ObservationSchedule
Type CDM 7.2.0Specifies a single date on which market observations take place and specifies optional associated weighting.
Extends —
Extended by —
Attributes 2
Namespace cdm.product.common.schedule
Attributes
All 2 declared on ObservationSchedule. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| observationDate | ObservationDate | 0..* | Specifies an adjusted or unadjusted date for a market observation. |
| dateAdjustments | BusinessDayAdjustments | 0..1 | The business day convention and financial business centers used for adjusting the date if it would otherwise fall on a day that is not a business date in the specified business centers. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
AdjustedDate Condition
FpML specifies a choice between adjustedDate and [unadjustedDate (required), dateAdjutsments (required), adjustedDate (optional)].
if observationDate -> adjustedDate is absent
then observationDate -> unadjustedDate exists and dateAdjustments existsReferenced by
1 type holds an ObservationSchedule as an attribute.
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