Class: Offset

A class defining an offset used in calculating a new date relative to a reference date, e.g. calendar days, business days, commodity Business days, etc.

URI: common_domain_model:Offset

 classDiagram
    class Offset
    click Offset href "../Offset/"
      Period <|-- Offset
        click Period href "../Period/"
      

      Offset <|-- RelativeDateOffset
        click RelativeDateOffset href "../RelativeDateOffset/"
      Offset <|-- FxFixingDate
        click FxFixingDate href "../FxFixingDate/"
      

      Offset : dayType
        
          
    
        
        
        Offset --> "0..1" DayTypeEnum : dayType
        click DayTypeEnum href "../DayTypeEnum/"
    

        
      Offset : period
        
          
    
        
        
        Offset --> "1" PeriodEnum : period
        click PeriodEnum href "../PeriodEnum/"
    

        
      Offset : periodMultiplier
        
      

Inheritance

• Period
  • Offset
    • RelativeDateOffset
    • FxFixingDate

Slots

Name	Cardinality and Range	Description	Inheritance
dayType	0..1 DayTypeEnum	In the case of an offset specified as a number of days, this element defines …	direct
periodMultiplier	1 Integer	A time period multiplier, e	Period
period	1 PeriodEnum	A time period, e	Period

Usages

used by	used in	type	used
CustomisableOffset	offset	range	Offset
DeliveryDateParameters	deliveryNearby	range	Offset
DeliveryDateParameters	deliveryDateRollConvention	range	Offset
DeliveryDateParameters	deliveryDateExpirationConvention	range	Offset
Lag	lagDuration	range	Offset
Lag	firstObservationDateOffset	range	Offset
PaymentDates	paymentDaysOffset	range	Offset
ResetDates	rateCutOffDaysOffset	range	Offset
GracePeriodExtension	gracePeriod	range	Offset
DividendDateReference	paymentDateOffset	range	Offset
InflationRateSpecification	inflationLag	range	Offset
RollFeature	deliveryDateRollConvention	range	Offset

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
any_of	[{'none_of': [{'slot_conditions': {'period': {'value_presence': 'PRESENT', 'equals_string': 'D'}}}]}, {'slot_conditions': {'periodMultiplier': {'equals_number': 0}}}]
slot_conditions		{'dayType': {'value_presence': 'ABSENT'}}

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: Offset
description: A class defining an offset used in calculating a new date relative to
  a reference date, e.g. calendar days, business days, commodity Business days, etc.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Period
attributes:
  dayType:
    name: dayType
    description: In the case of an offset specified as a number of days, this element
      defines whether consideration is given as to whether a day is a good business
      day or not. If a day type of business days is specified then non-business days
      are ignored when calculating the offset. The financial business centers to use
      for determination of business days are implied by the context in which this
      element is used. This element must only be included when the offset is specified
      as a number of days. If the offset is zero days then the dayType element should
      not be included.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum
rules:
- preconditions:
    any_of:
    - none_of:
      - slot_conditions:
          period:
            name: period
            value_presence: PRESENT
            equals_string: D
    - slot_conditions:
        periodMultiplier:
          name: periodMultiplier
          equals_number: 0
  postconditions:
    slot_conditions:
      dayType:
        name: dayType
        value_presence: ABSENT
  description: 'DayType: FpML specifies that the dayType must only be included when
    the offset is specified as a number of days, while should not be included if the
    offset is zero days.'

Induced

name: Offset
description: A class defining an offset used in calculating a new date relative to
  a reference date, e.g. calendar days, business days, commodity Business days, etc.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Period
attributes:
  dayType:
    name: dayType
    description: In the case of an offset specified as a number of days, this element
      defines whether consideration is given as to whether a day is a good business
      day or not. If a day type of business days is specified then non-business days
      are ignored when calculating the offset. The financial business centers to use
      for determination of business days are implied by the context in which this
      element is used. This element must only be included when the offset is specified
      as a number of days. If the offset is zero days then the dayType element should
      not be included.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: Offset
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can
      be used when specifying an offset relative to another date, e.g. -2 days.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: Offset
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month or year of the stream. If
      the periodMultiplier value is 0 (zero) then period must contain the value D
      (day).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: Offset
    domain_of:
    - CalculationFrequency
    - Frequency
    - Period
    - PeriodBound
    - Velocity
    - AverageTradingVolume
    range: PeriodEnum
    required: true
rules:
- preconditions:
    any_of:
    - none_of:
      - slot_conditions:
          period:
            name: period
            value_presence: PRESENT
            equals_string: D
    - slot_conditions:
        periodMultiplier:
          name: periodMultiplier
          equals_number: 0
  postconditions:
    slot_conditions:
      dayType:
        name: dayType
        value_presence: ABSENT
  description: 'DayType: FpML specifies that the dayType must only be included when
    the offset is specified as a number of days, while should not be included if the
    offset is zero days.'