FutureValueAmount
Type CDM 7.2.0A class defining a currency and a future value date.
Extends —
Extended by —
Attributes 4
Namespace cdm.product.asset
Attributes
All 4 declared on FutureValueAmount. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| quantity | NonNegativeQuantitySchedule | 0..1 | — |
| currency | string | 1..1 | The currency in which the an amount is denominated. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes. |
| calculationPeriodNumberOfDays | int | 1..1 | The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. |
| valueDate | date | 1..1 | Adjusted value date of the future value amount. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
PositiveCalculationPeriodNumberOfDays Condition
FpML specifies calculationPeriodNumberOfDays as a positiveInteger.
calculationPeriodNumberOfDays >= 0Referenced by
1 type holds a FutureValueAmount 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 |
|---|---|---|
| MapFutureValueAmount | returns | — |
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