Slot: deliveryDateExpirationConvention
Specifies, for a Commodity Transaction that references a listed future, the day on which the specified future will expire ahead of the actual expiration of the referenced future. For example: Z21 Contract expires on 19Nov21, with an adjust of 2D the ‘expire’ will be 16Nov21. DeliveryDateRollConvention takes precedence. Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the F22 contract will be 12Nov21.
URI: common_domain_model:deliveryDateExpirationConvention
Applicable Classes
Section titled “Applicable Classes”| Name | Description | Modifies Slot |
|---|---|---|
| DeliveryDateParameters | Specifies a specific date or the parameters for identifying the relevant cont… | no |
Properties
Section titled “Properties”Type and Range
Section titled “Type and Range”| Property | Value |
|---|---|
| Range | Offset |
| Domain Of | DeliveryDateParameters |
Slot Characteristics
Section titled “Slot Characteristics”| Property | Value |
|---|---|
| Owner | DeliveryDateParameters |
Identifier and Mapping Information
Section titled “Identifier and Mapping Information”Schema Source
Section titled “Schema Source”- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
Section titled “Mappings”| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:deliveryDateExpirationConvention |
| native | common_domain_model:deliveryDateExpirationConvention |
LinkML Source
Section titled “LinkML Source”name: deliveryDateExpirationConventiondescription: 'Specifies, for a Commodity Transaction that references a listed future, the day on which the specified future will expire ahead of the actual expiration of the referenced future. For example: Z21 Contract expires on 19Nov21, with an adjust of 2D the ''expire'' will be 16Nov21. DeliveryDateRollConvention takes precedence. Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the F22 contract will be 12Nov21.'from_schema: https://w3id.org/lmodel/common-domain-modelrank: 1000owner: DeliveryDateParametersdomain_of:- DeliveryDateParametersrange: Offset