Class: PaymentDates

Specifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.

URI: common_domain_model:PaymentDates

 classDiagram
    class PaymentDates
    click PaymentDates href "../PaymentDates/"
      PaymentDates : firstPaymentDate
        
      PaymentDates : lastRegularPaymentDate
        
      PaymentDates : paymentDatesAdjustments
        
          
    
        
        
        PaymentDates --> "0..1" BusinessDayAdjustments : paymentDatesAdjustments
        click BusinessDayAdjustments href "../BusinessDayAdjustments/"
    

        
      PaymentDates : paymentDateSchedule
        
          
    
        
        
        PaymentDates --> "0..1" PaymentDateSchedule : paymentDateSchedule
        click PaymentDateSchedule href "../PaymentDateSchedule/"
    

        
      PaymentDates : paymentDaysOffset
        
          
    
        
        
        PaymentDates --> "0..1" Offset : paymentDaysOffset
        click Offset href "../Offset/"
    

        
      PaymentDates : paymentFrequency
        
          
    
        
        
        PaymentDates --> "0..1" Frequency : paymentFrequency
        click Frequency href "../Frequency/"
    

        
      PaymentDates : payRelativeTo
        
          
    
        
        
        PaymentDates --> "0..1" PayRelativeToEnum : payRelativeTo
        click PayRelativeToEnum href "../PayRelativeToEnum/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
paymentFrequency	0..1 Frequency	The frequency at which regular payment dates occur	direct
firstPaymentDate	0..1 date	The first unadjusted payment date	direct
lastRegularPaymentDate	0..1 date	The last regular payment date when specified as a date, as in the FpML intere…	direct
paymentDateSchedule	0..1 PaymentDateSchedule	The payment dates when specified as relative to a set of dates specified some…	direct
payRelativeTo	0..1 PayRelativeToEnum	Specifies whether the payments occur relative to each adjusted calculation pe…	direct
paymentDaysOffset	0..1 Offset	If early payment or delayed payment is required, specifies the number of days…	direct
paymentDatesAdjustments	0..1 BusinessDayAdjustments	The definition of the business day convention and financial business centers …	direct

Usages

used by	used in	type	used
DateRelativeToPaymentDates	paymentDatesReference	range	PaymentDates
EquitySwapMasterConfirmation2018	equityCashSettlementDates	range	PaymentDates
CommodityPayout	paymentDates	range	PaymentDates
InterestRatePayout	paymentDates	range	PaymentDates
FixedPricePayout	paymentDates	range	PaymentDates
PerformancePayout	paymentDates	range	PaymentDates

Comments

• Rosetta condition FpML_ird_35_cd_31 is not stated in LinkML: if firstPaymentDate exists and lastRegularPaymentDate exists then firstPaymentDate < lastRegularPaymentDate
• Rosetta condition NonZeroPeriodMultiplier is not stated in LinkML: if paymentDaysOffset exists then paymentDaysOffset -> periodMultiplier <> 0

Identifier and Mapping Information

Annotations

property	value
rosetta_metadata	key

Schema Source

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

Mappings

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

LinkML Source

Direct

name: PaymentDates
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Specifies the parameters to generate the payment date schedule, either
  through a parametric representation or by reference to specified dates.
comments:
- 'Rosetta condition FpML_ird_35_cd_31 is not stated in LinkML: if firstPaymentDate
  exists and lastRegularPaymentDate exists then firstPaymentDate < lastRegularPaymentDate'
- 'Rosetta condition NonZeroPeriodMultiplier is not stated in LinkML: if paymentDaysOffset
  exists then paymentDaysOffset -> periodMultiplier <> 0'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  paymentFrequency:
    name: paymentFrequency
    description: The frequency at which regular payment dates occur. If the payment
      frequency is equal to the frequency defined in the calculation period dates
      component then one calculation period contributes to each payment amount. If
      the payment frequency is less frequent than the frequency defined in the calculation
      period dates component then more than one calculation period will contribute
      to the payment amount. A payment frequency more frequent than the calculation
      period frequency or one that is not a multiple of the calculation period frequency
      is invalid. If the payment frequency is of value T (term), the period is defined
      by the effectiveDate and the terminationDate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentDates
    range: Frequency
  firstPaymentDate:
    name: firstPaymentDate
    description: The first unadjusted payment date. This day may be subject to adjustment
      in accordance with any business day convention specified in paymentDatesAdjustments.
      This element must only be included if there is an initial stub. This date will
      normally correspond to an unadjusted calculation period start or end date. This
      is true even if early or delayed payment is specified to be applicable since
      the actual first payment date will be the specified number of days before or
      after the applicable adjusted calculation period start or end date with the
      resulting payment date then being adjusted in accordance with any business day
      convention specified in paymentDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentDates
    range: date
  lastRegularPaymentDate:
    name: lastRegularPaymentDate
    description: The last regular payment date when specified as a date, as in the
      FpML interest rate construct. FpML specifies that this date may be subject to
      adjustment in accordance with any business day convention specified in the paymentDatesAdjustments
      attribute.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentDates
    range: date
  paymentDateSchedule:
    name: paymentDateSchedule
    description: The payment dates when specified as relative to a set of dates specified
      somewhere else in the instance document/transaction, e.g. the valuation dates
      as typically the case for equity swaps, or when specified as a calculation period
      schedule.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentDates
    range: PaymentDateSchedule
  payRelativeTo:
    name: payRelativeTo
    description: Specifies whether the payments occur relative to each adjusted calculation
      period start date or end date, each reset date, valuation date or the last pricing
      date. Calculation period start date means relative to the start of the first
      calculation period contributing to a given payment. Similarly, calculation period
      end date means the end of the last calculation period contributing to a given
      payment. The valuation date is applicable for Brazilian-CDI and equity swaps.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentDates
    range: PayRelativeToEnum
  paymentDaysOffset:
    name: paymentDaysOffset
    description: If early payment or delayed payment is required, specifies the number
      of days offset that the payment occurs relative to what would otherwise be the
      unadjusted payment date. The offset can be specified in terms of either calendar
      or business days. Even in the case of a calendar days offset, the resulting
      payment date, adjusted for the specified calendar days offset, will still be
      adjusted in accordance with the specified payment dates adjustments. This element
      should only be included if early or delayed payment is applicable, i.e. if the
      periodMultiplier element value is not equal to zero. An early payment would
      be indicated by a negative periodMultiplier element value and a delayed payment
      (or payment lag) would be indicated by a positive periodMultiplier element value.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentDates
    range: Offset
  paymentDatesAdjustments:
    name: paymentDatesAdjustments
    description: The definition of the business day convention and financial business
      centers used for adjusting the payment date if it would otherwise fall on a
      day that is not a business day in the specified business center.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - PaymentDates
    range: BusinessDayAdjustments

Induced

name: PaymentDates
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Specifies the parameters to generate the payment date schedule, either
  through a parametric representation or by reference to specified dates.
comments:
- 'Rosetta condition FpML_ird_35_cd_31 is not stated in LinkML: if firstPaymentDate
  exists and lastRegularPaymentDate exists then firstPaymentDate < lastRegularPaymentDate'
- 'Rosetta condition NonZeroPeriodMultiplier is not stated in LinkML: if paymentDaysOffset
  exists then paymentDaysOffset -> periodMultiplier <> 0'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  paymentFrequency:
    name: paymentFrequency
    description: The frequency at which regular payment dates occur. If the payment
      frequency is equal to the frequency defined in the calculation period dates
      component then one calculation period contributes to each payment amount. If
      the payment frequency is less frequent than the frequency defined in the calculation
      period dates component then more than one calculation period will contribute
      to the payment amount. A payment frequency more frequent than the calculation
      period frequency or one that is not a multiple of the calculation period frequency
      is invalid. If the payment frequency is of value T (term), the period is defined
      by the effectiveDate and the terminationDate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentDates
    domain_of:
    - PaymentDates
    range: Frequency
  firstPaymentDate:
    name: firstPaymentDate
    description: The first unadjusted payment date. This day may be subject to adjustment
      in accordance with any business day convention specified in paymentDatesAdjustments.
      This element must only be included if there is an initial stub. This date will
      normally correspond to an unadjusted calculation period start or end date. This
      is true even if early or delayed payment is specified to be applicable since
      the actual first payment date will be the specified number of days before or
      after the applicable adjusted calculation period start or end date with the
      resulting payment date then being adjusted in accordance with any business day
      convention specified in paymentDatesAdjustments.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentDates
    domain_of:
    - PaymentDates
    range: date
  lastRegularPaymentDate:
    name: lastRegularPaymentDate
    description: The last regular payment date when specified as a date, as in the
      FpML interest rate construct. FpML specifies that this date may be subject to
      adjustment in accordance with any business day convention specified in the paymentDatesAdjustments
      attribute.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentDates
    domain_of:
    - PaymentDates
    range: date
  paymentDateSchedule:
    name: paymentDateSchedule
    description: The payment dates when specified as relative to a set of dates specified
      somewhere else in the instance document/transaction, e.g. the valuation dates
      as typically the case for equity swaps, or when specified as a calculation period
      schedule.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentDates
    domain_of:
    - PaymentDates
    range: PaymentDateSchedule
  payRelativeTo:
    name: payRelativeTo
    description: Specifies whether the payments occur relative to each adjusted calculation
      period start date or end date, each reset date, valuation date or the last pricing
      date. Calculation period start date means relative to the start of the first
      calculation period contributing to a given payment. Similarly, calculation period
      end date means the end of the last calculation period contributing to a given
      payment. The valuation date is applicable for Brazilian-CDI and equity swaps.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentDates
    domain_of:
    - PaymentDates
    range: PayRelativeToEnum
  paymentDaysOffset:
    name: paymentDaysOffset
    description: If early payment or delayed payment is required, specifies the number
      of days offset that the payment occurs relative to what would otherwise be the
      unadjusted payment date. The offset can be specified in terms of either calendar
      or business days. Even in the case of a calendar days offset, the resulting
      payment date, adjusted for the specified calendar days offset, will still be
      adjusted in accordance with the specified payment dates adjustments. This element
      should only be included if early or delayed payment is applicable, i.e. if the
      periodMultiplier element value is not equal to zero. An early payment would
      be indicated by a negative periodMultiplier element value and a delayed payment
      (or payment lag) would be indicated by a positive periodMultiplier element value.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentDates
    domain_of:
    - PaymentDates
    range: Offset
  paymentDatesAdjustments:
    name: paymentDatesAdjustments
    description: The definition of the business day convention and financial business
      centers used for adjusting the payment date if it would otherwise fall on a
      day that is not a business day in the specified business center.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: PaymentDates
    domain_of:
    - PaymentDates
    range: BusinessDayAdjustments