Class: DiscountingMethod

A data defining: discounting information. The 2000 ISDA definitions, section 8.4. discounting (related to the calculation of a discounted fixed amount or floating amount) apply. This type must only be included if discounting applies.

URI: common_domain_model:DiscountingMethod

 classDiagram
    class DiscountingMethod
    click DiscountingMethod href "../DiscountingMethod/"
      DiscountingMethod : discountingType
        
          
    
        
        
        DiscountingMethod --> "1" DiscountingTypeEnum : discountingType
        click DiscountingTypeEnum href "../DiscountingTypeEnum/"
    

        
      DiscountingMethod : discountRate
        
      DiscountingMethod : discountRateDayCountFraction
        
          
    
        
        
        DiscountingMethod --> "0..1" DayCountFractionEnum : discountRateDayCountFraction
        click DayCountFractionEnum href "../DayCountFractionEnum/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
discountingType	1 DiscountingTypeEnum	The discounting method that is applicable	direct
discountRate	0..1 Decimal	A discount rate, expressed as a decimal, to be used in the calculation of a d…	direct
discountRateDayCountFraction	0..1 DayCountFractionEnum	A discount day count fraction to be used in the calculation of a discounted a…	direct

Usages

used by	used in	type	used
InterestRatePayout	discountingMethod	range	DiscountingMethod

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'discountRateDayCountFraction': {'value_presence': 'PRESENT'}}	{'discountRate': {'value_presence': 'PRESENT'}}

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: DiscountingMethod
description: 'A data defining: discounting information. The 2000 ISDA definitions,
  section 8.4. discounting (related to the calculation of a discounted fixed amount
  or floating amount) apply. This type must only be included if discounting applies.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  discountingType:
    name: discountingType
    description: The discounting method that is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - DiscountingMethod
    range: DiscountingTypeEnum
    required: true
  discountRate:
    name: discountRate
    description: A discount rate, expressed as a decimal, to be used in the calculation
      of a discounted amount. A discount amount of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - DiscountingMethod
    range: decimal
  discountRateDayCountFraction:
    name: discountRateDayCountFraction
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: A discount day count fraction to be used in the calculation of a
      discounted amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - DiscountingMethod
    range: DayCountFractionEnum
rules:
- preconditions:
    slot_conditions:
      discountRateDayCountFraction:
        name: discountRateDayCountFraction
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      discountRate:
        name: discountRate
        value_presence: PRESENT
  description: 'DiscountRate: In FpML discountingRate and discountRateDayCountFraction
    are part of an optional node, with discountingRate as the required element as
    part of that node.'

Induced

name: DiscountingMethod
description: 'A data defining: discounting information. The 2000 ISDA definitions,
  section 8.4. discounting (related to the calculation of a discounted fixed amount
  or floating amount) apply. This type must only be included if discounting applies.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  discountingType:
    name: discountingType
    description: The discounting method that is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: DiscountingMethod
    domain_of:
    - DiscountingMethod
    range: DiscountingTypeEnum
    required: true
  discountRate:
    name: discountRate
    description: A discount rate, expressed as a decimal, to be used in the calculation
      of a discounted amount. A discount amount of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: DiscountingMethod
    domain_of:
    - DiscountingMethod
    range: decimal
  discountRateDayCountFraction:
    name: discountRateDayCountFraction
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: A discount day count fraction to be used in the calculation of a
      discounted amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: DiscountingMethod
    domain_of:
    - DiscountingMethod
    range: DayCountFractionEnum
rules:
- preconditions:
    slot_conditions:
      discountRateDayCountFraction:
        name: discountRateDayCountFraction
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      discountRate:
        name: discountRate
        value_presence: PRESENT
  description: 'DiscountRate: In FpML discountingRate and discountRateDayCountFraction
    are part of an optional node, with discountingRate as the required element as
    part of that node.'