Class: PriceSchedule

Specifies the price of a financial instrument in a trade as a schedule of measures. A price generically expresses the value of an exchange as a ratio: it measures the amount of one thing needed to be exchanged for 1 unit of another thing (e.g. cash in a specific currency in exchange for a bond or share). This generic representation can be used to support any type of financial price beyond just cash price: e.g. an interest rate, a foreign exchange rate, etc. This data type is generically based on a schedule and can also be used to represent a price as a single value.

URI: common_domain_model:PriceSchedule

 classDiagram
    class PriceSchedule
    click PriceSchedule href "../PriceSchedule/"
      MeasureBase <|-- PriceSchedule
        click MeasureBase href "../MeasureBase/"
      

      PriceSchedule <|-- Price
        click Price href "../Price/"
      

      PriceSchedule : arithmeticOperator
        
          
    
        
        
        PriceSchedule --> "0..1" ArithmeticOperationEnum : arithmeticOperator
        click ArithmeticOperationEnum href "../ArithmeticOperationEnum/"
    

        
      PriceSchedule : composite
        
          
    
        
        
        PriceSchedule --> "0..1" PriceComposite : composite
        click PriceComposite href "../PriceComposite/"
    

        
      PriceSchedule : datedValue
        
          
    
        
        
        PriceSchedule --> "*" DatedValue : datedValue
        click DatedValue href "../DatedValue/"
    

        
      PriceSchedule : derivedQuantity
        
          
    
        
        
        PriceSchedule --> "0..1" NonNegativeQuantitySchedule : derivedQuantity
        click NonNegativeQuantitySchedule href "../NonNegativeQuantitySchedule/"
    

        
      PriceSchedule : perUnitOf
        
          
    
        
        
        PriceSchedule --> "0..1" UnitType : perUnitOf
        click UnitType href "../UnitType/"
    

        
      PriceSchedule : premiumType
        
          
    
        
        
        PriceSchedule --> "0..1" PremiumTypeEnum : premiumType
        click PremiumTypeEnum href "../PremiumTypeEnum/"
    

        
      PriceSchedule : priceExpression
        
          
    
        
        
        PriceSchedule --> "0..1" PriceExpressionEnum : priceExpression
        click PriceExpressionEnum href "../PriceExpressionEnum/"
    

        
      PriceSchedule : priceSubType
        
          
    
        
        
        PriceSchedule --> "0..1" PriceSubTypeEnum : priceSubType
        click PriceSubTypeEnum href "../PriceSubTypeEnum/"
    

        
      PriceSchedule : priceType
        
          
    
        
        
        PriceSchedule --> "1" PriceTypeEnum : priceType
        click PriceTypeEnum href "../PriceTypeEnum/"
    

        
      PriceSchedule : unit
        
          
    
        
        
        PriceSchedule --> "0..1" UnitType : unit
        click UnitType href "../UnitType/"
    

        
      PriceSchedule : value
        
      

Inheritance

• Schedule
  • MeasureBase
    • PriceSchedule
      • Price

Slots

Name	Cardinality and Range	Description	Inheritance
perUnitOf	0..1 UnitType	Provides an attribute to define the unit of the thing being priced	direct
priceType	1 PriceTypeEnum	Specifies the price type as an enumeration: interest rate, exchange rate, ass…	direct
priceSubType	0..1 PriceSubTypeEnum	Allows further classification of the chosen price type	direct
priceExpression	0..1 PriceExpressionEnum	(Optionally) Specifies whether the price is expressed in absolute or percenta…	direct
composite	0..1 PriceComposite	(Optionally) Specifies the underlying price components if the price can be ex…	direct
arithmeticOperator	0..1 ArithmeticOperationEnum	(Optionally) When the price is to be understood as an operator to apply to an…	direct
premiumType	0..1 PremiumTypeEnum	(Optionally) Additional attribute that can further define any premium to the …	direct
derivedQuantity	0..1 NonNegativeQuantitySchedule	Specifies the derived quantity associated with the price	direct
unit	0..1 UnitType	Qualifies the unit by which the amount is measured	MeasureBase
value	0..1 Decimal	The initial rate or amount, as the case may be	Schedule
datedValue	* DatedValue	The schedule of step date and value pairs	Schedule

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: (’From Schedule. ValueExists: A schedule may be specified as a single value or ’ ’as a set of date-value pairs. Both attributes may be specified, in which ’ ‘case the single amount number is the initial value.’), ‘any_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘value’: SlotDefinition({‘name’: ‘value’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘datedValue’: SlotDefinition({‘name’: ‘datedValue’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })
• AnonymousClassExpression({ ‘description’: (’Choice: The price can be specified mutually exclusively as an operator (e.g. ’ ‘a spread or multiplier) or a composite.’), ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘arithmeticOperator’: SlotDefinition({‘name’: ‘arithmeticOperator’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘composite’: SlotDefinition({‘name’: ‘composite’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘all_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘arithmeticOperator’: SlotDefinition({‘name’: ‘arithmeticOperator’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘composite’: SlotDefinition({‘name’: ‘composite’, ‘value_presence’: PresenceEnum(text=‘ABSENT’)})} })] })] })

None Of

The class must not satisfy any of:

• AnonymousClassExpression({ ‘description’: ‘ArithmeticOperator: Operator must not be subtract or divide.’, ‘slot_conditions’: {‘arithmeticOperator’: SlotDefinition({ ‘name’: ‘arithmeticOperator’, ‘value_presence’: PresenceEnum(text=‘PRESENT’), ‘equals_string’: ‘Subtract’ })} })
• AnonymousClassExpression({ ‘description’: ‘ArithmeticOperator: Operator must not be subtract or divide.’, ‘slot_conditions’: {‘arithmeticOperator’: SlotDefinition({ ‘name’: ‘arithmeticOperator’, ‘value_presence’: PresenceEnum(text=‘PRESENT’), ‘equals_string’: ‘Divide’ })} })

Usages

used by	used in	type	used
AccrualFactor	value	range	PriceSchedule
AdjustmentFactorCalculationTerms	dividendObservation	range	PriceSchedule
CorporateAction	dividendObservation	range	PriceSchedule
BasketConstituent	initialValuationPrice	range	PriceSchedule
BasketConstituent	interimValuationPrice	range	PriceSchedule
BasketConstituent	finalValuationPrice	range	PriceSchedule
PriceQuantity	price	range	PriceSchedule
RateSchedule	price	range	PriceSchedule
Trigger	level	range	PriceSchedule
SpreadSchedule	price	range	PriceSchedule
FixedPrice	price	range	PriceSchedule
ResolvablePriceQuantity	priceSchedule	range	PriceSchedule
PerformancePayout	initialValuationPrice	range	PriceSchedule
PerformancePayout	interimValuationPrice	range	PriceSchedule
PerformancePayout	finalValuationPrice	range	PriceSchedule
PortfolioReturnTerms	initialValuationPrice	range	PriceSchedule
PortfolioReturnTerms	interimValuationPrice	range	PriceSchedule
PortfolioReturnTerms	finalValuationPrice	range	PriceSchedule
StrikeSchedule	price	range	PriceSchedule

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
any_of	[{'slot_conditions': {'priceType': {'equals_string': 'Variance'}}}, {'slot_conditions': {'priceType': {'equals_string': 'Volatility'}}}, {'slot_conditions': {'priceType': {'equals_string': 'Correlation'}}}]
slot_conditions		{'unit': {'value_presence': 'ABSENT'}, 'perUnitOf': {'value_presence': 'ABSENT'}}	{'unit': {'value_presence': 'PRESENT'}, 'perUnitOf': {'value_presence': 'PRESENT'}}

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'premiumType': {'value_presence': 'PRESENT'}}	{'priceType': {'equals_string': 'Premium'}}

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'arithmeticOperator': {'value_presence': 'PRESENT', 'equals_string': 'Add'}}
any_of		[{'slot_conditions': {'priceType': {'equals_string': 'AssetPrice'}}}, {'slot_conditions': {'priceType': {'equals_string': 'InterestRate'}}}]

Rule Applied	Preconditions	Postconditions	Elseconditions
any_of	[{'slot_conditions': {'priceSubType': {'value_presence': 'PRESENT', 'equals_string': 'Fee'}}}, {'slot_conditions': {'priceSubType': {'value_presence': 'PRESENT', 'equals_string': 'Rebate'}}}]
slot_conditions		{'priceType': {'equals_string': 'InterestRate'}}

Comments

• Rosetta condition PositiveAssetPrice is not stated in LinkML: if (priceType = ExchangeRate or priceType = AssetPrice) and arithmeticOperator is absent then value > 0 or datedValue -> value all > 0
• Rosetta condition PositiveSpotRate is not stated in LinkML: if (priceType = ExchangeRate or priceType = AssetPrice) and composite -> baseValue exists then composite -> baseValue > 0
• Rosetta condition PositivePremium is not stated in LinkML: if priceType = Premium then value > 0
• Rosetta condition CurrencyUnitForInterestRate is not stated in LinkML: if priceType = PriceTypeEnum -> InterestRate then unit -> currency exists
• Rosetta condition ForwardPoint is not stated in LinkML: if composite -> operandType = ForwardPoint then priceType = ExchangeRate
• Rosetta condition AccruedInterest is not stated in LinkML: if composite -> operandType = AccruedInterest then priceType = AssetPrice
• Rosetta condition DerivedQuantityMultiplier is not stated in LinkML: derivedQuantity -> multiplier is absent
• Rosetta condition DerivedQuantityUnit is not stated in LinkML: if derivedQuantity exists and unit exists then derivedQuantity -> unit = unit
• Rosetta condition DerivedQuantityCurrency is not stated in LinkML: if derivedQuantity exists and unit is absent then derivedQuantity -> unit -> currency exists

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: PriceSchedule
description: 'Specifies the price of a financial instrument in a trade as a schedule
  of measures. A price generically expresses the value of an exchange as a ratio:
  it measures the amount of one thing needed to be exchanged for 1 unit of another
  thing (e.g. cash in a specific currency in exchange for a bond or share). This generic
  representation can be used to support any type of financial price beyond just cash
  price: e.g. an interest rate, a foreign exchange rate, etc. This data type is generically
  based on a schedule and can also be used to represent a price as a single value.'
comments:
- 'Rosetta condition PositiveAssetPrice is not stated in LinkML: if (priceType = ExchangeRate
  or priceType = AssetPrice) and arithmeticOperator is absent then value > 0 or datedValue
  -> value all > 0'
- 'Rosetta condition PositiveSpotRate is not stated in LinkML: if (priceType = ExchangeRate
  or priceType = AssetPrice) and composite -> baseValue exists then composite -> baseValue
  > 0'
- 'Rosetta condition PositivePremium is not stated in LinkML: if priceType = Premium
  then value > 0'
- 'Rosetta condition CurrencyUnitForInterestRate is not stated in LinkML: if priceType
  = PriceTypeEnum -> InterestRate then unit -> currency exists'
- 'Rosetta condition ForwardPoint is not stated in LinkML: if composite -> operandType
  = ForwardPoint then priceType = ExchangeRate'
- 'Rosetta condition AccruedInterest is not stated in LinkML: if composite -> operandType
  = AccruedInterest then priceType = AssetPrice'
- 'Rosetta condition DerivedQuantityMultiplier is not stated in LinkML: derivedQuantity
  -> multiplier is absent'
- 'Rosetta condition DerivedQuantityUnit is not stated in LinkML: if derivedQuantity
  exists and unit exists then derivedQuantity -> unit = unit'
- 'Rosetta condition DerivedQuantityCurrency is not stated in LinkML: if derivedQuantity
  exists and unit is absent then derivedQuantity -> unit -> currency exists'
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: MeasureBase
attributes:
  perUnitOf:
    name: perUnitOf
    description: Provides an attribute to define the unit of the thing being priced.
      For example, {amount, unitOfAmount, PerUnitOfAmount} = [10, EUR, Shares] = (10.00
      EUR/SHARE) * (300,000 SHARES) = EUR 3,000,000.00 (Shares cancel out in the calculation).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PriceSchedule
    range: UnitType
  priceType:
    name: priceType
    description: 'Specifies the price type as an enumeration: interest rate, exchange
      rate, asset price etc. This attribute is mandatory so that prices can always
      be clasiffied according to their type. The price type implies some constraints
      on the price''s units.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PriceSchedule
    range: PriceTypeEnum
    required: true
  priceSubType:
    name: priceSubType
    description: Allows further classification of the chosen price type.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PriceSchedule
    range: PriceSubTypeEnum
  priceExpression:
    name: priceExpression
    description: (Optionally) Specifies whether the price is expressed in absolute
      or percentage terms.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PriceSchedule
    range: PriceExpressionEnum
  composite:
    name: composite
    description: '(Optionally) Specifies the underlying price components if the price
      can be expressed as a composite: e.g. dirty price = clean price + accrued.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PriceSchedule
    - FxFeature
    range: PriceComposite
  arithmeticOperator:
    name: arithmeticOperator
    description: (Optionally) When the price is to be understood as an operator to
      apply to an observable, i.e. a spread, multiplier or min/max.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    domain_of:
    - PriceComposite
    - PriceSchedule
    range: ArithmeticOperationEnum
  premiumType:
    name: premiumType
    description: (Optionally) Additional attribute that can further define any premium
      to the price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PriceSchedule
    range: PremiumTypeEnum
  derivedQuantity:
    name: derivedQuantity
    description: Specifies the derived quantity associated with the price. For instance
      when the price is an asset price expressed in a currency, the primary quantity
      is the asset's quantity while the derived quantity is the corresponding monetary
      amount in that currency. When the price is an exchange rate, both the primary
      quantity and the derived quantity are monetary amounts, in the 2 currencies
      of the exchange rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - PriceSchedule
    range: NonNegativeQuantitySchedule
rules:
- preconditions:
    any_of:
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: Variance
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: Volatility
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: Correlation
  postconditions:
    slot_conditions:
      unit:
        name: unit
        value_presence: ABSENT
      perUnitOf:
        name: perUnitOf
        value_presence: ABSENT
  elseconditions:
    slot_conditions:
      unit:
        name: unit
        value_presence: PRESENT
      perUnitOf:
        name: perUnitOf
        value_presence: PRESENT
  description: 'UnitOfAmountExists: Requires that a unit of amount must be specified
    for price unless price type is Variance, Volatility or Correlation.'
- preconditions:
    slot_conditions:
      premiumType:
        name: premiumType
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      priceType:
        name: priceType
        equals_string: Premium
  description: 'Premium: If we are applying a premium to the price then we must define
    this as a premium in priceType.'
- preconditions:
    slot_conditions:
      arithmeticOperator:
        name: arithmeticOperator
        value_presence: PRESENT
        equals_string: Add
  postconditions:
    any_of:
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: AssetPrice
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: InterestRate
  description: 'SpreadPrice: A spread type can only be specified when the price type
    is an asset price or an interest rate.'
- preconditions:
    any_of:
    - slot_conditions:
        priceSubType:
          name: priceSubType
          value_presence: PRESENT
          equals_string: Fee
    - slot_conditions:
        priceSubType:
          name: priceSubType
          value_presence: PRESENT
          equals_string: Rebate
  postconditions:
    slot_conditions:
      priceType:
        name: priceType
        equals_string: InterestRate
  description: 'InterestRateFeeType: If a lending fee or rebate fee is specified then
    the price type must be InterestRate.'
none_of:
- description: 'ArithmeticOperator: Operator must not be subtract or divide.'
  slot_conditions:
    arithmeticOperator:
      name: arithmeticOperator
      value_presence: PRESENT
      equals_string: Subtract
- description: 'ArithmeticOperator: Operator must not be subtract or divide.'
  slot_conditions:
    arithmeticOperator:
      name: arithmeticOperator
      value_presence: PRESENT
      equals_string: Divide
all_of:
- description: 'From Schedule. ValueExists: A schedule may be specified as a single
    value or as a set of date-value pairs. Both attributes may be specified, in which
    case the single amount number is the initial value.'
  any_of:
  - slot_conditions:
      value:
        name: value
        value_presence: PRESENT
  - slot_conditions:
      datedValue:
        name: datedValue
        value_presence: PRESENT
- description: 'Choice: The price can be specified mutually exclusively as an operator
    (e.g. a spread or multiplier) or a composite.'
  exactly_one_of:
  - slot_conditions:
      arithmeticOperator:
        name: arithmeticOperator
        value_presence: PRESENT
  - slot_conditions:
      composite:
        name: composite
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        arithmeticOperator:
          name: arithmeticOperator
          value_presence: ABSENT
    - slot_conditions:
        composite:
          name: composite
          value_presence: ABSENT

Induced

name: PriceSchedule
description: 'Specifies the price of a financial instrument in a trade as a schedule
  of measures. A price generically expresses the value of an exchange as a ratio:
  it measures the amount of one thing needed to be exchanged for 1 unit of another
  thing (e.g. cash in a specific currency in exchange for a bond or share). This generic
  representation can be used to support any type of financial price beyond just cash
  price: e.g. an interest rate, a foreign exchange rate, etc. This data type is generically
  based on a schedule and can also be used to represent a price as a single value.'
comments:
- 'Rosetta condition PositiveAssetPrice is not stated in LinkML: if (priceType = ExchangeRate
  or priceType = AssetPrice) and arithmeticOperator is absent then value > 0 or datedValue
  -> value all > 0'
- 'Rosetta condition PositiveSpotRate is not stated in LinkML: if (priceType = ExchangeRate
  or priceType = AssetPrice) and composite -> baseValue exists then composite -> baseValue
  > 0'
- 'Rosetta condition PositivePremium is not stated in LinkML: if priceType = Premium
  then value > 0'
- 'Rosetta condition CurrencyUnitForInterestRate is not stated in LinkML: if priceType
  = PriceTypeEnum -> InterestRate then unit -> currency exists'
- 'Rosetta condition ForwardPoint is not stated in LinkML: if composite -> operandType
  = ForwardPoint then priceType = ExchangeRate'
- 'Rosetta condition AccruedInterest is not stated in LinkML: if composite -> operandType
  = AccruedInterest then priceType = AssetPrice'
- 'Rosetta condition DerivedQuantityMultiplier is not stated in LinkML: derivedQuantity
  -> multiplier is absent'
- 'Rosetta condition DerivedQuantityUnit is not stated in LinkML: if derivedQuantity
  exists and unit exists then derivedQuantity -> unit = unit'
- 'Rosetta condition DerivedQuantityCurrency is not stated in LinkML: if derivedQuantity
  exists and unit is absent then derivedQuantity -> unit -> currency exists'
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: MeasureBase
attributes:
  perUnitOf:
    name: perUnitOf
    description: Provides an attribute to define the unit of the thing being priced.
      For example, {amount, unitOfAmount, PerUnitOfAmount} = [10, EUR, Shares] = (10.00
      EUR/SHARE) * (300,000 SHARES) = EUR 3,000,000.00 (Shares cancel out in the calculation).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PriceSchedule
    domain_of:
    - PriceSchedule
    range: UnitType
  priceType:
    name: priceType
    description: 'Specifies the price type as an enumeration: interest rate, exchange
      rate, asset price etc. This attribute is mandatory so that prices can always
      be clasiffied according to their type. The price type implies some constraints
      on the price''s units.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PriceSchedule
    domain_of:
    - PriceSchedule
    range: PriceTypeEnum
    required: true
  priceSubType:
    name: priceSubType
    description: Allows further classification of the chosen price type.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PriceSchedule
    domain_of:
    - PriceSchedule
    range: PriceSubTypeEnum
  priceExpression:
    name: priceExpression
    description: (Optionally) Specifies whether the price is expressed in absolute
      or percentage terms.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PriceSchedule
    domain_of:
    - PriceSchedule
    range: PriceExpressionEnum
  composite:
    name: composite
    description: '(Optionally) Specifies the underlying price components if the price
      can be expressed as a composite: e.g. dirty price = clean price + accrued.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PriceSchedule
    domain_of:
    - PriceSchedule
    - FxFeature
    range: PriceComposite
  arithmeticOperator:
    name: arithmeticOperator
    description: (Optionally) When the price is to be understood as an operator to
      apply to an observable, i.e. a spread, multiplier or min/max.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: PriceSchedule
    domain_of:
    - PriceComposite
    - PriceSchedule
    range: ArithmeticOperationEnum
  premiumType:
    name: premiumType
    description: (Optionally) Additional attribute that can further define any premium
      to the price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PriceSchedule
    domain_of:
    - PriceSchedule
    range: PremiumTypeEnum
  derivedQuantity:
    name: derivedQuantity
    description: Specifies the derived quantity associated with the price. For instance
      when the price is an asset price expressed in a currency, the primary quantity
      is the asset's quantity while the derived quantity is the corresponding monetary
      amount in that currency. When the price is an exchange rate, both the primary
      quantity and the derived quantity are monetary amounts, in the 2 currencies
      of the exchange rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: PriceSchedule
    domain_of:
    - PriceSchedule
    range: NonNegativeQuantitySchedule
  unit:
    name: unit
    description: Qualifies the unit by which the amount is measured. Optional because
      a measure may be unit-less (e.g. when representing a ratio between amounts in
      the same unit).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PriceSchedule
    domain_of:
    - MeasureBase
    range: UnitType
  value:
    name: value
    description: The initial rate or amount, as the case may be. An initial rate of
      5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    owner: PriceSchedule
    domain_of:
    - DatedValue
    - Schedule
    - Taxonomy
    - TaxonomyClassification
    - CodeValue
    - AccrualFactor
    - AdjustmentFactor
    - ClauseLibraryVariableSet
    - CSAMinimumTransferAmountVariableSet
    - CSAThresholdVariableSet
    - DisputeResolution
    - OtherEligibleAndPostedSupport
    range: decimal
  datedValue:
    name: datedValue
    description: The schedule of step date and value pairs. On each step date the
      associated step value becomes effective. A list of steps may be ordered in the
      document by ascending step date. An FpML document containing an unordered list
      of steps is still regarded as a conformant document.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    rank: 1000
    owner: PriceSchedule
    domain_of:
    - Schedule
    range: DatedValue
    multivalued: true
rules:
- preconditions:
    any_of:
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: Variance
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: Volatility
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: Correlation
  postconditions:
    slot_conditions:
      unit:
        name: unit
        value_presence: ABSENT
      perUnitOf:
        name: perUnitOf
        value_presence: ABSENT
  elseconditions:
    slot_conditions:
      unit:
        name: unit
        value_presence: PRESENT
      perUnitOf:
        name: perUnitOf
        value_presence: PRESENT
  description: 'UnitOfAmountExists: Requires that a unit of amount must be specified
    for price unless price type is Variance, Volatility or Correlation.'
- preconditions:
    slot_conditions:
      premiumType:
        name: premiumType
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      priceType:
        name: priceType
        equals_string: Premium
  description: 'Premium: If we are applying a premium to the price then we must define
    this as a premium in priceType.'
- preconditions:
    slot_conditions:
      arithmeticOperator:
        name: arithmeticOperator
        value_presence: PRESENT
        equals_string: Add
  postconditions:
    any_of:
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: AssetPrice
    - slot_conditions:
        priceType:
          name: priceType
          equals_string: InterestRate
  description: 'SpreadPrice: A spread type can only be specified when the price type
    is an asset price or an interest rate.'
- preconditions:
    any_of:
    - slot_conditions:
        priceSubType:
          name: priceSubType
          value_presence: PRESENT
          equals_string: Fee
    - slot_conditions:
        priceSubType:
          name: priceSubType
          value_presence: PRESENT
          equals_string: Rebate
  postconditions:
    slot_conditions:
      priceType:
        name: priceType
        equals_string: InterestRate
  description: 'InterestRateFeeType: If a lending fee or rebate fee is specified then
    the price type must be InterestRate.'
none_of:
- description: 'ArithmeticOperator: Operator must not be subtract or divide.'
  slot_conditions:
    arithmeticOperator:
      name: arithmeticOperator
      value_presence: PRESENT
      equals_string: Subtract
- description: 'ArithmeticOperator: Operator must not be subtract or divide.'
  slot_conditions:
    arithmeticOperator:
      name: arithmeticOperator
      value_presence: PRESENT
      equals_string: Divide
all_of:
- description: 'From Schedule. ValueExists: A schedule may be specified as a single
    value or as a set of date-value pairs. Both attributes may be specified, in which
    case the single amount number is the initial value.'
  any_of:
  - slot_conditions:
      value:
        name: value
        value_presence: PRESENT
  - slot_conditions:
      datedValue:
        name: datedValue
        value_presence: PRESENT
- description: 'Choice: The price can be specified mutually exclusively as an operator
    (e.g. a spread or multiplier) or a composite.'
  exactly_one_of:
  - slot_conditions:
      arithmeticOperator:
        name: arithmeticOperator
        value_presence: PRESENT
  - slot_conditions:
      composite:
        name: composite
        value_presence: PRESENT
  - all_of:
    - slot_conditions:
        arithmeticOperator:
          name: arithmeticOperator
          value_presence: ABSENT
    - slot_conditions:
        composite:
          name: composite
          value_presence: ABSENT