Enum: ObservationPeriodDatesEnum

The enumerated values to specify whether rate calculations occur relative to the first or last day of a calculation period. Done in uppercase due to a bug in code generation. This enumeration is used to represent the definitions of modular calculated rates as described in the 2021 ISDA Definitions, section 7.

URI: common_domain_model:ObservationPeriodDatesEnum

Permissible Values

Value	Meaning	Description
SetInAdvance	None	Calculations occur relative to the first day of a calculation period
Standard	None	Calculations occur relative to the last day of a calculation period (set in a…
FixingDate	None	Calculations occur relative to a previously defined reset date, e

Slots

Name	Description
calculationBase	Whether the rate is calculated in advance, in arrears, or relative to a reset…

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: ObservationPeriodDatesEnum
description: The enumerated values to specify whether rate calculations occur relative
  to the first or last day of a calculation period. Done in uppercase due to a bug
  in code generation. This enumeration is used to represent the definitions of modular
  calculated rates as described in the 2021 ISDA Definitions, section 7.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  SetInAdvance:
    text: SetInAdvance
    description: Calculations occur relative to the first day of a calculation period.
  Standard:
    text: Standard
    description: Calculations occur relative to the last day of a calculation period
      (set in arrears).
  FixingDate:
    text: FixingDate
    description: Calculations occur relative to a previously defined reset date, e.g.
      for a fallback rate.