CalculatedRateObservationDatesAndWeights
Type CDM 7.2.0Type for reporting the observations dates and the corresponding weights going into a daily calculated rate
Extends —
Extended by —
Attributes 2
Namespace cdm.observable.asset.calculatedrate
Attributes
All 2 declared on CalculatedRateObservationDatesAndWeights. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| observationDates | date | 0..* | The observation date upon which the rate is observed. |
| weights | number | 0..* | The corresponding weight for each date. |
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 |
|---|---|---|
| GenerateObservationDatesAndWeights | returns | Apply shifts to generate the list of observation dates and weights for each of those date. |
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