AdjustableOrRelativeDate
Type CDM 7.2.0A class giving the choice between defining a date as an explicit date together with applicable adjustments or as relative to some other (anchor) date.
Extends —
Extended by —
Attributes 2
Namespace cdm.base.datetime
Attributes
All 2 declared on AdjustableOrRelativeDate. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| adjustableDate | AdjustableDate | 0..1 | A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date. |
| relativeDate | AdjustedRelativeDateOffset | 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.
AdjustableOrRelativeDateChoice Condition
Choice rule to represent an FpML choice construct.
required choice adjustableDate, relativeDateReferenced by
15 types hold an AdjustableOrRelativeDate as an attribute.
AssetLegCalculationPeriodDatesCalendarSpreadCancelableProvisionDividendPaymentDateDividendPeriodEconomicTermsExerciseTermsFeaturePaymentFxFixingDatePaymentDateSchedulePaymentDetailPerformanceValuationDatesPeriodicDatesPriceQuantity
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 |
|---|---|---|
| ConvertToAdjustableOrRelativeDate | returns | Utility function to convert from AdjustableOrAdjustedOrRelativeDate to AdjustableOrRelativeDate |
| MapAdjustableOrRelativeDate | returns | — |
| MapAdjustedDateToAdjustableOrRelativeDate | returns | — |
| MapAdjustableDate2ToAdjustableOrRelativeDate | returns | — |
| MapUnadjustedDateToAdjustableOrRelativeDate | returns | — |
| MapAdjustableDateOrAdjustedRelativeDate | returns | — |
| MapAdjustedRelativeDateReference | returns | — |
| MapAdjustableDateOrRelativeDateSequenceToAdjustableOrAdjustedRelativeDate | returns | — |
| MapDateToAdjustableOrRelativeDate | returns | — |
| ResolveAdjustableDate | takes | — |
| ConvertToAdjustableOrAdjustedOrRelativeDate | takes | Utility function to convert from AdjustableOrAdjustedOrRelativeDate to AdjustableOrAdjustedOrRelativeDate |
| Create_RollPrimitiveInstruction | takes | Creates the primitive instructions for a trade roll. A trade roll consists in closing an existing trade and entering into a new one which has the same characteristics as the old one, except with an extended termination date and (possibly) a different price. |
| Create_EffectiveOrTerminationDateTermChangeInstruction | takes | Creates the relevant terms change primitive instruction object for rolling a contractual product, which consists in the same terms as the original contractual product but with different effective and termination dates. |
| Create_RollTermChangeInstruction | takes | Creates the relevant terms change primitive instruction object for rolling a contractual product, which consists in the same terms as the original contractual product but with different effective and termination dates. |
| Create_OnDemandRateChangePrimitiveInstruction | takes | Creates a full primitive instruction for an on-demand rate change event. A rate change consists in closing the original trade and opening a new one with the same details as the original one, but with a new rate (price) and effective date. The business event logic checks that there is only 1 rate price in the original trade to be updated. |
| Create_OnDemandRateChangeTermsChangeInstruction | takes | Creates a terms change instruction for an on-demand rate change, based on a new rate provided as a single number. This instruction only updates the effective date but keeps other details of the trade unchanged. |
| Create_CancellationPrimitiveInstruction | takes | Creates a primitive instruction for early cancellation. |
| Create_CancellationTermChangeInstruction | takes | Create a terms change instruction for a cancellation that consists in bringing the termination date forward. |
| Create_RepricePrimitiveInstruction | takes | Creates the primitive instructions for a repricing that alters the cash amount of the trade. Transaction value and variation margin are processed separately as are transfers of cash and securities. |
| Create_AdjustmentPrimitiveInstruction | takes | Creates the primitive instructions for a repricing that alters the collateral quantity and value of the trade. Transaction value and variation margin are processed separately as are transfers of cash and securities. |
| Create_SubstitutionPrimitiveInstruction | takes | Creates the primitive instructions for a substitution of collateral by replacing the assetpayout of the trade. |
Showing 12 of each. All 1286 functions →
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