Slot: rollConvention

The roll convention specifies the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month. It is used in conjunction with a frequency and the regular period start date of a calculation period.

URI: common_domain_model:rollConvention

Applicable Classes

Name	Description	Modifies Slot
CalculationPeriodFrequency	A class to specify the frequency at which calculation period end dates occur …	no

Properties

Type and Range

Property	Value
Range	RollConventionEnum
Domain Of	CalculationPeriodFrequency

Cardinality and Requirements

Property	Value
Required	Yes

Slot Characteristics

Property	Value
Owner	CalculationPeriodFrequency

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: rollConvention
description: The roll convention specifies the period term as part of a periodic schedule,
  i.e. the calculation period end date within the regular part of the calculation
  period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday
  of the month, or it could be a specific day of the month, such as the first day
  of the applicable month. It is used in conjunction with a frequency and the regular
  period start date of a calculation period.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: CalculationPeriodFrequency
domain_of:
- CalculationPeriodFrequency
range: RollConventionEnum
required: true