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common-domain-model

Class: StubPeriod

A class defining how the initial or final stub calculation period amounts is calculated. For example, the rate to be applied to the initial or final stub calculation period may be the linear interpolation of two different tenors for the floating rate index specified in the calculation period amount component, e.g. A two month stub period may used the linear interpolation of a one month and three month floating rate. The different rate tenors would be specified in this component. Note that a maximum of two rate tenors can be specified. If a stub period uses a single index tenor and this is the same as that specified in the calculation period amount component then the initial stub or final stub component, as the case may be, must not be included.

URI: common_domain_model:StubPeriod

 classDiagram
    class StubPeriod
    click StubPeriod href "../StubPeriod/"
      StubPeriod : calculationPeriodDatesReference
        
          
    
        
        
        StubPeriod --> "1" CalculationPeriodDates : calculationPeriodDatesReference
        click CalculationPeriodDates href "../CalculationPeriodDates/"
    

        
      StubPeriod : finalStub
        
          
    
        
        
        StubPeriod --> "0..1" StubValue : finalStub
        click StubValue href "../StubValue/"
    

        
      StubPeriod : initialStub
        
          
    
        
        
        StubPeriod --> "0..1" StubValue : initialStub
        click StubValue href "../StubValue/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
calculationPeriodDatesReference 1
CalculationPeriodDates		 A pointer style reference to the associated calculation period dates componen… direct
initialStub 0..1
StubValue		 Specifies how the initial stub amount is calculated direct
finalStub 0..1
StubValue		 Specifies how the final stub amount is calculated direct

Usages

Section titled “Usages”
used by used in type used
InterestRatePayout stubPeriod range StubPeriod

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:StubPeriod
native common_domain_model:StubPeriod

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: StubPeriod
description: A class defining how the initial or final stub calculation period amounts
  is calculated. For example, the rate to be applied to the initial or final stub
  calculation period may be the linear interpolation of two different tenors for the
  floating rate index specified in the calculation period amount component, e.g. A
  two month stub period may used the linear interpolation of a one month and three
  month floating rate. The different rate tenors would be specified in this component.
  Note that a maximum of two rate tenors can be specified. If a stub period uses a
  single index tenor and this is the same as that specified in the calculation period
  amount component then the initial stub or final stub component, as the case may
  be, must not be included.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  calculationPeriodDatesReference:
    name: calculationPeriodDatesReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: A pointer style reference to the associated calculation period dates
      component defined elsewhere in the document.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - DateRelativeToCalculationPeriodDates
    - ResetDates
    - StubCalculationPeriodAmount
    - StubPeriod
    range: CalculationPeriodDates
    required: true
  initialStub:
    name: initialStub
    description: Specifies how the initial stub amount is calculated. A single floating
      rate tenor different to that used for the regular part of the calculation periods
      schedule may be specified, or two floating tenors may be specified. If two floating
      rate tenors are specified then Linear Interpolation (in accordance with the
      2000 ISDA Definitions, Section 8.3. Interpolation) is assumed to apply. Alternatively,
      an actual known stub rate or stub amount may be specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - StubCalculationPeriodAmount
    - StubPeriod
    range: StubValue
  finalStub:
    name: finalStub
    description: Specifies how the final stub amount is calculated. A single floating
      rate tenor different to that used for the regular part of the calculation periods
      schedule may be specified, or two floating tenors may be specified. If two floating
      rate tenors are specified then Linear Interpolation (in accordance with the
      2000 ISDA Definitions, Section 8.3. Interpolation) is assumed to apply. Alternatively,
      an actual known stub rate or stub amount may be specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    domain_of:
    - StubCalculationPeriodAmount
    - StubPeriod
    range: StubValue

Induced

Section titled “Induced”
name: StubPeriod
description: A class defining how the initial or final stub calculation period amounts
  is calculated. For example, the rate to be applied to the initial or final stub
  calculation period may be the linear interpolation of two different tenors for the
  floating rate index specified in the calculation period amount component, e.g. A
  two month stub period may used the linear interpolation of a one month and three
  month floating rate. The different rate tenors would be specified in this component.
  Note that a maximum of two rate tenors can be specified. If a stub period uses a
  single index tenor and this is the same as that specified in the calculation period
  amount component then the initial stub or final stub component, as the case may
  be, must not be included.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  calculationPeriodDatesReference:
    name: calculationPeriodDatesReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: A pointer style reference to the associated calculation period dates
      component defined elsewhere in the document.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: StubPeriod
    domain_of:
    - DateRelativeToCalculationPeriodDates
    - ResetDates
    - StubCalculationPeriodAmount
    - StubPeriod
    range: CalculationPeriodDates
    required: true
  initialStub:
    name: initialStub
    description: Specifies how the initial stub amount is calculated. A single floating
      rate tenor different to that used for the regular part of the calculation periods
      schedule may be specified, or two floating tenors may be specified. If two floating
      rate tenors are specified then Linear Interpolation (in accordance with the
      2000 ISDA Definitions, Section 8.3. Interpolation) is assumed to apply. Alternatively,
      an actual known stub rate or stub amount may be specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: StubPeriod
    domain_of:
    - StubCalculationPeriodAmount
    - StubPeriod
    range: StubValue
  finalStub:
    name: finalStub
    description: Specifies how the final stub amount is calculated. A single floating
      rate tenor different to that used for the regular part of the calculation periods
      schedule may be specified, or two floating tenors may be specified. If two floating
      rate tenors are specified then Linear Interpolation (in accordance with the
      2000 ISDA Definitions, Section 8.3. Interpolation) is assumed to apply. Alternatively,
      an actual known stub rate or stub amount may be specified.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: StubPeriod
    domain_of:
    - StubCalculationPeriodAmount
    - StubPeriod
    range: StubValue