Class: FxLinkedNotionalAmount

A data to: describe the cashflow representation for FX linked notionals.

URI: common_domain_model:FxLinkedNotionalAmount

 classDiagram
    class FxLinkedNotionalAmount
    click FxLinkedNotionalAmount href "../FxLinkedNotionalAmount/"
      FxLinkedNotionalAmount : adjustedFxSpotFixingDate
        
      FxLinkedNotionalAmount : notionalAmount
        
      FxLinkedNotionalAmount : observedFxSpotRate
        
      FxLinkedNotionalAmount : resetDate
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
resetDate	0..1 date	The reset date	direct
adjustedFxSpotFixingDate	0..1 date	The date on which the FX spot rate is observed	direct
observedFxSpotRate	0..1 Decimal	The actual observed FX spot rate	direct
notionalAmount	0..1 Decimal	The calculation period notional amount	direct

Usages

used by	used in	type	used
CalculationPeriod	fxLinkedNotionalAmount	range	FxLinkedNotionalAmount

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: FxLinkedNotionalAmount
description: 'A data to: describe the cashflow representation for FX linked notionals.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  resetDate:
    name: resetDate
    description: The reset date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - CalculateResetInstruction
    - Reset
    - RateObservation
    - FxLinkedNotionalAmount
    - FloatingRateSettingDetails
    range: date
  adjustedFxSpotFixingDate:
    name: adjustedFxSpotFixingDate
    description: The date on which the FX spot rate is observed. This date should
      already be adjusted for any applicable business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - FxLinkedNotionalAmount
    range: date
  observedFxSpotRate:
    name: observedFxSpotRate
    description: The actual observed FX spot rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - FxLinkedNotionalAmount
    range: decimal
  notionalAmount:
    name: notionalAmount
    description: The calculation period notional amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - CalculationPeriod
    - FxLinkedNotionalAmount
    range: decimal

Induced

name: FxLinkedNotionalAmount
description: 'A data to: describe the cashflow representation for FX linked notionals.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  resetDate:
    name: resetDate
    description: The reset date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: FxLinkedNotionalAmount
    domain_of:
    - CalculateResetInstruction
    - Reset
    - RateObservation
    - FxLinkedNotionalAmount
    - FloatingRateSettingDetails
    range: date
  adjustedFxSpotFixingDate:
    name: adjustedFxSpotFixingDate
    description: The date on which the FX spot rate is observed. This date should
      already be adjusted for any applicable business day convention.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: FxLinkedNotionalAmount
    domain_of:
    - FxLinkedNotionalAmount
    range: date
  observedFxSpotRate:
    name: observedFxSpotRate
    description: The actual observed FX spot rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: FxLinkedNotionalAmount
    domain_of:
    - FxLinkedNotionalAmount
    range: decimal
  notionalAmount:
    name: notionalAmount
    description: The calculation period notional amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: FxLinkedNotionalAmount
    domain_of:
    - CalculationPeriod
    - FxLinkedNotionalAmount
    range: decimal