NonNegativeQuantitySchedule
Type CDM 7.2.0Specifies a quantity schedule where all the values must be non-negative.
Extended by —
Attributes 6 (0 own)
Namespace cdm.base.math
Attributes
0 declared on NonNegativeQuantitySchedule, 6 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| value | number | 0..1 | The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05. | Schedule |
| datedValue | DatedValue | 0..* | The schedule of step date and value pairs. On each step date the associated step value becomes effective. A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document. | Schedule |
| unit | UnitType | 0..1 | Qualifies the unit by which the amount is measured. Optional because a measure may be unit-less (e.g. when representing a ratio between amounts in the same unit). | MeasureBase |
| multiplier | NonNegativeMeasure | 0..1 | Defines an optional measure that the quantity should be multiplied by to derive a total quantity. Requires that the multiplier must be positive. This number is associated to an optional unit. For example in the case of the Coal (API2) CIF ARA (ARGUS-McCloskey) Futures Contract on the CME, where the unit would be contracts, the multiplier value would 1,000 and the mulitiplier unit would be 1,000 MT (Metric Tons). | QuantitySchedule |
| frequency | Frequency | 0..1 | Defines the frequency to be used when defining a quantity. For example a quantity may be specified as a number of barrels of oil per day, which needs multiplying by the number of days in the relevant period to get the total quantity as a number of barrels. | QuantitySchedule |
| total | Schedule | 0..1 | Specifies the total quantity when the quantity itself is specified with a frequency. | QuantitySchedule |
Referenced by
7 types hold a NonNegativeQuantitySchedule as an attribute.
BasketConstituentFutureValueAmountPortfolioReturnTermsPriceQuantityPriceScheduleResolvablePriceQuantityVarianceReturnTerms
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 |
|---|---|---|
| CreateQuantityWithLocation | returns | — |
| CreateQuantityWithAddress | returns | — |
| MapMoneyToQuantity | returns | — |
| MapNonNegativeMoneyToQuantity | returns | — |
| MapNonNegativeMoneyToQuantityWithLocation | returns | — |
| MapNonNegativeMoneyToQuantityWithAddress | returns | — |
| MapNotionalAmountWithIdToQuantityWithLocation | returns | — |
| MapNotionalAmountWithIdToQuantityWithAddress | returns | — |
| MapNotionalAmountToQuantityWithLocation | returns | — |
| MapNotionalAmountToQuantityWithAddress | returns | — |
| MapCurrencyAmountToQuantity | returns | — |
| MapNumberOfOptionsAndOptionEntitlementToQuantity | returns | — |
| CreateQuantityWithLocation | takes | — |
| PriceQuantityTriangulation | takes | Checks the relationship between price, multiplier, notional and number of units, and validates the result of their product. |
| GetQuantityScheduleStepValues | takes | Find all schedule step values whose stepDate is before or equal to the supplied periodStartDate. Returns a list of step values starting from the initial quantity value, to the last step value before the periodStartDate. |
| UpdateQuantityAmountForEachMatchingQuantity | takes | Updates any quantity from the NonNegativeQuantitySchedule list if the unit of amount matches. |
Showing 12 of each. All 1286 functions →
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