Class: BoundedCorrelation

Describes correlation bounds, which form a cap and a floor on the realized correlation.

URI: common_domain_model:BoundedCorrelation

 classDiagram
    class BoundedCorrelation
    click BoundedCorrelation href "../BoundedCorrelation/"
      BoundedCorrelation : maximumBoundaryPercent

      BoundedCorrelation : minimumBoundaryPercent

Slots

Name	Cardinality and Range	Description	Inheritance
minimumBoundaryPercent	0..1 Decimal	Minimum Boundary as a percentage of the Strike Price	direct
maximumBoundaryPercent	0..1 Decimal	Maximum Boundary as a percentage of the Strike Price	direct

In Subsets

CdmProductAsset

Identifier and Mapping Information

Schema Source

from schema: https://w3id.org/lmodel/common-domain-model

Mappings

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

LinkML Source

Direct

name: BoundedCorrelation
description: Describes correlation bounds, which form a cap and a floor on the realized
  correlation.
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BoundedCorrelation
slots:
- minimumBoundaryPercent
- maximumBoundaryPercent

Induced

name: BoundedCorrelation
description: Describes correlation bounds, which form a cap and a floor on the realized
  correlation.
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BoundedCorrelation
attributes:
  minimumBoundaryPercent:
    name: minimumBoundaryPercent
    description: Minimum Boundary as a percentage of the Strike Price.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BoundedCorrelation.minimumBoundaryPercent
    rank: 1000
    owner: BoundedCorrelation
    domain_of:
    - BoundedCorrelation
    range: decimal
  maximumBoundaryPercent:
    name: maximumBoundaryPercent
    description: Maximum Boundary as a percentage of the Strike Price.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BoundedCorrelation.maximumBoundaryPercent
    rank: 1000
    owner: BoundedCorrelation
    domain_of:
    - BoundedCorrelation
    range: decimal