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common-domain-model

Class: FxFixingDate

Extends the Offset structure to specify an FX fixing date as an offset to dates specified somewhere else in the document.

URI: common_domain_model:FxFixingDate

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

        
      FxFixingDate : businessCentersReference
        
          
    
        
        
        FxFixingDate --> "0..1" BusinessCenters : businessCentersReference
        click BusinessCenters href "../BusinessCenters/"
    

        
      FxFixingDate : businessDayConvention
        
          
    
        
        
        FxFixingDate --> "0..1" BusinessDayConventionEnum : businessDayConvention
        click BusinessDayConventionEnum href "../BusinessDayConventionEnum/"
    

        
      FxFixingDate : dateRelativeToCalculationPeriodDates
        
          
    
        
        
        FxFixingDate --> "0..1" DateRelativeToCalculationPeriodDates : dateRelativeToCalculationPeriodDates
        click DateRelativeToCalculationPeriodDates href "../DateRelativeToCalculationPeriodDates/"
    

        
      FxFixingDate : dateRelativeToPaymentDates
        
          
    
        
        
        FxFixingDate --> "0..1" DateRelativeToPaymentDates : dateRelativeToPaymentDates
        click DateRelativeToPaymentDates href "../DateRelativeToPaymentDates/"
    

        
      FxFixingDate : dateRelativeToValuationDates
        
          
    
        
        
        FxFixingDate --> "0..1" DateRelativeToValuationDates : dateRelativeToValuationDates
        click DateRelativeToValuationDates href "../DateRelativeToValuationDates/"
    

        
      FxFixingDate : dayType
        
          
    
        
        
        FxFixingDate --> "0..1" DayTypeEnum : dayType
        click DayTypeEnum href "../DayTypeEnum/"
    

        
      FxFixingDate : fxFixingDate
        
          
    
        
        
        FxFixingDate --> "0..1" AdjustableOrRelativeDate : fxFixingDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"
    

        
      FxFixingDate : period
        
          
    
        
        
        FxFixingDate --> "1" PeriodEnum : period
        click PeriodEnum href "../PeriodEnum/"
    

        
      FxFixingDate : periodMultiplier

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
businessDayConvention 0..1
BusinessDayConventionEnum		 The convention for adjusting a date if it would otherwise fall on a day that … direct
businessCenters 0..1
BusinessCenters		 direct
businessCentersReference 0..1
BusinessCenters		 A reference to a set of financial business centers defined elsewhere in the d… direct
dateRelativeToPaymentDates 0..1
DateRelativeToPaymentDates		 The payment date references on which settlements in non-deliverable currency … direct
dateRelativeToCalculationPeriodDates 0..1
DateRelativeToCalculationPeriodDates		 The calculation period references on which settlements in non-deliverable cur… direct
dateRelativeToValuationDates 0..1
DateRelativeToValuationDates		 The calculation period references on which settlements in non-deliverable cur… direct
fxFixingDate 0..1
AdjustableOrRelativeDate		 Describes the specific date when a non-deliverable forward or cash-settled op… direct
dayType 0..1
DayTypeEnum		 In the case of an offset specified as a number of days, this element defines … Offset
periodMultiplier 1
Integer		 A time period multiplier, e Period
period 1
PeriodEnum		 A time period, e Period
Expressions & Logic

All Of

Section titled “All Of”

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: ‘BusinessCentersChoice: condition to represent an FpML choice construct.’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘businessCenters’: SlotDefinition({‘name’: ‘businessCenters’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘businessCentersReference’: SlotDefinition({‘name’: ‘businessCentersReference’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘all_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘businessCenters’: SlotDefinition({‘name’: ‘businessCenters’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘businessCentersReference’: SlotDefinition({‘name’: ‘businessCentersReference’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} })] })] })
  • AnonymousClassExpression({ ‘description’: ‘DateChoice: condition to represent an FpML choice construct.’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘dateRelativeToPaymentDates’: SlotDefinition({ ‘name’: ‘dateRelativeToPaymentDates’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) })} }), AnonymousClassExpression({ ‘slot_conditions’: {‘dateRelativeToCalculationPeriodDates’: SlotDefinition({ ‘name’: ‘dateRelativeToCalculationPeriodDates’, ‘value_presence’: PresenceEnum(text=‘PRESENT’) })} })] })

Usages

Section titled “Usages”
used by used in type used
ValuationDate fxFixingDate range FxFixingDate

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:FxFixingDate
native common_domain_model:FxFixingDate

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: FxFixingDate
description: Extends the Offset structure to specify an FX fixing date as an offset
  to dates specified somewhere else in the document.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Offset
attributes:
  businessDayConvention:
    name: businessDayConvention
    description: The convention for adjusting a date if it would otherwise fall on
      a day that is not a business day, as specified by an ISDA convention (e.g. Following,
      Precedent).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - FinalCalculationPeriodDateAdjustment
    - FxFixingDate
    range: BusinessDayConventionEnum
  businessCenters:
    name: businessCenters
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
  businessCentersReference:
    name: businessCentersReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: A reference to a set of financial business centers defined elsewhere
      in the document. This set of business centers is used to determine whether a
      particular day is a business day or not.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - BusinessCenters
    - RelativeDateOffset
    - FxFixingDate
    range: BusinessCenters
  dateRelativeToPaymentDates:
    name: dateRelativeToPaymentDates
    description: The payment date references on which settlements in non-deliverable
      currency are due and will then have to be converted according to the terms specified
      through the other parts of the nonDeliverableSettlement structure.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - FxFixingDate
    range: DateRelativeToPaymentDates
  dateRelativeToCalculationPeriodDates:
    name: dateRelativeToCalculationPeriodDates
    description: The calculation period references on which settlements in non-deliverable
      currency are due and will then have to be converted according to the terms specified
      through the other parts of the nonDeliverableSettlement structure. Implemented
      for Brazilian-CDI swaps where it will refer to the termination date of the appropriate
      leg.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - FxFixingDate
    range: DateRelativeToCalculationPeriodDates
  dateRelativeToValuationDates:
    name: dateRelativeToValuationDates
    description: The calculation period references on which settlements in non-deliverable
      currency are due and will then have to be converted according to the terms specified
      through the other parts of the nonDeliverableSettlement structure. Implemented
      for Brazilian-CDI swaps where it will refer to the termination date of the appropriate
      leg.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - FxFixingDate
    range: DateRelativeToValuationDates
  fxFixingDate:
    name: fxFixingDate
    description: Describes the specific date when a non-deliverable forward or cash-settled
      option will 'fix' against a particular rate, which will be used to compute the
      ultimate cash settlement. This element should be omitted where a single, discrete
      fixing date cannot be identified e.g. on an american option, where fixing may
      occur at any date on a continuous range. This attribute was formerly part of
      'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms'
      that includes a 'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - FxFixingDate
    - ValuationDate
    range: AdjustableOrRelativeDate
all_of:
- description: 'BusinessCentersChoice: condition to represent an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      businessCenters:
        name: businessCenters
        value_presence: PRESENT
  - slot_conditions:
      businessCentersReference:
        name: businessCentersReference
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        businessCenters:
          name: businessCenters
          value_presence: ABSENT
    - slot_conditions:
        businessCentersReference:
          name: businessCentersReference
          value_presence: ABSENT
- description: 'DateChoice: condition to represent an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      dateRelativeToPaymentDates:
        name: dateRelativeToPaymentDates
        value_presence: PRESENT
  - slot_conditions:
      dateRelativeToCalculationPeriodDates:
        name: dateRelativeToCalculationPeriodDates
        value_presence: PRESENT

Induced

Section titled “Induced”
name: FxFixingDate
description: Extends the Offset structure to specify an FX fixing date as an offset
  to dates specified somewhere else in the document.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Offset
attributes:
  businessDayConvention:
    name: businessDayConvention
    description: The convention for adjusting a date if it would otherwise fall on
      a day that is not a business day, as specified by an ISDA convention (e.g. Following,
      Precedent).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: FxFixingDate
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - FinalCalculationPeriodDateAdjustment
    - FxFixingDate
    range: BusinessDayConventionEnum
  businessCenters:
    name: businessCenters
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: FxFixingDate
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
  businessCentersReference:
    name: businessCentersReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: A reference to a set of financial business centers defined elsewhere
      in the document. This set of business centers is used to determine whether a
      particular day is a business day or not.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: FxFixingDate
    domain_of:
    - BusinessCenters
    - RelativeDateOffset
    - FxFixingDate
    range: BusinessCenters
  dateRelativeToPaymentDates:
    name: dateRelativeToPaymentDates
    description: The payment date references on which settlements in non-deliverable
      currency are due and will then have to be converted according to the terms specified
      through the other parts of the nonDeliverableSettlement structure.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - FxFixingDate
    range: DateRelativeToPaymentDates
  dateRelativeToCalculationPeriodDates:
    name: dateRelativeToCalculationPeriodDates
    description: The calculation period references on which settlements in non-deliverable
      currency are due and will then have to be converted according to the terms specified
      through the other parts of the nonDeliverableSettlement structure. Implemented
      for Brazilian-CDI swaps where it will refer to the termination date of the appropriate
      leg.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - FxFixingDate
    range: DateRelativeToCalculationPeriodDates
  dateRelativeToValuationDates:
    name: dateRelativeToValuationDates
    description: The calculation period references on which settlements in non-deliverable
      currency are due and will then have to be converted according to the terms specified
      through the other parts of the nonDeliverableSettlement structure. Implemented
      for Brazilian-CDI swaps where it will refer to the termination date of the appropriate
      leg.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - FxFixingDate
    range: DateRelativeToValuationDates
  fxFixingDate:
    name: fxFixingDate
    description: Describes the specific date when a non-deliverable forward or cash-settled
      option will 'fix' against a particular rate, which will be used to compute the
      ultimate cash settlement. This element should be omitted where a single, discrete
      fixing date cannot be identified e.g. on an american option, where fixing may
      occur at any date on a continuous range. This attribute was formerly part of
      'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms'
      that includes a 'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - FxFixingDate
    - ValuationDate
    range: AdjustableOrRelativeDate
  dayType:
    name: dayType
    description: In the case of an offset specified as a number of days, this element
      defines whether consideration is given as to whether a day is a good business
      day or not. If a day type of business days is specified then non-business days
      are ignored when calculating the offset. The financial business centers to use
      for determination of business days are implied by the context in which this
      element is used. This element must only be included when the offset is specified
      as a number of days. If the offset is zero days then the dayType element should
      not be included.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: FxFixingDate
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum
  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: FxFixingDate
    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: FxFixingDate
    domain_of:
    - CalculationFrequency
    - Frequency
    - Period
    - PeriodBound
    - Velocity
    - AverageTradingVolume
    range: PeriodEnum
    required: true
all_of:
- description: 'BusinessCentersChoice: condition to represent an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      businessCenters:
        name: businessCenters
        value_presence: PRESENT
  - slot_conditions:
      businessCentersReference:
        name: businessCentersReference
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        businessCenters:
          name: businessCenters
          value_presence: ABSENT
    - slot_conditions:
        businessCentersReference:
          name: businessCentersReference
          value_presence: ABSENT
- description: 'DateChoice: condition to represent an FpML choice construct.'
  exactly_one_of:
  - slot_conditions:
      dateRelativeToPaymentDates:
        name: dateRelativeToPaymentDates
        value_presence: PRESENT
  - slot_conditions:
      dateRelativeToCalculationPeriodDates:
        name: dateRelativeToCalculationPeriodDates
        value_presence: PRESENT