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common-domain-model

Class: ObservationShiftCalculation

Parameters to describe the observation shift for a daily compounded or averaged floating rate. This type is used to represent modular computed rates in interestRatePayouts.

URI: common_domain_model:ObservationShiftCalculation

 classDiagram
    class ObservationShiftCalculation
    click ObservationShiftCalculation href "../ObservationShiftCalculation/"
      ObservationShiftCalculation : additionalBusinessDays
        
          
    
        
        
        ObservationShiftCalculation --> "0..1" BusinessCenters : additionalBusinessDays
        click BusinessCenters href "../BusinessCenters/"
    

        
      ObservationShiftCalculation : calculationBase
        
          
    
        
        
        ObservationShiftCalculation --> "0..1" ObservationPeriodDatesEnum : calculationBase
        click ObservationPeriodDatesEnum href "../ObservationPeriodDatesEnum/"
    

        
      ObservationShiftCalculation : offsetDays

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
offsetDays 0..1
Integer		 The number of days of observation shift direct
calculationBase 0..1
ObservationPeriodDatesEnum		 Whether the rate is calculated in advance, in arrears, or relative to a reset… direct
additionalBusinessDays 0..1
BusinessCenters		 Any additional business days that be applicable direct

Usages

Section titled “Usages”
used by used in type used
FloatingRateCalculationParameters observationShiftCalculation range ObservationShiftCalculation

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:ObservationShiftCalculation
native common_domain_model:ObservationShiftCalculation

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: ObservationShiftCalculation
description: Parameters to describe the observation shift for a daily compounded or
  averaged floating rate. This type is used to represent modular computed rates in
  interestRatePayouts.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  offsetDays:
    name: offsetDays
    description: The number of days of observation shift.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    domain_of:
    - CalculationFrequency
    - ObservationShiftCalculation
    - OffsetCalculation
    range: integer
  calculationBase:
    name: calculationBase
    description: Whether the rate is calculated in advance, in arrears, or relative
      to a reset date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    domain_of:
    - ObservationShiftCalculation
    range: ObservationPeriodDatesEnum
  additionalBusinessDays:
    name: additionalBusinessDays
    description: Any additional business days that be applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    domain_of:
    - ObservationShiftCalculation
    range: BusinessCenters

Induced

Section titled “Induced”
name: ObservationShiftCalculation
description: Parameters to describe the observation shift for a daily compounded or
  averaged floating rate. This type is used to represent modular computed rates in
  interestRatePayouts.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  offsetDays:
    name: offsetDays
    description: The number of days of observation shift.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    owner: ObservationShiftCalculation
    domain_of:
    - CalculationFrequency
    - ObservationShiftCalculation
    - OffsetCalculation
    range: integer
  calculationBase:
    name: calculationBase
    description: Whether the rate is calculated in advance, in arrears, or relative
      to a reset date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    owner: ObservationShiftCalculation
    domain_of:
    - ObservationShiftCalculation
    range: ObservationPeriodDatesEnum
  additionalBusinessDays:
    name: additionalBusinessDays
    description: Any additional business days that be applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset_calculatedrate
    rank: 1000
    owner: ObservationShiftCalculation
    domain_of:
    - ObservationShiftCalculation
    range: BusinessCenters