AdjustableOrAdjustedOrRelativeDate

Type CDM 7.2.0

This Rosetta class specifies the date as either an unadjusted, adjusted or relative date. It supplements the features of the AdjustableOrAdjustedDate to support the credit default swap option premium, which uses the relative date construct.

Extends —

Extended by —

Attributes 4

Namespace cdm.base.datetime

Attributes

All 4 declared on AdjustableOrAdjustedOrRelativeDate. Cardinality in amber is required.

Name	Type	Card.	Description
unadjustedDate	date	0..1	A date subject to adjustment.
dateAdjustments	BusinessDayAdjustments	0..1	The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers.
adjustedDate	date	0..1	The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
relativeDate	RelativeDateOffset	0..1	A date specified as some offset to another date (the anchor date).

Conditions

Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.

AdjustedDate Condition

This data rule extends the data rule AdjustableOrAdjustedDate_adjustedDate by specifying logic applicable to the relative date.

adjustedDate exists
    or relativeDate exists
    or unadjustedDate exists
    or (unadjustedDate exists and dateAdjustments exists and adjustedDate is absent)

Referenced by

2 types hold an AdjustableOrAdjustedOrRelativeDate as an attribute.

AssetFlowBase SettlementDate

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
ConvertToAdjustableOrAdjustedOrRelativeDate	returns	Utility function to convert from AdjustableOrAdjustedOrRelativeDate to AdjustableOrAdjustedOrRelativeDate
MapAdjustableOrAdjustedDateToAdjustableOrAdjustedOrRelativeDate	returns	—
MapAdjustableOrAdjustedOrRelativeDate	returns	—
ConvertToAdjustableOrRelativeDate	takes	Utility function to convert from AdjustableOrAdjustedOrRelativeDate to AdjustableOrRelativeDate
AdjustableOrAdjustedOrRelativeDateResolution	takes	Prioritization of unadjustedDate over adjustedDate.

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Parsed from CDM 7.2.0 · base-datetime-type.rosetta cdm.base.datetime