FINXIS.

NonNegativeDatedValue

Type CDM 7.2.0

Defines a date and value pair where the value is non-negative. This definition is used for varying rate or amount schedules, e.g. a notional amortisation or a step-up coupon schedule.

Extends DatedValue
Extended by —
Attributes 2 (0 own)
Namespace cdm.base.math

Attributes

0 declared on NonNegativeDatedValue, 2 inherited. Cardinality in amber is required.

NameTypeCard.Description From
date date 1..1 The date on which the associated step value becomes effective. This day may be subject to adjustment in accordance with a business day convention. DatedValue
value number 1..1 The rate of amount which becomes effective on the associated step date. A rate of 5% would be represented as 0.05. DatedValue

Functions

Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.

FunctionRoleDescription
UpdateNonNegativeDatedValues returns Updates the amounts of the dated values based on the given QuantityChangeDirectionEnum. For all periods after the effective date of the change, if the direction is Increase, the old amount and change amount are summed, if the direction is Decrease, then the change amount is subtracted from the old amount, and if the direction is Replace then the change amount replaces the old amount.
MapNonNegativeStepListToDatedValueList returns —
MapScheduleToDatedValueList returns —
MapQuantityStepListToDatedValueList returns —
UpdateNonNegativeDatedValues takes Updates the amounts of the dated values based on the given QuantityChangeDirectionEnum. For all periods after the effective date of the change, if the direction is Increase, the old amount and change amount are summed, if the direction is Decrease, then the change amount is subtracted from the old amount, and if the direction is Replace then the change amount replaces the old amount.

In the product library

Canonical products whose JSON instantiates NonNegativeDatedValue. Useful when you want to see the type populated rather than described.

ProductAsset classFamily
Equity Swap Composite Basket Long Form Separate Spreads Equity Swaps
IRS Cap-Floor Interest Rate Options & forwards

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