PaymentCalculationPeriod

Type CDM 7.2.0

A data defining: the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. This data forms: part of the cashflow representation of a swap stream.

Extends —

Extended by —

Attributes 7

Namespace cdm.product.common.schedule

Attributes

All 7 declared on PaymentCalculationPeriod. Cardinality in amber is required.

Name	Type	Card.	Description
unadjustedPaymentDate	date	0..1	The unadjusted payment date.
adjustedPaymentDate	date	0..1	The adjusted payment date. This date should already be adjusted for any applicable business day convention. This component is not intended for use in trade confirmation but may be specified to allow the fee structure to also serve as a cashflow type component.
calculationPeriod	CalculationPeriod	1..*	The parameters used in the calculation of a fixed or floating rate calculation period amount. A list of calculation period elements may be ordered in the document by ascending start date. An FpML document which contains an unordered list of calculation periods is still regarded as a conformant document.
fixedPaymentAmount	Money	0..1	A known fixed payment amount.
discountFactor	number	0..1	A decimal value representing the discount factor used to calculate the present value of cash flow.
forecastPaymentAmount	Money	0..1	A monetary amount representing the forecast of the future value of the payment.
presentValueAmount	Money	0..1	A monetary amount representing the present value of the forecast payment.

Conditions

Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.

CalculationPeriodNumberOfDays Condition

FpML specifies calculationPeriodNumberOfDays as a positive integer.

if calculationPeriod -> calculationPeriodNumberOfDays exists
then calculationPeriod -> calculationPeriodNumberOfDays all >= 0

PaymentCalculationPeriodChoice Condition

condition to represent an FpML choice construct.

required choice calculationPeriod, fixedPaymentAmount

FpML_ird_34 Condition

FpML validation rule ird-34 - Either unadjustedPaymentDate or adjustedPaymentDate must exist.

unadjustedPaymentDate exists or adjustedPaymentDate exists

Referenced by

1 type holds a PaymentCalculationPeriod as an attribute.

CashflowRepresentation

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
MapPaymentCalculationPeriodList	returns	—

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Parsed from CDM 7.2.0 · product-common-schedule-type.rosetta cdm.product.common.schedule