Class: ListedDerivative

A securitized derivative on another asset.

URI: common_domain_model:ListedDerivative

 classDiagram
    class ListedDerivative
    click ListedDerivative href "../ListedDerivative/"
      InstrumentBase <|-- ListedDerivative
        click InstrumentBase href "../InstrumentBase/"

      ListedDerivative : assetType





        ListedDerivative --> "1" AssetTypeEnum : assetType
        click AssetTypeEnum href "../AssetTypeEnum/"



      ListedDerivative : deliveryTerm

      ListedDerivative : exchange





        ListedDerivative --> "0..1" LegalEntity : exchange
        click LegalEntity href "../LegalEntity/"



      ListedDerivative : identifier





        ListedDerivative --> "1..*" AssetIdentifier : identifier
        click AssetIdentifier href "../AssetIdentifier/"



      ListedDerivative : isExchangeListed

      ListedDerivative : optionType





        ListedDerivative --> "0..1" PutCallEnum : optionType
        click PutCallEnum href "../PutCallEnum/"



      ListedDerivative : relatedExchange





        ListedDerivative --> "*" LegalEntity : relatedExchange
        click LegalEntity href "../LegalEntity/"



      ListedDerivative : strike

      ListedDerivative : taxonomy





        ListedDerivative --> "*" Taxonomy : taxonomy
        click Taxonomy href "../Taxonomy/"

Inheritance

AssetBase
- InstrumentBase
  - ListedDerivative

Slots

Name	Cardinality and Range	Description	Inheritance
deliveryTerm	0..1 string	Also called contract month or delivery month	direct
optionType	0..1 PutCallEnum	The type of option, ie Put or Call	direct
strike	0..1 Decimal	Specifies the strike of the option	direct
identifier	1..* AssetIdentifier	Asset Identifiers are used to uniquely identify an Asset, using a specified A...	AssetBase
taxonomy	* Taxonomy	Defines the taxonomy of an object by combining a taxonomy source (i	AssetBase
isExchangeListed	0..1 Boolean	Defines whether the Asset is listed on a public exchange	AssetBase
exchange	0..1 LegalEntity	If the Asset is listed, defines the public exchange of the listing	AssetBase
relatedExchange	* LegalEntity	Provides the related Exchanges, if applicable	AssetBase
assetType	1 AssetTypeEnum	Specifies the type of asset	AssetBase

Usages

used by	used in	type	used
VolatilityReturnTerms	exchangeTradedContractNearest	range	ListedDerivative

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	`{'optionType': {'required': True}}`	`{'strike': {'required': True}}`

Rule Applied	Preconditions	Postconditions	Elseconditions

In Subsets

CdmBaseStaticdataAssetCommon

Comments

Rosetta condition: Options — if optionType exists then strike exists else strike is absent
Rosetta condition: AssetType — assetType = ListedDerivative

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ListedDerivative
description: A securitized derivative on another asset.
comments:
- 'Rosetta condition: Options — if optionType exists then strike exists else strike
  is absent'
- 'Rosetta condition: AssetType — assetType = ListedDerivative'
in_subset:
- cdm_base_staticdata_asset_common
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: InstrumentBase
slots:
- deliveryTerm
- optionType
- strike
rules:
- preconditions:
    slot_conditions:
      optionType:
        name: optionType
        required: true
  postconditions:
    slot_conditions:
      strike:
        name: strike
        required: true
  description: Options must have a strike price.
- postconditions:
    slot_conditions:
      assetType:
        name: assetType
        equals_string: ListedDerivative
  description: Asset type must be ListedDerivative.

Induced

name: ListedDerivative
description: A securitized derivative on another asset.
comments:
- 'Rosetta condition: Options — if optionType exists then strike exists else strike
  is absent'
- 'Rosetta condition: AssetType — assetType = ListedDerivative'
in_subset:
- cdm_base_staticdata_asset_common
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: InstrumentBase
attributes:
  deliveryTerm:
    name: deliveryTerm
    description: Also called contract month or delivery month. However, it's not always
      a month. It is usually expressed using a code, e.g. Z23 would be the Dec 2023
      contract, (Z = December). For crude oil, the corresponding contract might be
      called CLZ23. Optional as this can be uniquely identified in the identifier.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ListedDerivative
    domain_of:
    - ListedDerivative
    - SettlementPayout
    range: string
  optionType:
    name: optionType
    description: The type of option, ie Put or Call. Left empty if it is a Future.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ListedDerivative
    domain_of:
    - ListedDerivative
    - OptionPayout
    range: PutCallEnum
  strike:
    name: strike
    description: Specifies the strike of the option.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ListedDerivative
    domain_of:
    - ListedDerivative
    - OptionPayout
    range: decimal
  identifier:
    name: identifier
    description: Asset Identifiers are used to uniquely identify an Asset, using a
      specified Asset Identifier Type.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.identifier
    rank: 1000
    owner: ListedDerivative
    domain_of:
    - AssetBase
    - AssetIdentifier
    - ProductIdentifier
    - AssignedIdentifier
    - BusinessUnit
    - PartyIdentifier
    - EntityIdentifier
    - PersonIdentifier
    - TransferBase
    - OtherAgreement
    - LegalAgreementBase
    - NonLegalEntity
    - MasterAgreementClauseVariant
    - Clause
    - ContractualDefinition
    - FloatingRateIndexMap
    - EligibleCollateralSpecification
    - NonTransferableProduct
    range: AssetIdentifier
    required: true
    multivalued: true
  taxonomy:
    name: taxonomy
    description: Defines the taxonomy of an object by combining a taxonomy source
      (i.e. the rules to classify the object) and a value (i.e. the output of those
      rules on the object.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.taxonomy
    rank: 1000
    owner: ListedDerivative
    domain_of:
    - AssetBase
    - NonTransferableProduct
    range: Taxonomy
    multivalued: true
    inlined: true
    inlined_as_list: true
  isExchangeListed:
    name: isExchangeListed
    description: Defines whether the Asset is listed on a public exchange.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.isExchangeListed
    rank: 1000
    owner: ListedDerivative
    domain_of:
    - AssetBase
    range: boolean
  exchange:
    name: exchange
    description: If the Asset is listed, defines the public exchange of the listing.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.exchange
    rank: 1000
    owner: ListedDerivative
    domain_of:
    - AssetBase
    - ListingExchange
    range: LegalEntity
  relatedExchange:
    name: relatedExchange
    description: Provides the related Exchanges, if applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.relatedExchange
    rank: 1000
    owner: ListedDerivative
    domain_of:
    - AssetBase
    range: LegalEntity
    multivalued: true
    inlined: true
    inlined_as_list: true
  assetType:
    name: assetType
    description: Specifies the type of asset.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:AssetBase.assetType
    rank: 1000
    owner: ListedDerivative
    domain_of:
    - AssetBase
    - AssetType
    range: AssetTypeEnum
    required: true
rules:
- preconditions:
    slot_conditions:
      optionType:
        name: optionType
        required: true
  postconditions:
    slot_conditions:
      strike:
        name: strike
        required: true
  description: Options must have a strike price.
- postconditions:
    slot_conditions:
      assetType:
        name: assetType
        equals_string: ListedDerivative
  description: Asset type must be ListedDerivative.