Class: AveragingStrikeFeature
Defines the terms required to calculate the average observations associated with an averaging strike.
URI: common_domain_model:AveragingStrikeFeature
classDiagram
class AveragingStrikeFeature
click AveragingStrikeFeature href "../AveragingStrikeFeature/"
AveragingStrikeFeature : averagingCalculation
AveragingStrikeFeature --> "1" AveragingCalculation : averagingCalculation
click AveragingCalculation href "../AveragingCalculation/"
AveragingStrikeFeature : observationTerms
AveragingStrikeFeature --> "1" ObservationTerms : observationTerms
click ObservationTerms href "../ObservationTerms/"
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 |
| observationTerms | 1 ObservationTerms |
Class containing terms that are associated with observing a price/benchmark/i... | direct |
Usages
| used by | used in | type | used |
|---|---|---|---|
| OptionStrike | averagingStrikeFeature | range | AveragingStrikeFeature |
In Subsets
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:AveragingStrikeFeature |
| native | common_domain_model:AveragingStrikeFeature |
| close | fpml_5_10:AveragingStrikeFeature |
LinkML Source
Direct
name: AveragingStrikeFeature
description: Defines the terms required to calculate the average observations associated
with an averaging strike.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AveragingStrikeFeature
slots:
- averagingCalculation
- observationTerms
slot_usage:
observationTerms:
name: observationTerms
description: 'Class containing terms that are associated with observing a price/benchmark/index
across either single or multple observations. '
required: true
Induced
name: AveragingStrikeFeature
description: Defines the terms required to calculate the average observations associated
with an averaging strike.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AveragingStrikeFeature
slot_usage:
observationTerms:
name: observationTerms
description: 'Class containing terms that are associated with observing a price/benchmark/index
across either single or multple observations. '
required: true
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: AveragingStrikeFeature
domain_of:
- AveragingFeature
- AveragingStrikeFeature
range: AveragingCalculation
required: true
observationTerms:
name: observationTerms
description: 'Class containing terms that are associated with observing a price/benchmark/index
across either single or multple observations. '
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: AveragingStrikeFeature
domain_of:
- OptionPayout
- PerformancePayout
- AveragingStrikeFeature
range: ObservationTerms
required: true