Class: ResetFrequency

A class defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaging is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate and the swap/swapStream/calculationPerioDates/terminationDate.

URI: common_domain_model:ResetFrequency

 classDiagram
    class ResetFrequency
    click ResetFrequency href "../ResetFrequency/"
      Frequency <|-- ResetFrequency
        click Frequency href "../Frequency/"
      
      ResetFrequency : period
        
          
    
        
        
        ResetFrequency --> "1" PeriodExtendedEnum : period
        click PeriodExtendedEnum href "../PeriodExtendedEnum/"
    

        
      ResetFrequency : periodMultiplier
        
      ResetFrequency : weeklyRollConvention
        
          
    
        
        
        ResetFrequency --> "0..1" WeeklyRollConventionEnum : weeklyRollConvention
        click WeeklyRollConventionEnum href "../WeeklyRollConventionEnum/"
    

        
      

Inheritance

• Frequency
  • ResetFrequency

Slots

Name	Cardinality and Range	Description	Inheritance
weeklyRollConvention	0..1 WeeklyRollConventionEnum	The day of the week on which a weekly reset date occurs	direct
periodMultiplier	1 Integer	A time period multiplier, e	Frequency
period	1 PeriodExtendedEnum	A time period, e	Frequency

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: (’From Frequency. PositivePeriodMultiplier: FpML specifies periodMultiplier as ’ ‘a positive integer.’), ‘slot_conditions’: {‘periodMultiplier’: SlotDefinition({‘name’: ‘periodMultiplier’, ‘minimum_value’: 1})} })

Usages

used by	used in	type	used
ResetDates	resetFrequency	range	ResetFrequency

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'weeklyRollConvention': {'value_presence': 'PRESENT'}}	{'period': {'equals_string': 'W'}}

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ResetFrequency
description: A class defining the reset frequency. In the case of a weekly reset,
  also specifies the day of the week that the reset occurs. If the reset frequency
  is greater than the calculation period frequency the this implies that more or more
  reset dates is established for each calculation period and some form of rate averaging
  is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation.
  In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate
  and the swap/swapStream/calculationPerioDates/terminationDate.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Frequency
attributes:
  weeklyRollConvention:
    name: weeklyRollConvention
    description: The day of the week on which a weekly reset date occurs. This element
      must be included if the reset frequency is defined as weekly and not otherwise.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    domain_of:
    - ResetFrequency
    range: WeeklyRollConventionEnum
rules:
- preconditions:
    slot_conditions:
      weeklyRollConvention:
        name: weeklyRollConvention
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      period:
        name: period
        equals_string: W
  description: 'FpML_ird_49: FpML validation rule ird-49 - WeeklyRollConvention should
    exist if and only if the period is ''W''.'
all_of:
- description: 'From Frequency. PositivePeriodMultiplier: FpML specifies periodMultiplier
    as a positive integer.'
  slot_conditions:
    periodMultiplier:
      name: periodMultiplier
      minimum_value: 1

Induced

name: ResetFrequency
description: A class defining the reset frequency. In the case of a weekly reset,
  also specifies the day of the week that the reset occurs. If the reset frequency
  is greater than the calculation period frequency the this implies that more or more
  reset dates is established for each calculation period and some form of rate averaging
  is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation.
  In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate
  and the swap/swapStream/calculationPerioDates/terminationDate.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: Frequency
attributes:
  weeklyRollConvention:
    name: weeklyRollConvention
    description: The day of the week on which a weekly reset date occurs. This element
      must be included if the reset frequency is defined as weekly and not otherwise.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    rank: 1000
    owner: ResetFrequency
    domain_of:
    - ResetFrequency
    range: WeeklyRollConventionEnum
  periodMultiplier:
    name: periodMultiplier
    description: A time period multiplier, e.g. 1, 2, or 3. If the period value is
      T (Term) then period multiplier must contain the value 1.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    rank: 1000
    owner: ResetFrequency
    domain_of:
    - Frequency
    - Period
    - Velocity
    range: integer
    required: true
  period:
    name: period
    description: A time period, e.g. a day, week, month, year or term of the stream.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_base_datetime
    owner: ResetFrequency
    domain_of:
    - CalculationFrequency
    - Frequency
    - Period
    - PeriodBound
    - Velocity
    - AverageTradingVolume
    range: PeriodExtendedEnum
    required: true
rules:
- preconditions:
    slot_conditions:
      weeklyRollConvention:
        name: weeklyRollConvention
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      period:
        name: period
        equals_string: W
  description: 'FpML_ird_49: FpML validation rule ird-49 - WeeklyRollConvention should
    exist if and only if the period is ''W''.'
all_of:
- description: 'From Frequency. PositivePeriodMultiplier: FpML specifies periodMultiplier
    as a positive integer.'
  slot_conditions:
    periodMultiplier:
      name: periodMultiplier
      minimum_value: 1