Class: ValuationDate

A single object that represents the different methods to specify a valuation date, as used for cash settlement. The Single / Multiple ValuationDate is used for the determination of recovery in a credit event, the RelativeDateOffset is used for cash-settled option, and FxFixingDate is used for cross-currency settlement.

URI: common_domain_model:ValuationDate

 classDiagram
    class ValuationDate
    click ValuationDate href "../ValuationDate/"
      ValuationDate : fxFixingDate
        
          
    
        
        
        ValuationDate --> "0..1" FxFixingDate : fxFixingDate
        click FxFixingDate href "../FxFixingDate/"
    

        
      ValuationDate : fxFixingSchedule
        
          
    
        
        
        ValuationDate --> "0..1" AdjustableDates : fxFixingSchedule
        click AdjustableDates href "../AdjustableDates/"
    

        
      ValuationDate : multipleValuationDates
        
          
    
        
        
        ValuationDate --> "0..1" MultipleValuationDates : multipleValuationDates
        click MultipleValuationDates href "../MultipleValuationDates/"
    

        
      ValuationDate : singleValuationDate
        
          
    
        
        
        ValuationDate --> "0..1" SingleValuationDate : singleValuationDate
        click SingleValuationDate href "../SingleValuationDate/"
    

        
      ValuationDate : valuationDate
        
          
    
        
        
        ValuationDate --> "0..1" RelativeDateOffset : valuationDate
        click RelativeDateOffset href "../RelativeDateOffset/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
singleValuationDate	0..1 SingleValuationDate	Where single valuation date is specified as being applicable for cash settlem…	direct
multipleValuationDates	0..1 MultipleValuationDates	Where multiple valuation dates are specified as being applicable for cash set…	direct
valuationDate	0..1 RelativeDateOffset	The date on which the cash settlement amount will be determined according to …	direct
fxFixingDate	0..1 FxFixingDate	The date on which the currency rate will be determined for the purpose of spe…	direct
fxFixingSchedule	0..1 AdjustableDates	The date, when expressed as a schedule of date(s), on which the currency rate…	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: ‘Unnamed condition (one-of)’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘singleValuationDate’: SlotDefinition({‘name’: ‘singleValuationDate’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘multipleValuationDates’: SlotDefinition({‘name’: ‘multipleValuationDates’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘valuationDate’: SlotDefinition({‘name’: ‘valuationDate’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘fxFixingDate’: SlotDefinition({‘name’: ‘fxFixingDate’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘fxFixingSchedule’: SlotDefinition({‘name’: ‘fxFixingSchedule’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

used by	used in	type	used
CashSettlementTerms	valuationDate	range	ValuationDate

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ValuationDate
description: A single object that represents the different methods to specify a valuation
  date, as used for cash settlement. The Single / Multiple ValuationDate is used for
  the determination of recovery in a credit event, the RelativeDateOffset is used
  for cash-settled option, and FxFixingDate is used for cross-currency settlement.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  singleValuationDate:
    name: singleValuationDate
    description: 'Where single valuation date is specified as being applicable for
      cash settlement, this element specifies the number of business days after satisfaction
      of all conditions to settlement when such valuation date occurs. ISDA 2003 Term:
      Single Valuation Date.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - ValuationDate
    range: SingleValuationDate
  multipleValuationDates:
    name: multipleValuationDates
    description: 'Where multiple valuation dates are specified as being applicable
      for cash settlement, this element specifies (a) the number of applicable valuation
      dates, and (b) the number of business days after satisfaction of all conditions
      to settlement when the first such valuation date occurs, and (c) the number
      of business days thereafter of each successive valuation date. ISDA 2003 Term:
      Multiple Valuation Dates.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - ValuationDate
    range: MultipleValuationDates
  valuationDate:
    name: valuationDate
    description: The date on which the cash settlement amount will be determined according
      to the cash settlement method if the parties have not otherwise been able to
      agree the cash settlement amount. This attribute was formerly part of 'OptionCashSettlement',
      which is now being harmonised into a common 'CashSettlementTerms' that includes
      a 'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - NonDeliverableSubstitute
    - CashSettlementTerms
    - ValuationDate
    range: RelativeDateOffset
  fxFixingDate:
    name: fxFixingDate
    description: The date on which the currency rate will be determined for the purpose
      of specifying the amount in deliverable currency. This attribute was formerly
      part of 'NonDeliverableSettlement', which is now being harmonised into a common
      'CashSettlementTerms' that includes a 'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - FxFixingDate
    - ValuationDate
    range: FxFixingDate
  fxFixingSchedule:
    name: fxFixingSchedule
    description: The date, when expressed as a schedule of date(s), on which the currency
      rate will be determined for the purpose of specifying the amount in deliverable
      currency. This attribute was formerly part of 'NonDeliverableSettlement', which
      is now being harmonised into a common 'CashSettlementTerms' that includes a
      'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - ValuationDate
    range: AdjustableDates
all_of:
- description: Unnamed condition (one-of)
  exactly_one_of:
  - slot_conditions:
      singleValuationDate:
        name: singleValuationDate
        value_presence: PRESENT
  - slot_conditions:
      multipleValuationDates:
        name: multipleValuationDates
        value_presence: PRESENT
  - slot_conditions:
      valuationDate:
        name: valuationDate
        value_presence: PRESENT
  - slot_conditions:
      fxFixingDate:
        name: fxFixingDate
        value_presence: PRESENT
  - slot_conditions:
      fxFixingSchedule:
        name: fxFixingSchedule
        value_presence: PRESENT

Induced

name: ValuationDate
description: A single object that represents the different methods to specify a valuation
  date, as used for cash settlement. The Single / Multiple ValuationDate is used for
  the determination of recovery in a credit event, the RelativeDateOffset is used
  for cash-settled option, and FxFixingDate is used for cross-currency settlement.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  singleValuationDate:
    name: singleValuationDate
    description: 'Where single valuation date is specified as being applicable for
      cash settlement, this element specifies the number of business days after satisfaction
      of all conditions to settlement when such valuation date occurs. ISDA 2003 Term:
      Single Valuation Date.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: ValuationDate
    domain_of:
    - ValuationDate
    range: SingleValuationDate
  multipleValuationDates:
    name: multipleValuationDates
    description: 'Where multiple valuation dates are specified as being applicable
      for cash settlement, this element specifies (a) the number of applicable valuation
      dates, and (b) the number of business days after satisfaction of all conditions
      to settlement when the first such valuation date occurs, and (c) the number
      of business days thereafter of each successive valuation date. ISDA 2003 Term:
      Multiple Valuation Dates.'
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: ValuationDate
    domain_of:
    - ValuationDate
    range: MultipleValuationDates
  valuationDate:
    name: valuationDate
    description: The date on which the cash settlement amount will be determined according
      to the cash settlement method if the parties have not otherwise been able to
      agree the cash settlement amount. This attribute was formerly part of 'OptionCashSettlement',
      which is now being harmonised into a common 'CashSettlementTerms' that includes
      a 'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: ValuationDate
    domain_of:
    - PerformanceValuationDates
    - CalculationAndTimingLegacy
    - CalculationAndTimingVariationMargin
    - NonDeliverableSubstitute
    - CashSettlementTerms
    - ValuationDate
    range: RelativeDateOffset
  fxFixingDate:
    name: fxFixingDate
    description: The date on which the currency rate will be determined for the purpose
      of specifying the amount in deliverable currency. This attribute was formerly
      part of 'NonDeliverableSettlement', which is now being harmonised into a common
      'CashSettlementTerms' that includes a 'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: ValuationDate
    domain_of:
    - FxFixingDate
    - ValuationDate
    range: FxFixingDate
  fxFixingSchedule:
    name: fxFixingSchedule
    description: The date, when expressed as a schedule of date(s), on which the currency
      rate will be determined for the purpose of specifying the amount in deliverable
      currency. This attribute was formerly part of 'NonDeliverableSettlement', which
      is now being harmonised into a common 'CashSettlementTerms' that includes a
      'ValuationDate'.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: ValuationDate
    domain_of:
    - ValuationDate
    range: AdjustableDates
all_of:
- description: Unnamed condition (one-of)
  exactly_one_of:
  - slot_conditions:
      singleValuationDate:
        name: singleValuationDate
        value_presence: PRESENT
  - slot_conditions:
      multipleValuationDates:
        name: multipleValuationDates
        value_presence: PRESENT
  - slot_conditions:
      valuationDate:
        name: valuationDate
        value_presence: PRESENT
  - slot_conditions:
      fxFixingDate:
        name: fxFixingDate
        value_presence: PRESENT
  - slot_conditions:
      fxFixingSchedule:
        name: fxFixingSchedule
        value_presence: PRESENT