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common-domain-model

Class: FloatingRateIndexFixingOffset

This type holds parameters defining the normal fixing offset for a floating rate index.

URI: common_domain_model:FloatingRateIndexFixingOffset

 classDiagram
    class FloatingRateIndexFixingOffset
    click FloatingRateIndexFixingOffset href "../FloatingRateIndexFixingOffset/"
      BusinessDayOffset <|-- FloatingRateIndexFixingOffset
        click BusinessDayOffset href "../BusinessDayOffset/"
      
      FloatingRateIndexFixingOffset : businessCenters
        
          
    
        
        
        FloatingRateIndexFixingOffset --> "0..1" BusinessCenters : businessCenters
        click BusinessCenters href "../BusinessCenters/"
    

        
      FloatingRateIndexFixingOffset : designatedMaturity
        
      FloatingRateIndexFixingOffset : fixingOffsetDefinition
        
      FloatingRateIndexFixingOffset : fixingOffsetReason
        
      FloatingRateIndexFixingOffset : period
        
          
    
        
        
        FloatingRateIndexFixingOffset --> "1" PeriodEnum : period
        click PeriodEnum href "../PeriodEnum/"
    

        
      FloatingRateIndexFixingOffset : periodMultiplier

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
designatedMaturity 0..1
string		 Allows a reason to be specified for using the alternative fixing offset direct
businessCenters 0..1
BusinessCenters		 The business centers for the offset BusinessDayOffset
fixingOffsetDefinition 0..1
string		 Legal text that underlies the Fixing Offset BusinessDayOffset
fixingOffsetReason 0..1
string		 Fixing Offset Reason BusinessDayOffset
periodMultiplier 1
Integer		 A time period multiplier, e Period
period 1
PeriodEnum		 A time period, e Period

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

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

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: FloatingRateIndexFixingOffset
description: This type holds parameters defining the normal fixing offset for a floating
  rate index.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BusinessDayOffset
attributes:
  designatedMaturity:
    name: designatedMaturity
    description: Allows a reason to be specified for using the alternative fixing
      offset.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    domain_of:
    - FloatingRateIndexFixingOffset
    - FloatingRateIndexFixingTime
    range: string

Induced

Section titled “Induced”
name: FloatingRateIndexFixingOffset
description: This type holds parameters defining the normal fixing offset for a floating
  rate index.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: BusinessDayOffset
attributes:
  designatedMaturity:
    name: designatedMaturity
    description: Allows a reason to be specified for using the alternative fixing
      offset.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - FloatingRateIndexFixingOffset
    - FloatingRateIndexFixingTime
    range: string
  businessCenters:
    name: businessCenters
    description: The business centers for the offset.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
  fixingOffsetDefinition:
    name: fixingOffsetDefinition
    description: Legal text that underlies the Fixing Offset. ISDA Fixing Offset Definition.
      (e.g. One day that is either a Sydney Business Day or a Melbourne Business Day
      following the Reset Date)
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - BusinessDayOffset
    range: string
  fixingOffsetReason:
    name: fixingOffsetReason
    description: Fixing Offset Reason
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_fro
    rank: 1000
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - BusinessDayOffset
    range: string
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can
      be used when specifying an offset relative to another date, e.g. -2 days.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month or year of the stream. If
      the periodMultiplier value is 0 (zero) then period must contain the value D
      (day).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: FloatingRateIndexFixingOffset
    domain_of:
    - CalculationFrequency
    - Frequency
    - Period
    - PeriodBound
    - Velocity
    - AverageTradingVolume
    range: PeriodEnum
    required: true