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common-domain-model

Class: FxLinkedNotionalSchedule

A data to: describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.

URI: common_domain_model:FxLinkedNotionalSchedule

 classDiagram
    class FxLinkedNotionalSchedule
    click FxLinkedNotionalSchedule href "../FxLinkedNotionalSchedule/"
      FxLinkedNotionalSchedule : fixingTime
        
          
    
        
        
        FxLinkedNotionalSchedule --> "0..1" BusinessCenterTime : fixingTime
        click BusinessCenterTime href "../BusinessCenterTime/"
    

        
      FxLinkedNotionalSchedule : fxSpotRateSource
        
          
    
        
        
        FxLinkedNotionalSchedule --> "1" FxSpotRateSource : fxSpotRateSource
        click FxSpotRateSource href "../FxSpotRateSource/"
    

        
      FxLinkedNotionalSchedule : varyingNotionalCurrency
        
      FxLinkedNotionalSchedule : varyingNotionalFixingDates
        
          
    
        
        
        FxLinkedNotionalSchedule --> "1" RelativeDateOffset : varyingNotionalFixingDates
        click RelativeDateOffset href "../RelativeDateOffset/"
    

        
      FxLinkedNotionalSchedule : varyingNotionalInterimExchangePaymentDates
        
          
    
        
        
        FxLinkedNotionalSchedule --> "1" RelativeDateOffset : varyingNotionalInterimExchangePaymentDates
        click RelativeDateOffset href "../RelativeDateOffset/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
varyingNotionalCurrency 1
string		 The currency of the varying notional amount, i direct
varyingNotionalFixingDates 1
RelativeDateOffset		 The dates on which spot currency exchange rates are observed for purposes of … direct
fxSpotRateSource 1
FxSpotRateSource		 The information source and time at which the spot currency exchange rate will… direct
fixingTime 0..1
BusinessCenterTime		 The time at which the spot currency exchange rate will be observed direct
varyingNotionalInterimExchangePaymentDates 1
RelativeDateOffset		 The dates on which interim exchanges of notional are paid direct

Usages

Section titled “Usages”
used by used in type used
QuantityMultiplier fxLinkedNotionalSchedule range FxLinkedNotionalSchedule

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:FxLinkedNotionalSchedule
native common_domain_model:FxLinkedNotionalSchedule

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: FxLinkedNotionalSchedule
description: 'A data to: describe a notional schedule where each notional that applies
  to a calculation period is calculated with reference to a notional amount or notional
  amount schedule in a different currency by means of a spot currency exchange rate
  which is normally observed at the beginning of each period.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  varyingNotionalCurrency:
    name: varyingNotionalCurrency
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: The currency of the varying notional amount, i.e. the notional amount
      being determined periodically based on observation of a spot currency exchange
      rate. 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_common_schedule
    rank: 1000
    domain_of:
    - FxLinkedNotionalSchedule
    range: string
    required: true
  varyingNotionalFixingDates:
    name: varyingNotionalFixingDates
    description: The dates on which spot currency exchange rates are observed for
      purposes of determining the varying notional currency amount that will apply
      to a calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - FxLinkedNotionalSchedule
    range: RelativeDateOffset
    required: true
  fxSpotRateSource:
    name: fxSpotRateSource
    description: The information source and time at which the spot currency exchange
      rate will be observed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: FxSpotRateSource
    required: true
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - FxInformationSource
    - FloatingRateIndexFixingDetails
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: BusinessCenterTime
  varyingNotionalInterimExchangePaymentDates:
    name: varyingNotionalInterimExchangePaymentDates
    description: The dates on which interim exchanges of notional are paid. Interim
      exchanges will arise as a result of changes in the spot currency exchange amount
      or changes in the constant notional schedule (e.g. amortisation).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - FxLinkedNotionalSchedule
    range: RelativeDateOffset
    required: true

Induced

Section titled “Induced”
name: FxLinkedNotionalSchedule
description: 'A data to: describe a notional schedule where each notional that applies
  to a calculation period is calculated with reference to a notional amount or notional
  amount schedule in a different currency by means of a spot currency exchange rate
  which is normally observed at the beginning of each period.'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  varyingNotionalCurrency:
    name: varyingNotionalCurrency
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: scheme
    description: The currency of the varying notional amount, i.e. the notional amount
      being determined periodically based on observation of a spot currency exchange
      rate. 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_common_schedule
    rank: 1000
    owner: FxLinkedNotionalSchedule
    domain_of:
    - FxLinkedNotionalSchedule
    range: string
    required: true
  varyingNotionalFixingDates:
    name: varyingNotionalFixingDates
    description: The dates on which spot currency exchange rates are observed for
      purposes of determining the varying notional currency amount that will apply
      to a calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: FxLinkedNotionalSchedule
    domain_of:
    - FxLinkedNotionalSchedule
    range: RelativeDateOffset
    required: true
  fxSpotRateSource:
    name: fxSpotRateSource
    description: The information source and time at which the spot currency exchange
      rate will be observed.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: FxLinkedNotionalSchedule
    domain_of:
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: FxSpotRateSource
    required: true
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: FxLinkedNotionalSchedule
    domain_of:
    - FxInformationSource
    - FloatingRateIndexFixingDetails
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: BusinessCenterTime
  varyingNotionalInterimExchangePaymentDates:
    name: varyingNotionalInterimExchangePaymentDates
    description: The dates on which interim exchanges of notional are paid. Interim
      exchanges will arise as a result of changes in the spot currency exchange amount
      or changes in the constant notional schedule (e.g. amortisation).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: FxLinkedNotionalSchedule
    domain_of:
    - FxLinkedNotionalSchedule
    range: RelativeDateOffset
    required: true