}}}, {'slot_conditions': {'rollConvention': {'equals_string': 'MON'}}}, {'slot_conditions': {'rollConvention': {'equals_string': 'TUE'}}}, {'slot_conditions': {'rollConvention': {'equals_string': 'WED'}}}, {'slot_conditions': {'rollConvention': {'equals_string': 'THU'}}}, {'slot_conditions': {'rollConvention': {'equals_string': 'FRI'}}}, {'slot_conditions': {'rollConvention': {'equals_string': 'SAT'}}}, {'slot_conditions': {'rollConvention': {'equals_string': 'SUN'}}}]

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'period': {'equals_string': 'T'}}	{'rollConvention': {'equals_string': 'NONE'}}

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: CalculationPeriodFrequency
description: A class to specify the frequency at which calculation period end dates
  occur within the regular part of the calculation period schedule and their roll
  date convention.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Frequency
attributes:
  rollConvention:
    name: rollConvention
    description: The roll convention specifies the period term as part of a periodic
      schedule, i.e. the calculation period end date within the regular part of the
      calculation period. The value could be a rule, e.g. IMM Settlement Dates, which
      is the 3rd Wednesday of the month, or it could be a specific day of the month,
      such as the first day of the applicable month. It is used in conjunction with
      a frequency and the regular period start date of a calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    domain_of:
    - CalculationPeriodFrequency
    range: RollConventionEnum
    required: true
  balanceOfFirstPeriod:
    name: balanceOfFirstPeriod
    description: Indicates, when true, that that the first Calculation Period should
      run from the Effective Date to the end of the calendar period in which the Effective
      Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long
      and Effective Date is Jan 15. If false, the first Calculation Period should
      run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the
      calculation periods are one month long and Effective Date is Jan 15. Mostly
      used in Commmodity Swaps.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    domain_of:
    - CalculationPeriodFrequency
    range: boolean
rules:
- preconditions:
    any_of:
    - slot_conditions:
        period:
          name: period
          equals_string: M
    - slot_conditions:
        period:
          name: period
          equals_string: Y
  postconditions:
    all_of:
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: NONE
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: SFE
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: MON
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: TUE
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: WED
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: THU
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: FRI
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: SAT
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: SUN
  description: 'FpML_ird_57: FpML validation rule ird-57 - Context: CalculationPeriodFrequency.
    [period eq (''M'', ''Y'')] not(rollConvention = (''NONE'', ''SFE'', ''MON'', ''TUE'',
    ''WED'', ''THU'', ''FRI'', ''SAT'',''SUN'')).'
- preconditions:
    slot_conditions:
      period:
        name: period
        equals_string: W
  postconditions:
    any_of:
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: NONE
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: SFE
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: MON
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: TUE
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: WED
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: THU
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: FRI
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: SAT
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: SUN
  description: 'FpML_ird_58: FpML validation rule ird-58 - Context: CalculationPeriodFrequency.
    When the period is ''W'', the rollConvention must be a week day, ''SFE'' or ''NONE''.'
- preconditions:
    slot_conditions:
      period:
        name: period
        equals_string: T
  postconditions:
    slot_conditions:
      rollConvention:
        name: rollConvention
        equals_string: NONE
  description: 'FpML_ird_60: FpML validation rule ird-60 - Context: CalculationPeriodFrequency.
    When the period is ''T'', the rollConvention must be ''NONE''.'
all_of:
- description: 'From Frequency. PositivePeriodMultiplier: FpML specifies periodMultiplier
    as a positive integer.'
  slot_conditions:
    periodMultiplier:
      name: periodMultiplier
      minimum_value: 1

Induced

name: CalculationPeriodFrequency
description: A class to specify the frequency at which calculation period end dates
  occur within the regular part of the calculation period schedule and their roll
  date convention.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Frequency
attributes:
  rollConvention:
    name: rollConvention
    description: The roll convention specifies the period term as part of a periodic
      schedule, i.e. the calculation period end date within the regular part of the
      calculation period. The value could be a rule, e.g. IMM Settlement Dates, which
      is the 3rd Wednesday of the month, or it could be a specific day of the month,
      such as the first day of the applicable month. It is used in conjunction with
      a frequency and the regular period start date of a calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: CalculationPeriodFrequency
    domain_of:
    - CalculationPeriodFrequency
    range: RollConventionEnum
    required: true
  balanceOfFirstPeriod:
    name: balanceOfFirstPeriod
    description: Indicates, when true, that that the first Calculation Period should
      run from the Effective Date to the end of the calendar period in which the Effective
      Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long
      and Effective Date is Jan 15. If false, the first Calculation Period should
      run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the
      calculation periods are one month long and Effective Date is Jan 15. Mostly
      used in Commmodity Swaps.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: CalculationPeriodFrequency
    domain_of:
    - CalculationPeriodFrequency
    range: boolean
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2, or 3. If the period value is
      T (Term) then period multiplier must contain the value 1.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: CalculationPeriodFrequency
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month, year or term of the stream.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: CalculationPeriodFrequency
    domain_of:
    - CalculationFrequency
    - Frequency
    - Period
    - PeriodBound
    - Velocity
    - AverageTradingVolume
    range: PeriodExtendedEnum
    required: true
rules:
- preconditions:
    any_of:
    - slot_conditions:
        period:
          name: period
          equals_string: M
    - slot_conditions:
        period:
          name: period
          equals_string: Y
  postconditions:
    all_of:
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: NONE
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: SFE
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: MON
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: TUE
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: WED
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: THU
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: FRI
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: SAT
    - none_of:
      - slot_conditions:
          rollConvention:
            name: rollConvention
            value_presence: PRESENT
            equals_string: SUN
  description: 'FpML_ird_57: FpML validation rule ird-57 - Context: CalculationPeriodFrequency.
    [period eq (''M'', ''Y'')] not(rollConvention = (''NONE'', ''SFE'', ''MON'', ''TUE'',
    ''WED'', ''THU'', ''FRI'', ''SAT'',''SUN'')).'
- preconditions:
    slot_conditions:
      period:
        name: period
        equals_string: W
  postconditions:
    any_of:
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: NONE
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: SFE
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: MON
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: TUE
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: WED
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: THU
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: FRI
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: SAT
    - slot_conditions:
        rollConvention:
          name: rollConvention
          equals_string: SUN
  description: 'FpML_ird_58: FpML validation rule ird-58 - Context: CalculationPeriodFrequency.
    When the period is ''W'', the rollConvention must be a week day, ''SFE'' or ''NONE''.'
- preconditions:
    slot_conditions:
      period:
        name: period
        equals_string: T
  postconditions:
    slot_conditions:
      rollConvention:
        name: rollConvention
        equals_string: NONE
  description: 'FpML_ird_60: FpML validation rule ird-60 - Context: CalculationPeriodFrequency.
    When the period is ''T'', the rollConvention must be ''NONE''.'
all_of:
- description: 'From Frequency. PositivePeriodMultiplier: FpML specifies periodMultiplier
    as a positive integer.'
  slot_conditions:
    periodMultiplier:
      name: periodMultiplier
      minimum_value: 1