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common-domain-model

Slot: dateRelativeToValuationDates

The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg.

URI: common_domain_model:dateRelativeToValuationDates

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
FxFixingDate Extends the Offset structure to specify an FX fixing date as an offset to dat… no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range DateRelativeToValuationDates
Domain Of FxFixingDate

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner FxFixingDate

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:dateRelativeToValuationDates
native common_domain_model:dateRelativeToValuationDates

LinkML Source

Section titled “LinkML Source”
name: dateRelativeToValuationDates
description: The calculation period references on which settlements in non-deliverable
  currency are due and will then have to be converted according to the terms specified
  through the other parts of the nonDeliverableSettlement structure. Implemented for
  Brazilian-CDI swaps where it will refer to the termination date of the appropriate
  leg.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: FxFixingDate
domain_of:
- FxFixingDate
range: DateRelativeToValuationDates