Class: QuantitySchedule

Specifies a quantity schedule to be associated to a financial product to represent a trade amount. This data type extends MeasureBase with several unit or multiplier attributes that are used to define financial quantities. This data type is generically based on a schedule and can also be used to represent a quantity as a single value.

URI: common_domain_model:QuantitySchedule

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

      QuantitySchedule <|-- NonNegativeQuantitySchedule
        click NonNegativeQuantitySchedule href "../NonNegativeQuantitySchedule/"
      QuantitySchedule <|-- Quantity
        click Quantity href "../Quantity/"
      

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

        
      QuantitySchedule : frequency
        
          
    
        
        
        QuantitySchedule --> "0..1" Frequency : frequency
        click Frequency href "../Frequency/"
    

        
      QuantitySchedule : multiplier
        
          
    
        
        
        QuantitySchedule --> "0..1" NonNegativeMeasure : multiplier
        click NonNegativeMeasure href "../NonNegativeMeasure/"
    

        
      QuantitySchedule : total
        
          
    
        
        
        QuantitySchedule --> "0..1" Schedule : total
        click Schedule href "../Schedule/"
    

        
      QuantitySchedule : unit
        
          
    
        
        
        QuantitySchedule --> "1" UnitType : unit
        click UnitType href "../UnitType/"
    

        
      QuantitySchedule : value
        
      

Inheritance

• Schedule
  • MeasureBase
    • QuantitySchedule
      • NonNegativeQuantitySchedule
      • Quantity

Slots

Name	Cardinality and Range	Description	Inheritance
multiplier	0..1 NonNegativeMeasure	Defines an optional measure that the quantity should be multiplied by to deri…	direct
frequency	0..1 Frequency	Defines the frequency to be used when defining a quantity	direct
total	0..1 Schedule	Specifies the total quantity when the quantity itself is specified with a fre…	direct
unit	1 UnitType	Requires that a unit of amount must be specified for any quantity	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’)})} })] })

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'total': {'value_presence': 'PRESENT'}}	{'frequency': {'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:QuantitySchedule
native	common_domain_model:QuantitySchedule

LinkML Source

Direct

name: QuantitySchedule
description: Specifies a quantity schedule to be associated to a financial product
  to represent a trade amount. This data type extends MeasureBase with several unit
  or multiplier attributes that are used to define financial quantities. This data
  type is generically based on a schedule and can also be used to represent a quantity
  as a single value.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: MeasureBase
slot_usage:
  unit:
    name: unit
    description: Requires that a unit of amount must be specified for any quantity.
    range: UnitType
    required: true
attributes:
  multiplier:
    name: multiplier
    description: Defines an optional measure that the quantity should be multiplied
      by to derive a total quantity. Requires that the multiplier must be positive.
      This number is associated to an optional unit. For example in the case of the
      Coal (API2) CIF ARA (ARGUS-McCloskey) Futures Contract on the CME, where the
      unit would be contracts, the multiplier value would 1,000 and the mulitiplier
      unit would be 1,000 MT (Metric Tons).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    rank: 1000
    domain_of:
    - QuantitySchedule
    - FloatingRateProcessingParameters
    range: NonNegativeMeasure
  frequency:
    name: frequency
    description: Defines the frequency to be used when defining a quantity. For example
      a quantity may be specified as a number of barrels of oil per day, which needs
      multiplying by the number of days in the relevant period to get the total quantity
      as a number of barrels.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    rank: 1000
    domain_of:
    - QuantitySchedule
    - CSAValuationDate
    range: Frequency
  total:
    name: total
    description: Specifies the total quantity when the quantity itself is specified
      with a frequency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    rank: 1000
    domain_of:
    - QuantitySchedule
    range: Schedule
rules:
- preconditions:
    slot_conditions:
      total:
        name: total
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      frequency:
        name: frequency
        value_presence: PRESENT
  description: 'TotalQuantity: A total quantity must only be specified when the frequency
    exists.'
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

Induced

name: QuantitySchedule
description: Specifies a quantity schedule to be associated to a financial product
  to represent a trade amount. This data type extends MeasureBase with several unit
  or multiplier attributes that are used to define financial quantities. This data
  type is generically based on a schedule and can also be used to represent a quantity
  as a single value.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: MeasureBase
slot_usage:
  unit:
    name: unit
    description: Requires that a unit of amount must be specified for any quantity.
    range: UnitType
    required: true
attributes:
  multiplier:
    name: multiplier
    description: Defines an optional measure that the quantity should be multiplied
      by to derive a total quantity. Requires that the multiplier must be positive.
      This number is associated to an optional unit. For example in the case of the
      Coal (API2) CIF ARA (ARGUS-McCloskey) Futures Contract on the CME, where the
      unit would be contracts, the multiplier value would 1,000 and the mulitiplier
      unit would be 1,000 MT (Metric Tons).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    rank: 1000
    owner: QuantitySchedule
    domain_of:
    - QuantitySchedule
    - FloatingRateProcessingParameters
    range: NonNegativeMeasure
  frequency:
    name: frequency
    description: Defines the frequency to be used when defining a quantity. For example
      a quantity may be specified as a number of barrels of oil per day, which needs
      multiplying by the number of days in the relevant period to get the total quantity
      as a number of barrels.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    rank: 1000
    owner: QuantitySchedule
    domain_of:
    - QuantitySchedule
    - CSAValuationDate
    range: Frequency
  total:
    name: total
    description: Specifies the total quantity when the quantity itself is specified
      with a frequency.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_math
    rank: 1000
    owner: QuantitySchedule
    domain_of:
    - QuantitySchedule
    range: Schedule
  unit:
    name: unit
    description: Requires that a unit of amount must be specified for any quantity.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: QuantitySchedule
    domain_of:
    - MeasureBase
    range: UnitType
    required: true
  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: QuantitySchedule
    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: QuantitySchedule
    domain_of:
    - Schedule
    range: DatedValue
    multivalued: true
rules:
- preconditions:
    slot_conditions:
      total:
        name: total
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      frequency:
        name: frequency
        value_presence: PRESENT
  description: 'TotalQuantity: A total quantity must only be specified when the frequency
    exists.'
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