Skip to content

Class: ConstituentWeight

A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.

URI: common_domain_model:ConstituentWeight

 classDiagram
    class ConstituentWeight
    click ConstituentWeight href "../ConstituentWeight/"
      ConstituentWeight : basketPercentage

      ConstituentWeight : openUnits

Slots

Name Cardinality and Range Description Inheritance
openUnits 0..1
Decimal		 The number of units (index or securities) that constitute the underlier of th... direct
basketPercentage 0..1
Decimal		 The relative weight of each respective basket constituent, expressed in perce... direct

Usages

used by used in type used
ReferencePoolItem constituentWeight range ConstituentWeight

Rules

Rule Applied Preconditions Postconditions Elseconditions
slot_conditions {'basketPercentage': {'required': True}} {'basketPercentage': {'minimum_value': 0.0, 'maximum_value': 1.0}}

In Subsets

Comments

  • Rosetta condition: BasketPercentage — if basketPercentage exists then basketPercentage >= 0.0 and basketPercentage <= 1.0

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:ConstituentWeight
native common_domain_model:ConstituentWeight

LinkML Source

Direct

name: ConstituentWeight
description: A class describing the weight of each of the underlier constituent within
  the basket, either in absolute or relative terms.
comments:
- 'Rosetta condition: BasketPercentage — if basketPercentage exists then basketPercentage
  >= 0.0 and basketPercentage <= 1.0'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- openUnits
- basketPercentage
rules:
- preconditions:
    slot_conditions:
      basketPercentage:
        name: basketPercentage
        required: true
  postconditions:
    slot_conditions:
      basketPercentage:
        name: basketPercentage
        minimum_value: 0.0
        maximum_value: 1.0
  description: FpML specifies basketPercentage as a RestrictedPercentage type, meaning
    that the value needs to be comprised between 0 and 1.

Induced

name: ConstituentWeight
description: A class describing the weight of each of the underlier constituent within
  the basket, either in absolute or relative terms.
comments:
- 'Rosetta condition: BasketPercentage — if basketPercentage exists then basketPercentage
  >= 0.0 and basketPercentage <= 1.0'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  openUnits:
    name: openUnits
    description: The number of units (index or securities) that constitute the underlier
      of the swap. In the case of a basket swap, this element is used to reference
      both the number of basket units, and the number of each asset components of
      the basket when these are expressed in absolute terms.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ConstituentWeight
    domain_of:
    - ConstituentWeight
    range: decimal
  basketPercentage:
    name: basketPercentage
    description: The relative weight of each respective basket constituent, expressed
      in percentage. A basket percentage of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ConstituentWeight
    domain_of:
    - ConstituentWeight
    range: decimal
rules:
- preconditions:
    slot_conditions:
      basketPercentage:
        name: basketPercentage
        required: true
  postconditions:
    slot_conditions:
      basketPercentage:
        name: basketPercentage
        minimum_value: 0.0
        maximum_value: 1.0
  description: FpML specifies basketPercentage as a RestrictedPercentage type, meaning
    that the value needs to be comprised between 0 and 1.