Class: PerformanceValuationDates

Defines how and when a performance type option or performance type swap is to be valued.

URI: common_domain_model:PerformanceValuationDates

 classDiagram
    class PerformanceValuationDates
    click PerformanceValuationDates href "../PerformanceValuationDates/"
      PerformanceValuationDates : determinationMethod
        
          
    
        
        
        PerformanceValuationDates --> "1" DeterminationMethodEnum : determinationMethod
        click DeterminationMethodEnum href "../DeterminationMethodEnum/"
    

        
      PerformanceValuationDates : valuationDate
        
          
    
        
        
        PerformanceValuationDates --> "0..1" AdjustableOrRelativeDate : valuationDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"
    

        
      PerformanceValuationDates : valuationDates
        
          
    
        
        
        PerformanceValuationDates --> "0..1" AdjustableRelativeOrPeriodicDates : valuationDates
        click AdjustableRelativeOrPeriodicDates href "../AdjustableRelativeOrPeriodicDates/"
    

        
      PerformanceValuationDates : valuationTime
        
          
    
        
        
        PerformanceValuationDates --> "0..1" BusinessCenterTime : valuationTime
        click BusinessCenterTime href "../BusinessCenterTime/"
    

        
      PerformanceValuationDates : valuationTimeType
        
          
    
        
        
        PerformanceValuationDates --> "0..1" TimeTypeEnum : valuationTimeType
        click TimeTypeEnum href "../TimeTypeEnum/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
determinationMethod	1 DeterminationMethodEnum	Specifies the method according to which an amount or a date is determined	direct
valuationDates	0..1 AdjustableRelativeOrPeriodicDates	2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date	direct
valuationDate	0..1 AdjustableOrRelativeDate	2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date	direct
valuationTime	0..1 BusinessCenterTime	The specific time of day at which the calculation agent values the underlying	direct
valuationTimeType	0..1 TimeTypeEnum	The time of day at which the calculation agent values the underlying, for exa…	direct

Usages

used by	used in	type	used
ValuationDates	initialValuationDate	range	PerformanceValuationDates
ValuationDates	interimValuationDate	range	PerformanceValuationDates
ValuationDates	finalValuationDate	range	PerformanceValuationDates
DateRelativeToValuationDates	valuationDatesReference	range	PerformanceValuationDates

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:PerformanceValuationDates
native	common_domain_model:PerformanceValuationDates

LinkML Source

Direct

name: PerformanceValuationDates
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Defines how and when a performance type option or performance type swap
  is to be valued.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  determinationMethod:
    name: determinationMethod
    description: Specifies the method according to which an amount or a date is determined.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PerformanceValuationDates
    - DeterminationMethodology
    - DividendCurrency
    - Composite
    range: DeterminationMethodEnum
    required: true
  valuationDates:
    name: valuationDates
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PerformanceValuationDates
    - EquitySwapMasterConfirmation2018
    - PerformancePayout
    range: AdjustableRelativeOrPeriodicDates
  valuationDate:
    name: valuationDate
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - NonDeliverableSubstitute
    - CashSettlementTerms
    - ValuationDate
    range: AdjustableOrRelativeDate
  valuationTime:
    name: valuationTime
    description: The specific time of day at which the calculation agent values the
      underlying. The SpecificTime is the only case when the valuationTime (time +
      business center location e.g. 10:00:00 USNY) should be provided. You should
      be able to provide just the valuationTime without valuationTimeType, which infer
      that this is a specific time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - CashSettlementTerms
    range: BusinessCenterTime
  valuationTimeType:
    name: valuationTimeType
    description: The time of day at which the calculation agent values the underlying,
      for example the official closing time of the exchange.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PerformanceValuationDates
    range: TimeTypeEnum

Induced

name: PerformanceValuationDates
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Defines how and when a performance type option or performance type swap
  is to be valued.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  determinationMethod:
    name: determinationMethod
    description: Specifies the method according to which an amount or a date is determined.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - PerformanceValuationDates
    - DeterminationMethodology
    - DividendCurrency
    - Composite
    range: DeterminationMethodEnum
    required: true
  valuationDates:
    name: valuationDates
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - PerformanceValuationDates
    - EquitySwapMasterConfirmation2018
    - PerformancePayout
    range: AdjustableRelativeOrPeriodicDates
  valuationDate:
    name: valuationDate
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing
      Date'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - NonDeliverableSubstitute
    - CashSettlementTerms
    - ValuationDate
    range: AdjustableOrRelativeDate
  valuationTime:
    name: valuationTime
    description: The specific time of day at which the calculation agent values the
      underlying. The SpecificTime is the only case when the valuationTime (time +
      business center location e.g. 10:00:00 USNY) should be provided. You should
      be able to provide just the valuationTime without valuationTimeType, which infer
      that this is a specific time.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - CashSettlementTerms
    range: BusinessCenterTime
  valuationTimeType:
    name: valuationTimeType
    description: The time of day at which the calculation agent values the underlying,
      for example the official closing time of the exchange.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PerformanceValuationDates
    domain_of:
    - PerformanceValuationDates
    range: TimeTypeEnum