ValuationDates
Type CDM 7.2.0Defines how and when a performance type option or performance type swap is to be valued, including initial, interim and final valuation dates.
Extends —
Extended by —
Attributes 3
Namespace cdm.observable.asset
Attributes
All 3 declared on ValuationDates. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| initialValuationDate | PerformanceValuationDates | 0..1 | Specifies the initial valuation dates of the underlyer. |
| interimValuationDate | PerformanceValuationDates | 0..1 | Specifies the interim valuation dates of the underlyer. |
| finalValuationDate | PerformanceValuationDates | 1..1 | Specifies the final valuation dates of the underlyer. |
Referenced by
2 types hold a ValuationDates 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 |
|---|---|---|
| MapFxValuationDateOffsetToValuationDates | returns | — |
| MapReturnLegValuationToValuationDates | returns | — |
| AdjustedValuationDates | takes | — |
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