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Class: RelativeDateOffset

A class defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date may simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).

URI: common_domain_model:RelativeDateOffset

 classDiagram
    class RelativeDateOffset
    click RelativeDateOffset href "../RelativeDateOffset/"
      Offset <|-- RelativeDateOffset
        click Offset href "../Offset/"
      

      RelativeDateOffset <|-- AdjustedRelativeDateOffset
        click AdjustedRelativeDateOffset href "../AdjustedRelativeDateOffset/"
      RelativeDateOffset <|-- RelativeDates
        click RelativeDates href "../RelativeDates/"
      

      RelativeDateOffset : adjustedDate
        
      RelativeDateOffset : businessCenters
        
          
    
        
        
        RelativeDateOffset --> "0..1" BusinessCenters : businessCenters
        click BusinessCenters href "../BusinessCenters/"
    

        
      RelativeDateOffset : businessCentersReference
        
          
    
        
        
        RelativeDateOffset --> "0..1" BusinessCenters : businessCentersReference
        click BusinessCenters href "../BusinessCenters/"
    

        
      RelativeDateOffset : businessDayConvention
        
          
    
        
        
        RelativeDateOffset --> "1" BusinessDayConventionEnum : businessDayConvention
        click BusinessDayConventionEnum href "../BusinessDayConventionEnum/"
    

        
      RelativeDateOffset : dateRelativeTo
        
      RelativeDateOffset : dayType
        
          
    
        
        
        RelativeDateOffset --> "0..1" DayTypeEnum : dayType
        click DayTypeEnum href "../DayTypeEnum/"
    

        
      RelativeDateOffset : period
        
          
    
        
        
        RelativeDateOffset --> "1" PeriodEnum : period
        click PeriodEnum href "../PeriodEnum/"
    

        
      RelativeDateOffset : periodMultiplier

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
businessDayConvention 1
BusinessDayConventionEnum		 The convention for adjusting a date if it would otherwise fall on a day that … direct
businessCenters 0..1
BusinessCenters		 direct
businessCentersReference 0..1
BusinessCenters		 A pointer style reference to a set of financial business centers defined else… direct
dateRelativeTo 0..1
date		 Specifies the anchor as an href attribute direct
adjustedDate 0..1
date		 The date once the adjustment has been performed direct
dayType 0..1
DayTypeEnum		 In the case of an offset specified as a number of days, this element defines … Offset
periodMultiplier 1
Integer		 A time period multiplier, e Period
period 1
PeriodEnum		 A time period, e Period

Usages

Section titled “Usages”
used by used in type used
AdjustableOrAdjustedOrRelativeDate relativeDate range RelativeDateOffset
FxLinkedNotionalSchedule varyingNotionalFixingDates range RelativeDateOffset
FxLinkedNotionalSchedule varyingNotionalInterimExchangePaymentDates range RelativeDateOffset
InitialFixingDate relativeDateOffset range RelativeDateOffset
ResetDates fixingDates range RelativeDateOffset
ValuationDate valuationDate range RelativeDateOffset
Composite relativeDate range RelativeDateOffset
EvergreenProvision noticePeriod range RelativeDateOffset
EvergreenProvision noticeDeadlinePeriod range RelativeDateOffset
ExerciseFee feePaymentDate range RelativeDateOffset
ExerciseFeeSchedule feePaymentDate range RelativeDateOffset
ExtendibleProvision noticeDeadlinePeriod range RelativeDateOffset
ExtendibleProvision extensionTerm range RelativeDateOffset
RecallProvision intendedSettlementDate range RelativeDateOffset

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

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

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: RelativeDateOffset
description: A class defining a date (referred to as the derived date) as a relative
  offset from another date (referred to as the anchor date). If the anchor date is
  itself an adjustable date then the offset is assumed to be calculated from the adjusted
  anchor date. A number of different scenarios can be supported, namely; 1) the derived
  date may simply be a number of calendar periods (days, weeks, months or years) preceding
  or following the anchor date; 2) the unadjusted derived date may be a number of
  calendar periods (days, weeks, months or years) preceding or following the anchor
  date with the resulting unadjusted derived date subject to adjustment in accordance
  with a specified business day convention, i.e. the derived date must fall on a good
  business day; 3) the derived date may be a number of business days preceding or
  following the anchor date. Note that the businessDayConvention specifies any required
  adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier
  indicates whether the unadjusted derived precedes or follows the anchor date. The
  businessDayConvention should contain a value NONE if the day type element contains
  a value of Business (since specifying a negative or positive business days offset
  would already guarantee that the derived date would fall on a good business day
  in the specified business centers).
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Offset
attributes:
  businessDayConvention:
    name: businessDayConvention
    description: The convention for adjusting a date if it would otherwise fall on
      a day that is not a business day, as specified by an ISDA convention (e.g. Following,
      Precedent).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - FinalCalculationPeriodDateAdjustment
    - FxFixingDate
    range: BusinessDayConventionEnum
    required: true
  businessCenters:
    name: businessCenters
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
  businessCentersReference:
    name: businessCentersReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: A pointer style reference to a set of financial business centers
      defined elsewhere in the document. This set of business centers is used to determine
      whether a particular day is a business day or not.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    domain_of:
    - BusinessCenters
    - RelativeDateOffset
    - FxFixingDate
    range: BusinessCenters
  dateRelativeTo:
    name: dateRelativeTo
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Specifies the anchor as an href attribute. The href attribute value
      is a pointer style reference to the element or component elsewhere in the document
      where the anchor date is defined.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    domain_of:
    - RelativeDateOffset
    range: date
  adjustedDate:
    name: adjustedDate
    description: The date once the adjustment has been performed. (Note that this
      date may change if the business center holidays change).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    domain_of:
    - AdjustableDate
    - AdjustableDates
    - AdjustableOrAdjustedDate
    - AdjustableOrAdjustedOrRelativeDate
    - RelativeDateOffset
    - ObservationDate
    - AdjustDateInstruction
    range: date

Induced

Section titled “Induced”
name: RelativeDateOffset
description: A class defining a date (referred to as the derived date) as a relative
  offset from another date (referred to as the anchor date). If the anchor date is
  itself an adjustable date then the offset is assumed to be calculated from the adjusted
  anchor date. A number of different scenarios can be supported, namely; 1) the derived
  date may simply be a number of calendar periods (days, weeks, months or years) preceding
  or following the anchor date; 2) the unadjusted derived date may be a number of
  calendar periods (days, weeks, months or years) preceding or following the anchor
  date with the resulting unadjusted derived date subject to adjustment in accordance
  with a specified business day convention, i.e. the derived date must fall on a good
  business day; 3) the derived date may be a number of business days preceding or
  following the anchor date. Note that the businessDayConvention specifies any required
  adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier
  indicates whether the unadjusted derived precedes or follows the anchor date. The
  businessDayConvention should contain a value NONE if the day type element contains
  a value of Business (since specifying a negative or positive business days offset
  would already guarantee that the derived date would fall on a good business day
  in the specified business centers).
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Offset
attributes:
  businessDayConvention:
    name: businessDayConvention
    description: The convention for adjusting a date if it would otherwise fall on
      a day that is not a business day, as specified by an ISDA convention (e.g. Following,
      Precedent).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: RelativeDateOffset
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - FinalCalculationPeriodDateAdjustment
    - FxFixingDate
    range: BusinessDayConventionEnum
    required: true
  businessCenters:
    name: businessCenters
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: RelativeDateOffset
    domain_of:
    - BusinessDateRange
    - BusinessDayAdjustments
    - RelativeDateOffset
    - BusinessDayOffset
    - ParametricDates
    - FxFixingDate
    range: BusinessCenters
  businessCentersReference:
    name: businessCentersReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: A pointer style reference to a set of financial business centers
      defined elsewhere in the document. This set of business centers is used to determine
      whether a particular day is a business day or not.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: RelativeDateOffset
    domain_of:
    - BusinessCenters
    - RelativeDateOffset
    - FxFixingDate
    range: BusinessCenters
  dateRelativeTo:
    name: dateRelativeTo
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Specifies the anchor as an href attribute. The href attribute value
      is a pointer style reference to the element or component elsewhere in the document
      where the anchor date is defined.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: RelativeDateOffset
    domain_of:
    - RelativeDateOffset
    range: date
  adjustedDate:
    name: adjustedDate
    description: The date once the adjustment has been performed. (Note that this
      date may change if the business center holidays change).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: RelativeDateOffset
    domain_of:
    - AdjustableDate
    - AdjustableDates
    - AdjustableOrAdjustedDate
    - AdjustableOrAdjustedOrRelativeDate
    - RelativeDateOffset
    - ObservationDate
    - AdjustDateInstruction
    range: date
  dayType:
    name: dayType
    description: In the case of an offset specified as a number of days, this element
      defines whether consideration is given as to whether a day is a good business
      day or not. If a day type of business days is specified then non-business days
      are ignored when calculating the offset. The financial business centers to use
      for determination of business days are implied by the context in which this
      element is used. This element must only be included when the offset is specified
      as a number of days. If the offset is zero days then the dayType element should
      not be included.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: RelativeDateOffset
    domain_of:
    - Offset
    - PeriodicDates
    - ParametricDates
    range: DayTypeEnum
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can
      be used when specifying an offset relative to another date, e.g. -2 days.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: RelativeDateOffset
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month or year of the stream. If
      the periodMultiplier value is 0 (zero) then period must contain the value D
      (day).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: RelativeDateOffset
    domain_of:
    - CalculationFrequency
    - Frequency
    - Period
    - PeriodBound
    - Velocity
    - AverageTradingVolume
    range: PeriodEnum
    required: true