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common-domain-model

Class: DatedValue

Defines a date and value pair. This definition is used for varying rate or amount schedules, e.g. a notional amortisation or a step-up coupon schedule.

URI: common_domain_model:DatedValue

 classDiagram
    class DatedValue
    click DatedValue href "../DatedValue/"
      DatedValue <|-- NonNegativeDatedValue
        click NonNegativeDatedValue href "../NonNegativeDatedValue/"
      
      DatedValue : date
        
      DatedValue : value

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
date 1
date		 The date on which the associated step value becomes effective direct
value 1
Decimal		 The rate of amount which becomes effective on the associated step date direct

Usages

Section titled “Usages”
used by used in type used
Measure datedValue range DatedValue
MeasureBase datedValue range DatedValue
NonNegativeMeasure datedValue range DatedValue
NonNegativeQuantity datedValue range DatedValue
Quantity datedValue range DatedValue
QuantitySchedule datedValue range DatedValue
Schedule datedValue range DatedValue
ScheduleWithInitialValue datedValue range DatedValue
Money datedValue range DatedValue
Price datedValue range DatedValue
PriceSchedule datedValue range DatedValue
AmountScheduleWithInitialValue datedValue range DatedValue
CalculateResetValueInstruction observedRateDates range DatedValue
ResetInstructionState observedRateDates range DatedValue

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
rosetta_metadata key

Schema Source

Section titled “Schema Source”

Mappings

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

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: DatedValue
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Defines a date and value pair. This definition is used for varying rate
  or amount schedules, e.g. a notional amortisation or a step-up coupon schedule.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  date:
    name: date
    description: The date on which the associated step value becomes effective. This
      day may be subject to adjustment in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    domain_of:
    - DateList
    - DatedValue
    - CalculateTransferInstruction
    - OtherAgreement
    - AmendmentEffectiveDate
    - CSAValuationDate
    range: date
    required: true
  value:
    name: value
    description: The rate of amount which becomes effective on the associated step
      date. A rate of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    rank: 1000
    domain_of:
    - DatedValue
    - Schedule
    - Taxonomy
    - TaxonomyClassification
    - CodeValue
    - AccrualFactor
    - AdjustmentFactor
    - ClauseLibraryVariableSet
    - CSAMinimumTransferAmountVariableSet
    - CSAThresholdVariableSet
    - DisputeResolution
    - OtherEligibleAndPostedSupport
    range: decimal
    required: true

Induced

Section titled “Induced”
name: DatedValue
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Defines a date and value pair. This definition is used for varying rate
  or amount schedules, e.g. a notional amortisation or a step-up coupon schedule.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  date:
    name: date
    description: The date on which the associated step value becomes effective. This
      day may be subject to adjustment in accordance with a business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    owner: DatedValue
    domain_of:
    - DateList
    - DatedValue
    - CalculateTransferInstruction
    - OtherAgreement
    - AmendmentEffectiveDate
    - CSAValuationDate
    range: date
    required: true
  value:
    name: value
    description: The rate of amount which becomes effective on the associated step
      date. A rate of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    rank: 1000
    owner: DatedValue
    domain_of:
    - DatedValue
    - Schedule
    - Taxonomy
    - TaxonomyClassification
    - CodeValue
    - AccrualFactor
    - AdjustmentFactor
    - ClauseLibraryVariableSet
    - CSAMinimumTransferAmountVariableSet
    - CSAThresholdVariableSet
    - DisputeResolution
    - OtherEligibleAndPostedSupport
    range: decimal
    required: true