Class: ObservationTerms

Class containing terms that are associated with observing a price/benchmark/index across either single or multiple observations.

URI: common_domain_model:ObservationTerms

 classDiagram
    class ObservationTerms
    click ObservationTerms href "../ObservationTerms/"
      ObservationTerms : calculationPeriodDates
        
          
    
        
        
        ObservationTerms --> "0..1" CalculationPeriodDates : calculationPeriodDates
        click CalculationPeriodDates href "../CalculationPeriodDates/"
    

        
      ObservationTerms : informationSource
        
          
    
        
        
        ObservationTerms --> "0..1" FxSpotRateSource : informationSource
        click FxSpotRateSource href "../FxSpotRateSource/"
    

        
      ObservationTerms : numberOfObservationDates
        
      ObservationTerms : observationDates
        
          
    
        
        
        ObservationTerms --> "1" ObservationDates : observationDates
        click ObservationDates href "../ObservationDates/"
    

        
      ObservationTerms : observationTime
        
          
    
        
        
        ObservationTerms --> "0..1" BusinessCenterTime : observationTime
        click BusinessCenterTime href "../BusinessCenterTime/"
    

        
      ObservationTerms : observationTimeType
        
          
    
        
        
        ObservationTerms --> "0..1" TimeTypeEnum : observationTimeType
        click TimeTypeEnum href "../TimeTypeEnum/"
    

        
      ObservationTerms : precision
        
          
    
        
        
        ObservationTerms --> "0..1" Rounding : precision
        click Rounding href "../Rounding/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
observationTime	0..1 BusinessCenterTime	Defines time in respect to a business calendar location that the price/benchm…	direct
observationTimeType	0..1 TimeTypeEnum	The enumerated values to specify points in the day when option exercise and v…	direct
informationSource	0..1 FxSpotRateSource	The information source where a published or displayed market rate will be obt…	direct
precision	0..1 Rounding	Defines rounding rules and precision to be used in the rounding of observatio…	direct
calculationPeriodDates	0..1 CalculationPeriodDates	Defines parameters used to generate the calculation period dates schedule, in…	direct
observationDates	1 ObservationDates	Describes date details for a set of observation dates in parametric or non-pa…	direct
numberOfObservationDates	0..1 Integer	The number of observation dates between observation start date and observatio…	direct

Usages

used by	used in	type	used
AveragingStrikeFeature	observationTerms	range	ObservationTerms
OptionPayout	observationTerms	range	ObservationTerms
PerformancePayout	observationTerms	range	ObservationTerms

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'observationTimeType': {'value_presence': 'PRESENT', 'equals_string': 'SpecificTime'}}	{'observationTime': {'value_presence': 'PRESENT'}}

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ObservationTerms
description: Class containing terms that are associated with observing a price/benchmark/index
  across either single or multiple observations.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  observationTime:
    name: observationTime
    description: Defines time in respect to a business calendar location that the
      price/benchmark/index is observed
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - ObservationTerms
    - ObservationIdentifier
    range: BusinessCenterTime
  observationTimeType:
    name: observationTimeType
    description: The enumerated values to specify points in the day when option exercise
      and valuation can occur.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - ObservationTerms
    range: TimeTypeEnum
  informationSource:
    name: informationSource
    description: The information source where a published or displayed market rate
      will be obtained, e.g. Telerate Page 3750.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - CorporateAction
    - ValuationSource
    - ObservationTerms
    - ObservationIdentifier
    range: FxSpotRateSource
  precision:
    name: precision
    description: Defines rounding rules and precision to be used in the rounding of
      observations.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - Rounding
    - ObservationTerms
    - AveragingCalculation
    range: Rounding
  calculationPeriodDates:
    name: calculationPeriodDates
    description: Defines parameters used to generate the calculation period dates
      schedule, including the specification of any initial or final stub calculation
      periods. A calculation period schedule consists of an optional initial stub
      calculation period, one or more regular calculation periods and an optional
      final stub calculation period. In the absence of any initial or final stub calculation
      periods, the regular part of the calculation period schedule is assumed to be
      between the effective date and the termination date. No implicit stubs are allowed,
      i.e. stubs must be explicitly specified using an appropriate combination of
      firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - ObservationTerms
    - CommodityPayout
    - InterestRatePayout
    range: CalculationPeriodDates
  observationDates:
    name: observationDates
    description: Describes date details for a set of observation dates in parametric
      or non-parametric form.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - CalculatedRateObservationDatesAndWeights
    - CalculatedRateObservations
    - ObservationTerms
    range: ObservationDates
    required: true
  numberOfObservationDates:
    name: numberOfObservationDates
    description: The number of observation dates between observation start date and
      observation end date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - ObservationTerms
    range: integer
rules:
- preconditions:
    slot_conditions:
      observationTimeType:
        name: observationTimeType
        value_presence: PRESENT
        equals_string: SpecificTime
  postconditions:
    slot_conditions:
      observationTime:
        name: observationTime
        value_presence: PRESENT
  description: 'ObservationTime: Checks that an observation time is specified either
    explicitly (through the observation time) or implicitly (through a observation
    time type different to Specific Time). If Specific Time is defined as observation
    time type (i.e. no implicit time value), the condition checks that an explicit
    observation time is provided.'

Induced

name: ObservationTerms
description: Class containing terms that are associated with observing a price/benchmark/index
  across either single or multiple observations.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  observationTime:
    name: observationTime
    description: Defines time in respect to a business calendar location that the
      price/benchmark/index is observed
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - ObservationTerms
    - ObservationIdentifier
    range: BusinessCenterTime
  observationTimeType:
    name: observationTimeType
    description: The enumerated values to specify points in the day when option exercise
      and valuation can occur.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - ObservationTerms
    range: TimeTypeEnum
  informationSource:
    name: informationSource
    description: The information source where a published or displayed market rate
      will be obtained, e.g. Telerate Page 3750.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: ObservationTerms
    domain_of:
    - CorporateAction
    - ValuationSource
    - ObservationTerms
    - ObservationIdentifier
    range: FxSpotRateSource
  precision:
    name: precision
    description: Defines rounding rules and precision to be used in the rounding of
      observations.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: ObservationTerms
    domain_of:
    - Rounding
    - ObservationTerms
    - AveragingCalculation
    range: Rounding
  calculationPeriodDates:
    name: calculationPeriodDates
    description: Defines parameters used to generate the calculation period dates
      schedule, including the specification of any initial or final stub calculation
      periods. A calculation period schedule consists of an optional initial stub
      calculation period, one or more regular calculation periods and an optional
      final stub calculation period. In the absence of any initial or final stub calculation
      periods, the regular part of the calculation period schedule is assumed to be
      between the effective date and the termination date. No implicit stubs are allowed,
      i.e. stubs must be explicitly specified using an appropriate combination of
      firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - ObservationTerms
    - CommodityPayout
    - InterestRatePayout
    range: CalculationPeriodDates
  observationDates:
    name: observationDates
    description: Describes date details for a set of observation dates in parametric
      or non-parametric form.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: ObservationTerms
    domain_of:
    - CalculatedRateObservationDatesAndWeights
    - CalculatedRateObservations
    - ObservationTerms
    range: ObservationDates
    required: true
  numberOfObservationDates:
    name: numberOfObservationDates
    description: The number of observation dates between observation start date and
      observation end date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: ObservationTerms
    domain_of:
    - ObservationTerms
    range: integer
rules:
- preconditions:
    slot_conditions:
      observationTimeType:
        name: observationTimeType
        value_presence: PRESENT
        equals_string: SpecificTime
  postconditions:
    slot_conditions:
      observationTime:
        name: observationTime
        value_presence: PRESENT
  description: 'ObservationTime: Checks that an observation time is specified either
    explicitly (through the observation time) or implicitly (through a observation
    time type different to Specific Time). If Specific Time is defined as observation
    time type (i.e. no implicit time value), the condition checks that an explicit
    observation time is provided.'