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Class: AveragingFeature

As per ISDA 2002 Definitions.

URI: common_domain_model:AveragingFeature

 classDiagram
    class AveragingFeature
    click AveragingFeature href "../AveragingFeature/"
      AveragingFeature : averagingCalculation





        AveragingFeature --> "1" AveragingCalculation : averagingCalculation
        click AveragingCalculation href "../AveragingCalculation/"



      AveragingFeature : averagingInOut





        AveragingFeature --> "1" AveragingInOutEnum : averagingInOut
        click AveragingInOutEnum href "../AveragingInOutEnum/"



      AveragingFeature : averagingPeriodIn





        AveragingFeature --> "0..1" AveragingPeriod : averagingPeriodIn
        click AveragingPeriod href "../AveragingPeriod/"



      AveragingFeature : averagingPeriodOut





        AveragingFeature --> "0..1" AveragingPeriod : averagingPeriodOut
        click AveragingPeriod href "../AveragingPeriod/"



      AveragingFeature : strikeFactor

Slots

Name Cardinality and Range Description Inheritance
averagingCalculation 1
AveragingCalculation		 Defines parameters for use in cases when a valuation or other term is based o... direct
averagingInOut 1
AveragingInOutEnum		 direct
strikeFactor 0..1
Decimal		 The factor of strike direct
averagingPeriodIn 0..1
AveragingPeriod		 The averaging in period direct
averagingPeriodOut 0..1
AveragingPeriod		 The averaging out period direct

Usages

used by used in type used
OptionFeature averagingFeature range AveragingFeature

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:AveragingFeature
native common_domain_model:AveragingFeature
close fpml_5_10:AveragingFeature

LinkML Source

Direct

name: AveragingFeature
description: As per ISDA 2002 Definitions.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AveragingFeature
slots:
- averagingCalculation
- averagingInOut
- strikeFactor
- averagingPeriodIn
- averagingPeriodOut

Induced

name: AveragingFeature
description: As per ISDA 2002 Definitions.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AveragingFeature
attributes:
  averagingCalculation:
    name: averagingCalculation
    description: Defines parameters for use in cases when a valuation or other term
      is based on an average of market observations.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AveragingFeature.averagingCalculation
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    - AveragingStrikeFeature
    range: AveragingCalculation
    required: true
  averagingInOut:
    name: averagingInOut
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AveragingFeature.averagingInOut
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    range: AveragingInOutEnum
    required: true
  strikeFactor:
    name: strikeFactor
    description: The factor of strike.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AveragingFeature.strikeFactor
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    range: decimal
  averagingPeriodIn:
    name: averagingPeriodIn
    description: The averaging in period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AveragingFeature.averagingPeriodIn
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    range: AveragingPeriod
  averagingPeriodOut:
    name: averagingPeriodOut
    description: The averaging out period.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AveragingFeature.averagingPeriodOut
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    range: AveragingPeriod