Class: FutureValueAmount

A class defining a currency and a future value date.

URI: common_domain_model:FutureValueAmount

 classDiagram
    class FutureValueAmount
    click FutureValueAmount href "../FutureValueAmount/"
      FutureValueAmount : calculationPeriodNumberOfDays
        
      FutureValueAmount : currency
        
      FutureValueAmount : quantity
        
          
    
        
        
        FutureValueAmount --> "0..1" NonNegativeQuantitySchedule : quantity
        click NonNegativeQuantitySchedule href "../NonNegativeQuantitySchedule/"
    

        
      FutureValueAmount : valueDate
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
quantity	0..1 NonNegativeQuantitySchedule		direct
currency	1 string	The currency in which the an amount is denominated	direct
calculationPeriodNumberOfDays	1 Integer	The number of days from the adjusted calculation period start date to the adj…	direct
valueDate	1 date	Adjusted value date of the future value amount	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: (’PositiveCalculationPeriodNumberOfDays: FpML specifies ’ ‘calculationPeriodNumberOfDays as a positiveInteger.’), ‘slot_conditions’: {‘calculationPeriodNumberOfDays’: SlotDefinition({‘name’: ‘calculationPeriodNumberOfDays’, ‘minimum_value’: 0})} })

Usages

used by	used in	type	used
ResolvablePriceQuantity	futureValueNotional	range	FutureValueAmount

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FutureValueAmount
description: A class defining a currency and a future value date.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  quantity:
    name: quantity
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: address "pointsTo"=PriceQuantity->quantity
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    domain_of:
    - CalculateTransferInstruction
    - ReturnInstruction
    - TransferBase
    - BasketConstituent
    - PriceQuantity
    - AvailableInventoryRecord
    - FutureValueAmount
    - PortfolioReturnTerms
    range: NonNegativeQuantitySchedule
  currency:
    name: currency
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: The currency in which the an amount is denominated. The list of valid
      currencies is not presently positioned as an enumeration as part of the CDM
      because that scope is limited to the values specified by ISDA and FpML. As a
      result, implementers have to make reference to the relevant standard, such as
      the ISO 4217 standard for currency codes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - FloatingRateIndexIdentification
    - AmountScheduleWithInitialValue
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - LegacyIndependentAmountRatingsBased
    - MinimumTransferAmountRatingsBased
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - CollateralInterestParameters
    - ComputedAmount
    range: string
    required: true
  calculationPeriodNumberOfDays:
    name: calculationPeriodNumberOfDays
    description: The number of days from the adjusted calculation period start date
      to the adjusted value date, calculated in accordance with the applicable day
      count fraction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    domain_of:
    - CalculationPeriod
    - FutureValueAmount
    range: integer
    required: true
  valueDate:
    name: valueDate
    description: Adjusted value date of the future value amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - FutureValueAmount
    - SettlementDate
    range: date
    required: true
all_of:
- description: 'PositiveCalculationPeriodNumberOfDays: FpML specifies calculationPeriodNumberOfDays
    as a positiveInteger.'
  slot_conditions:
    calculationPeriodNumberOfDays:
      name: calculationPeriodNumberOfDays
      minimum_value: 0

Induced

name: FutureValueAmount
description: A class defining a currency and a future value date.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  quantity:
    name: quantity
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: address "pointsTo"=PriceQuantity->quantity
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    owner: FutureValueAmount
    domain_of:
    - CalculateTransferInstruction
    - ReturnInstruction
    - TransferBase
    - BasketConstituent
    - PriceQuantity
    - AvailableInventoryRecord
    - FutureValueAmount
    - PortfolioReturnTerms
    range: NonNegativeQuantitySchedule
  currency:
    name: currency
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: The currency in which the an amount is denominated. The list of valid
      currencies is not presently positioned as an enumeration as part of the CDM
      because that scope is limited to the values specified by ISDA and FpML. As a
      result, implementers have to make reference to the relevant standard, such as
      the ISO 4217 standard for currency codes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    owner: FutureValueAmount
    domain_of:
    - UnitType
    - CommodityReferenceFramework
    - NotDomesticCurrency
    - SpecifiedCurrency
    - FloatingRateIndexIdentification
    - AmountScheduleWithInitialValue
    - LimitApplicable
    - CalculationCurrencyElection
    - CollateralRounding
    - LegacyIndependentAmountRatingsBased
    - MinimumTransferAmountRatingsBased
    - TerminationCurrencyElection
    - ThresholdRatingsBased
    - FeaturePayment
    - DividendCurrency
    - FutureValueAmount
    - CollateralInterestParameters
    - ComputedAmount
    range: string
    required: true
  calculationPeriodNumberOfDays:
    name: calculationPeriodNumberOfDays
    description: The number of days from the adjusted calculation period start date
      to the adjusted value date, calculated in accordance with the applicable day
      count fraction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    owner: FutureValueAmount
    domain_of:
    - CalculationPeriod
    - FutureValueAmount
    range: integer
    required: true
  valueDate:
    name: valueDate
    description: Adjusted value date of the future value amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: FutureValueAmount
    domain_of:
    - FutureValueAmount
    - SettlementDate
    range: date
    required: true
all_of:
- description: 'PositiveCalculationPeriodNumberOfDays: FpML specifies calculationPeriodNumberOfDays
    as a positiveInteger.'
  slot_conditions:
    calculationPeriodNumberOfDays:
      name: calculationPeriodNumberOfDays
      minimum_value: 0