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common-domain-model

Class: Reset

Defines the reset value or fixing value produced in cashflow calculations, during the life-cycle of a financial instrument. The reset process defined in Create_Reset function joins product definition details with observations to compute the reset value.

URI: common_domain_model:Reset

 classDiagram
    class Reset
    click Reset href "../Reset/"
      Reset : averagingMethodology
        
          
    
        
        
        Reset --> "0..1" AveragingCalculation : averagingMethodology
        click AveragingCalculation href "../AveragingCalculation/"
    

        
      Reset : observations
        
          
    
        
        
        Reset --> "1..*" Observation : observations
        click Observation href "../Observation/"
    

        
      Reset : rateRecordDate
        
      Reset : resetDate
        
      Reset : resetValue
        
          
    
        
        
        Reset --> "1" Price : resetValue
        click Price href "../Price/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
resetValue 1
Price		 Specifies the reset or fixing value direct
resetDate 1
date		 Specifies the date on which the reset occurred direct
rateRecordDate 0..1
date		 Specifies the ‘Rate Record Day’ for a Fallback rate direct
observations 1..*
Observation		 Represents an audit of the observations used to produce the reset value direct
averagingMethodology 0..1
AveragingCalculation		 Identifies the aggregation method to use in the case where multiple observati… direct

Usages

Section titled “Usages”
used by used in type used
CalculateTransferInstruction resets range Reset
ResetInstruction reset range Reset
TradeState resetHistory range Reset

Comments

Section titled “Comments”
  • Rosetta condition AveragingMethodologyExists is not stated in LinkML: if observations count > 1 then averagingMethodology exists

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
rosetta_metadata key

Schema Source

Section titled “Schema Source”

Mappings

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

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: Reset
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Defines the reset value or fixing value produced in cashflow calculations,
  during the life-cycle of a financial instrument. The reset process defined in Create_Reset
  function joins product definition details with observations to compute the reset
  value.
comments:
- 'Rosetta condition AveragingMethodologyExists is not stated in LinkML: if observations
  count > 1 then averagingMethodology exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  resetValue:
    name: resetValue
    description: Specifies the reset or fixing value. The fixing value could be a
      cash price, interest rate, or other value.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - Reset
    - CalculateResetValueInstruction
    - ResetInstructionState
    range: Price
    required: true
  resetDate:
    name: resetDate
    description: Specifies the date on which the reset occurred.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    domain_of:
    - CalculateResetInstruction
    - Reset
    - RateObservation
    - FxLinkedNotionalAmount
    - FloatingRateSettingDetails
    range: date
    required: true
  rateRecordDate:
    name: rateRecordDate
    description: Specifies the 'Rate Record Day' for a Fallback rate. Fallback rate
      fixing processes typically set the fixing rate in arrears, i.e., the Fallback
      Rate corresponding to a Rate Record Date is set at the end of the interest accural
      period. When this applies, Reset->resetDate occurs at the end of the interest
      period, and the Reset->rateRecordDate occurs near the start of the interest
      period. The Reset->rateRecordDate and Reset->observations->observationIdentifier->observationDate
      will differ if a Fallback rate is unavailable on the Rate Record Date, and the
      latest previous available rate is used as the observation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    domain_of:
    - CalculateResetInstruction
    - Reset
    range: date
  observations:
    name: observations
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Represents an audit of the observations used to produce the reset
      value. If multiple observations were necessary to produce the reset value, the
      aggregation method should be defined on the payout.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - Reset
    - CalculatedRateDetails
    range: Observation
    required: true
    multivalued: true
  averagingMethodology:
    name: averagingMethodology
    description: Identifies the aggregation method to use in the case where multiple
      observations are used to compute the reset value and the method is not defined
      in a payout.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    domain_of:
    - Reset
    range: AveragingCalculation

Induced

Section titled “Induced”
name: Reset
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Defines the reset value or fixing value produced in cashflow calculations,
  during the life-cycle of a financial instrument. The reset process defined in Create_Reset
  function joins product definition details with observations to compute the reset
  value.
comments:
- 'Rosetta condition AveragingMethodologyExists is not stated in LinkML: if observations
  count > 1 then averagingMethodology exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  resetValue:
    name: resetValue
    description: Specifies the reset or fixing value. The fixing value could be a
      cash price, interest rate, or other value.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: Reset
    domain_of:
    - Reset
    - CalculateResetValueInstruction
    - ResetInstructionState
    range: Price
    required: true
  resetDate:
    name: resetDate
    description: Specifies the date on which the reset occurred.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    owner: Reset
    domain_of:
    - CalculateResetInstruction
    - Reset
    - RateObservation
    - FxLinkedNotionalAmount
    - FloatingRateSettingDetails
    range: date
    required: true
  rateRecordDate:
    name: rateRecordDate
    description: Specifies the 'Rate Record Day' for a Fallback rate. Fallback rate
      fixing processes typically set the fixing rate in arrears, i.e., the Fallback
      Rate corresponding to a Rate Record Date is set at the end of the interest accural
      period. When this applies, Reset->resetDate occurs at the end of the interest
      period, and the Reset->rateRecordDate occurs near the start of the interest
      period. The Reset->rateRecordDate and Reset->observations->observationIdentifier->observationDate
      will differ if a Fallback rate is unavailable on the Rate Record Date, and the
      latest previous available rate is used as the observation.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    owner: Reset
    domain_of:
    - CalculateResetInstruction
    - Reset
    range: date
  observations:
    name: observations
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Represents an audit of the observations used to produce the reset
      value. If multiple observations were necessary to produce the reset value, the
      aggregation method should be defined on the payout.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: Reset
    domain_of:
    - Reset
    - CalculatedRateDetails
    range: Observation
    required: true
    multivalued: true
  averagingMethodology:
    name: averagingMethodology
    description: Identifies the aggregation method to use in the case where multiple
      observations are used to compute the reset value and the method is not defined
      in a payout.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_event_common
    rank: 1000
    owner: Reset
    domain_of:
    - Reset
    range: AveragingCalculation