AdjustObservationDatesInstruction
Type CDM 7.4.0Instruction that holds the adjusted observation dates.
Extends —
Extended by —
Attributes 1
Namespace cdm.event.instructioncomposition.reset
Attributes
All 1 declared on AdjustObservationDatesInstruction. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| adjustedObservationDates | date | 1..* | — |
Referenced by
1 type holds an AdjustObservationDatesInstruction as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| Create_AdjustObservationDatesInstruction | returns | This function generates the Instruction Composition step instruction necessary to make the necessary adjustments to the observation dates, and adding the resulting adjusted dates to the AdjustObservationDatesInstruction. Supported shifts and offsets in this version are: {Fixing Day Offset, Lookback Shift (only for Multiple Observations)}. The following mechanisms are currently out-of-scope: {Observation Period Shift, Lockout Shift, Lookback Shift (for Compounded Index Observations)}. |
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