Class: ParametricDates

Defines rules for the dates on which the price will be determined.

URI: common_domain_model:ParametricDates

 classDiagram
    class ParametricDates
    click ParametricDates href "../ParametricDates/"
      ParametricDates : businessCenters
        
          
    
        
        
        ParametricDates --> "1" BusinessCenters : businessCenters
        click BusinessCenters href "../BusinessCenters/"
    

        
      ParametricDates : dayDistribution
        
          
    
        
        
        ParametricDates --> "0..1" DayDistributionEnum : dayDistribution
        click DayDistributionEnum href "../DayDistributionEnum/"
    

        
      ParametricDates : dayFrequency
        
      ParametricDates : dayOfWeek
        
          
    
        
        
        ParametricDates --> "*" DayOfWeekEnum : dayOfWeek
        click DayOfWeekEnum href "../DayOfWeekEnum/"
    

        
      ParametricDates : dayType
        
          
    
        
        
        ParametricDates --> "1" DayTypeEnum : dayType
        click DayTypeEnum href "../DayTypeEnum/"
    

        
      ParametricDates : lag
        
          
    
        
        
        ParametricDates --> "0..1" Lag : lag
        click Lag href "../Lag/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
dayType	1 DayTypeEnum	Denotes the enumerated values to specify the day type classification used in …	direct
dayDistribution	0..1 DayDistributionEnum	Denotes the method by which the pricing days are distributed across the prici…	direct
dayOfWeek	* DayOfWeekEnum	Indicates the days of the week on which the price will be determined	direct
dayFrequency	0..1 Decimal	Defines the occurrence of the dayOfWeek within the pricing period on which pr…	direct
lag	0..1 Lag	The pricing period per calculation period if the pricing days do not wholly f…	direct
businessCenters	1 BusinessCenters	The enumerated values to specify the business centers	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: ‘ParametricDatesChoice’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘dayDistribution’: SlotDefinition({‘name’: ‘dayDistribution’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘dayOfWeek’: SlotDefinition({‘name’: ‘dayOfWeek’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

used by	used in	type	used
ObservationDates	parametricDates	range	ParametricDates
PricingDates	parametricDates	range	ParametricDates

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'dayOfWeek': {'value_presence': 'PRESENT'}}	{'dayFrequency': {'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:ParametricDates
native	common_domain_model:ParametricDates

LinkML Source

Direct

name: ParametricDates
description: Defines rules for the dates on which the price will be determined.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  dayType:
    name: dayType
    description: Denotes the enumerated values to specify the day type classification
      used in counting the number of days between two dates.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum
    required: true
  dayDistribution:
    name: dayDistribution
    description: Denotes the method by which the pricing days are distributed across
      the pricing period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - ParametricDates
    range: DayDistributionEnum
  dayOfWeek:
    name: dayOfWeek
    description: Indicates the days of the week on which the price will be determined.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - CalculationFrequency
    - ParametricDates
    - AssetDeliveryProfileBlock
    range: DayOfWeekEnum
    multivalued: true
    maximum_cardinality: 7
  dayFrequency:
    name: dayFrequency
    description: Defines the occurrence of the dayOfWeek within the pricing period
      on which pricing will take place, e.g. the 3rd Friday within each Calculation
      Period. If omitted, every dayOfWeek will be a pricing day.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - ParametricDates
    range: decimal
  lag:
    name: lag
    description: The pricing period per calculation period if the pricing days do
      not wholly fall within the respective calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - ParametricDates
    range: Lag
  businessCenters:
    name: businessCenters
    description: The enumerated values to specify the business centers.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
    required: true
rules:
- preconditions:
    slot_conditions:
      dayOfWeek:
        name: dayOfWeek
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      dayFrequency:
        name: dayFrequency
        value_presence: PRESENT
  description: DayOfWeekMethod
all_of:
- description: ParametricDatesChoice
  exactly_one_of:
  - slot_conditions:
      dayDistribution:
        name: dayDistribution
        value_presence: PRESENT
  - slot_conditions:
      dayOfWeek:
        name: dayOfWeek
        value_presence: PRESENT

Induced

name: ParametricDates
description: Defines rules for the dates on which the price will be determined.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  dayType:
    name: dayType
    description: Denotes the enumerated values to specify the day type classification
      used in counting the number of days between two dates.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: ParametricDates
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum
    required: true
  dayDistribution:
    name: dayDistribution
    description: Denotes the method by which the pricing days are distributed across
      the pricing period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: ParametricDates
    domain_of:
    - ParametricDates
    range: DayDistributionEnum
  dayOfWeek:
    name: dayOfWeek
    description: Indicates the days of the week on which the price will be determined.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: ParametricDates
    domain_of:
    - CalculationFrequency
    - ParametricDates
    - AssetDeliveryProfileBlock
    range: DayOfWeekEnum
    multivalued: true
    maximum_cardinality: 7
  dayFrequency:
    name: dayFrequency
    description: Defines the occurrence of the dayOfWeek within the pricing period
      on which pricing will take place, e.g. the 3rd Friday within each Calculation
      Period. If omitted, every dayOfWeek will be a pricing day.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: ParametricDates
    domain_of:
    - ParametricDates
    range: decimal
  lag:
    name: lag
    description: The pricing period per calculation period if the pricing days do
      not wholly fall within the respective calculation period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: ParametricDates
    domain_of:
    - ParametricDates
    range: Lag
  businessCenters:
    name: businessCenters
    description: The enumerated values to specify the business centers.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: ParametricDates
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
    required: true
rules:
- preconditions:
    slot_conditions:
      dayOfWeek:
        name: dayOfWeek
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      dayFrequency:
        name: dayFrequency
        value_presence: PRESENT
  description: DayOfWeekMethod
all_of:
- description: ParametricDatesChoice
  exactly_one_of:
  - slot_conditions:
      dayDistribution:
        name: dayDistribution
        value_presence: PRESENT
  - slot_conditions:
      dayOfWeek:
        name: dayOfWeek
        value_presence: PRESENT