Class: FinalCalculationPeriodDateAdjustment

A data to: define business date convention adjustment to final payment period per leg.

URI: common_domain_model:FinalCalculationPeriodDateAdjustment

 classDiagram
    class FinalCalculationPeriodDateAdjustment
    click FinalCalculationPeriodDateAdjustment href "../FinalCalculationPeriodDateAdjustment/"
      FinalCalculationPeriodDateAdjustment : businessDayConvention
        
          
    
        
        
        FinalCalculationPeriodDateAdjustment --> "1" BusinessDayConventionEnum : businessDayConvention
        click BusinessDayConventionEnum href "../BusinessDayConventionEnum/"
    

        
      FinalCalculationPeriodDateAdjustment : relevantUnderlyingDateReference
        
          
    
        
        
        FinalCalculationPeriodDateAdjustment --> "1" AdjustableOrRelativeDates : relevantUnderlyingDateReference
        click AdjustableOrRelativeDates href "../AdjustableOrRelativeDates/"
    

        
      FinalCalculationPeriodDateAdjustment : swapStreamReference
        
          
    
        
        
        FinalCalculationPeriodDateAdjustment --> "1" Payout : swapStreamReference
        click Payout href "../Payout/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
relevantUnderlyingDateReference	1 AdjustableOrRelativeDates	Reference to the unadjusted cancellation effective dates	direct
swapStreamReference	1 Payout	Reference to the leg, where date adjustments may apply	direct
businessDayConvention	1 BusinessDayConventionEnum	Override business date convention	direct

Usages

used by	used in	type	used
CancelableProvision	finalCalculationPeriodDateAdjustment	range	FinalCalculationPeriodDateAdjustment

Comments

• Rosetta condition IsInterestRatePayout is not stated in LinkML: if swapStreamReference exists then swapStreamReference switch InterestRatePayout then item exists, default False

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FinalCalculationPeriodDateAdjustment
description: 'A data to: define business date convention adjustment to final payment
  period per leg.'
comments:
- 'Rosetta condition IsInterestRatePayout is not stated in LinkML: if swapStreamReference
  exists then swapStreamReference switch InterestRatePayout then item exists, default
  False'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  relevantUnderlyingDateReference:
    name: relevantUnderlyingDateReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Reference to the unadjusted cancellation effective dates.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - FinalCalculationPeriodDateAdjustment
    range: AdjustableOrRelativeDates
    required: true
  swapStreamReference:
    name: swapStreamReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Reference to the leg, where date adjustments may apply.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - FinalCalculationPeriodDateAdjustment
    range: Payout
    required: true
  businessDayConvention:
    name: businessDayConvention
    description: Override business date convention. This takes precedence over leg
      level information.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - FinalCalculationPeriodDateAdjustment
    - FxFixingDate
    range: BusinessDayConventionEnum
    required: true

Induced

name: FinalCalculationPeriodDateAdjustment
description: 'A data to: define business date convention adjustment to final payment
  period per leg.'
comments:
- 'Rosetta condition IsInterestRatePayout is not stated in LinkML: if swapStreamReference
  exists then swapStreamReference switch InterestRatePayout then item exists, default
  False'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  relevantUnderlyingDateReference:
    name: relevantUnderlyingDateReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Reference to the unadjusted cancellation effective dates.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: FinalCalculationPeriodDateAdjustment
    domain_of:
    - FinalCalculationPeriodDateAdjustment
    range: AdjustableOrRelativeDates
    required: true
  swapStreamReference:
    name: swapStreamReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Reference to the leg, where date adjustments may apply.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: FinalCalculationPeriodDateAdjustment
    domain_of:
    - FinalCalculationPeriodDateAdjustment
    range: Payout
    required: true
  businessDayConvention:
    name: businessDayConvention
    description: Override business date convention. This takes precedence over leg
      level information.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: FinalCalculationPeriodDateAdjustment
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - FinalCalculationPeriodDateAdjustment
    - FxFixingDate
    range: BusinessDayConventionEnum
    required: true