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common-domain-model

Class: PaymentCalculationPeriod

A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. This data forms: part of the cashflow representation of a swap stream.

URI: common_domain_model:PaymentCalculationPeriod

 classDiagram
    class PaymentCalculationPeriod
    click PaymentCalculationPeriod href "../PaymentCalculationPeriod/"
      PaymentCalculationPeriod : adjustedPaymentDate
        
      PaymentCalculationPeriod : calculationPeriod
        
          
    
        
        
        PaymentCalculationPeriod --> "1..*" CalculationPeriod : calculationPeriod
        click CalculationPeriod href "../CalculationPeriod/"
    

        
      PaymentCalculationPeriod : discountFactor
        
      PaymentCalculationPeriod : fixedPaymentAmount
        
          
    
        
        
        PaymentCalculationPeriod --> "0..1" Money : fixedPaymentAmount
        click Money href "../Money/"
    

        
      PaymentCalculationPeriod : forecastPaymentAmount
        
          
    
        
        
        PaymentCalculationPeriod --> "0..1" Money : forecastPaymentAmount
        click Money href "../Money/"
    

        
      PaymentCalculationPeriod : presentValueAmount
        
          
    
        
        
        PaymentCalculationPeriod --> "0..1" Money : presentValueAmount
        click Money href "../Money/"
    

        
      PaymentCalculationPeriod : unadjustedPaymentDate

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
unadjustedPaymentDate 0..1
date		 The unadjusted payment date direct
adjustedPaymentDate 0..1
date		 The adjusted payment date direct
calculationPeriod 1..*
CalculationPeriod		 The parameters used in the calculation of a fixed or floating rate calculatio… direct
fixedPaymentAmount 0..1
Money		 A known fixed payment amount direct
discountFactor 0..1
Decimal		 A decimal value representing the discount factor used to calculate the presen… direct
forecastPaymentAmount 0..1
Money		 A monetary amount representing the forecast of the future value of the paymen… direct
presentValueAmount 0..1
Money		 A monetary amount representing the present value of the forecast payment direct
Expressions & Logic

All Of

Section titled “All Of”

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: (’PaymentCalculationPeriodChoice: condition to represent an FpML choice ’ ‘construct.’), ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘calculationPeriod’: SlotDefinition({‘name’: ‘calculationPeriod’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘fixedPaymentAmount’: SlotDefinition({‘name’: ‘fixedPaymentAmount’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })
  • AnonymousClassExpression({ ‘description’: (’FpML_ird_34: FpML validation rule ird-34 - Either unadjustedPaymentDate or ’ ‘adjustedPaymentDate must exist.’), ‘any_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘unadjustedPaymentDate’: SlotDefinition({‘name’: ‘unadjustedPaymentDate’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘adjustedPaymentDate’: SlotDefinition({‘name’: ‘adjustedPaymentDate’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

Section titled “Usages”
used by used in type used
CashflowRepresentation paymentCalculationPeriod range PaymentCalculationPeriod

Comments

Section titled “Comments”
  • Rosetta condition CalculationPeriodNumberOfDays is not stated in LinkML: if calculationPeriod -> calculationPeriodNumberOfDays exists then calculationPeriod -> calculationPeriodNumberOfDays all >= 0

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
rosetta_metadata key

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:PaymentCalculationPeriod
native common_domain_model:PaymentCalculationPeriod

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: PaymentCalculationPeriod
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: 'A data defining: the adjusted payment date and associated calculation
  period parameters required to calculate the actual or projected payment amount.
  This data forms: part of the cashflow representation of a swap stream.'
comments:
- 'Rosetta condition CalculationPeriodNumberOfDays is not stated in LinkML: if calculationPeriod
  -> calculationPeriodNumberOfDays exists then calculationPeriod -> calculationPeriodNumberOfDays
  all >= 0'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  unadjustedPaymentDate:
    name: unadjustedPaymentDate
    description: The unadjusted payment date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentCalculationPeriod
    range: date
  adjustedPaymentDate:
    name: adjustedPaymentDate
    description: The adjusted payment date. This date should already be adjusted for
      any applicable business day convention. This component is not intended for use
      in trade confirmation but may be specified to allow the fee structure to also
      serve as a cashflow type component.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentCalculationPeriod
    range: date
  calculationPeriod:
    name: calculationPeriod
    description: The parameters used in the calculation of a fixed or floating rate
      calculation period amount. A list of calculation period elements may be ordered
      in the document by ascending start date. An FpML document which contains an
      unordered list of calculation periods is still regarded as a conformant document.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentCalculationPeriod
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    - SchedulePeriod
    range: CalculationPeriod
    required: true
    multivalued: true
  fixedPaymentAmount:
    name: fixedPaymentAmount
    description: A known fixed payment amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentCalculationPeriod
    range: Money
  discountFactor:
    name: discountFactor
    description: A decimal value representing the discount factor used to calculate
      the present value of cash flow.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentCalculationPeriod
    - PaymentDiscounting
    - PrincipalPayment
    range: decimal
  forecastPaymentAmount:
    name: forecastPaymentAmount
    description: A monetary amount representing the forecast of the future value of
      the payment.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentCalculationPeriod
    range: Money
  presentValueAmount:
    name: presentValueAmount
    description: A monetary amount representing the present value of the forecast
      payment.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentCalculationPeriod
    - PaymentDiscounting
    range: Money
all_of:
- description: 'PaymentCalculationPeriodChoice: condition to represent an FpML choice
    construct.'
  exactly_one_of:
  - slot_conditions:
      calculationPeriod:
        name: calculationPeriod
        value_presence: PRESENT
  - slot_conditions:
      fixedPaymentAmount:
        name: fixedPaymentAmount
        value_presence: PRESENT
- description: 'FpML_ird_34: FpML validation rule ird-34 - Either unadjustedPaymentDate
    or adjustedPaymentDate must exist.'
  any_of:
  - slot_conditions:
      unadjustedPaymentDate:
        name: unadjustedPaymentDate
        value_presence: PRESENT
  - slot_conditions:
      adjustedPaymentDate:
        name: adjustedPaymentDate
        value_presence: PRESENT

Induced

Section titled “Induced”
name: PaymentCalculationPeriod
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: 'A data defining: the adjusted payment date and associated calculation
  period parameters required to calculate the actual or projected payment amount.
  This data forms: part of the cashflow representation of a swap stream.'
comments:
- 'Rosetta condition CalculationPeriodNumberOfDays is not stated in LinkML: if calculationPeriod
  -> calculationPeriodNumberOfDays exists then calculationPeriod -> calculationPeriodNumberOfDays
  all >= 0'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  unadjustedPaymentDate:
    name: unadjustedPaymentDate
    description: The unadjusted payment date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    range: date
  adjustedPaymentDate:
    name: adjustedPaymentDate
    description: The adjusted payment date. This date should already be adjusted for
      any applicable business day convention. This component is not intended for use
      in trade confirmation but may be specified to allow the fee structure to also
      serve as a cashflow type component.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    range: date
  calculationPeriod:
    name: calculationPeriod
    description: The parameters used in the calculation of a fixed or floating rate
      calculation period amount. A list of calculation period elements may be ordered
      in the document by ascending start date. An FpML document which contains an
      unordered list of calculation periods is still regarded as a conformant document.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    - FixedAmountCalculationDetails
    - FloatingAmountCalculationDetails
    - SchedulePeriod
    range: CalculationPeriod
    required: true
    multivalued: true
  fixedPaymentAmount:
    name: fixedPaymentAmount
    description: A known fixed payment amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    range: Money
  discountFactor:
    name: discountFactor
    description: A decimal value representing the discount factor used to calculate
      the present value of cash flow.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    - PaymentDiscounting
    - PrincipalPayment
    range: decimal
  forecastPaymentAmount:
    name: forecastPaymentAmount
    description: A monetary amount representing the forecast of the future value of
      the payment.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    range: Money
  presentValueAmount:
    name: presentValueAmount
    description: A monetary amount representing the present value of the forecast
      payment.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentCalculationPeriod
    domain_of:
    - PaymentCalculationPeriod
    - PaymentDiscounting
    range: Money
all_of:
- description: 'PaymentCalculationPeriodChoice: condition to represent an FpML choice
    construct.'
  exactly_one_of:
  - slot_conditions:
      calculationPeriod:
        name: calculationPeriod
        value_presence: PRESENT
  - slot_conditions:
      fixedPaymentAmount:
        name: fixedPaymentAmount
        value_presence: PRESENT
- description: 'FpML_ird_34: FpML validation rule ird-34 - Either unadjustedPaymentDate
    or adjustedPaymentDate must exist.'
  any_of:
  - slot_conditions:
      unadjustedPaymentDate:
        name: unadjustedPaymentDate
        value_presence: PRESENT
  - slot_conditions:
      adjustedPaymentDate:
        name: adjustedPaymentDate
        value_presence: PRESENT