Class: MakeWholeAmount

A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).

URI: common_domain_model:MakeWholeAmount

 classDiagram
    class MakeWholeAmount
    click MakeWholeAmount href "../MakeWholeAmount/"
      SwapCurveValuation <|-- MakeWholeAmount
        click SwapCurveValuation href "../SwapCurveValuation/"

      MakeWholeAmount : earlyCallDate

      MakeWholeAmount : floatingRateIndex





        MakeWholeAmount --> "1" FloatingRateIndexEnum : floatingRateIndex
        click FloatingRateIndexEnum href "../FloatingRateIndexEnum/"



      MakeWholeAmount : indexTenor





        MakeWholeAmount --> "0..1" Period : indexTenor
        click Period href "../Period/"



      MakeWholeAmount : interpolationMethod





        MakeWholeAmount --> "0..1" InterpolationMethodEnum : interpolationMethod
        click InterpolationMethodEnum href "../InterpolationMethodEnum/"



      MakeWholeAmount : side





        MakeWholeAmount --> "0..1" QuotationSideEnum : side
        click QuotationSideEnum href "../QuotationSideEnum/"



      MakeWholeAmount : spread

Inheritance

SwapCurveValuation
- MakeWholeAmount

Slots

Name	Cardinality and Range	Description	Inheritance
interpolationMethod	0..1 InterpolationMethodEnum	The type of interpolation method that the calculation agent reserves the righ...	direct
earlyCallDate	1 date	Date prior to which the option buyer will have to pay a Make Whole Amount to ...	direct
floatingRateIndex	1 FloatingRateIndexEnum	The reference index that is used to specify the floating interest rate	SwapCurveValuation
indexTenor	0..1 Period	The ISDA Designated Maturity, i	SwapCurveValuation
spread	1 Decimal	Spread in basis points over the floating rate index	SwapCurveValuation
side	0..1 QuotationSideEnum	The side (bid/mid/ask) of the measure	SwapCurveValuation

Usages

used by	used in	type	used
ReferenceSwapCurve	makeWholeAmount	range	MakeWholeAmount

In Subsets

CdmObservableAsset

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: MakeWholeAmount
description: A class to specify the amount to be paid by the buyer of the option if
  the option is exercised prior to the Early Call Date (typically applicable to the
  convertible bond options).
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: SwapCurveValuation
slots:
- interpolationMethod
- earlyCallDate

Induced

name: MakeWholeAmount
description: A class to specify the amount to be paid by the buyer of the option if
  the option is exercised prior to the Early Call Date (typically applicable to the
  convertible bond options).
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: SwapCurveValuation
attributes:
  interpolationMethod:
    name: interpolationMethod
    description: The type of interpolation method that the calculation agent reserves
      the right to use.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - MakeWholeAmount
    - InflationRateSpecification
    range: InterpolationMethodEnum
  earlyCallDate:
    name: earlyCallDate
    description: Date prior to which the option buyer will have to pay a Make Whole
      Amount to the option seller if he/she exercises the option.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - MakeWholeAmount
    range: date
    required: true
  floatingRateIndex:
    name: floatingRateIndex
    annotations:
      metadata_scheme:
        tag: metadata_scheme
        value: true
    description: The reference index that is used to specify the floating interest
      rate.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - FloatingRateIndex
    - InterestRateCurve
    - SwapCurveValuation
    - FallbackRateParameters
    - FloatingRateIndexIdentification
    - StubFloatingRate
    range: FloatingRateIndexEnum
    required: true
  indexTenor:
    name: indexTenor
    description: The ISDA Designated Maturity, i.e. the tenor of the floating rate.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - FloatingRateIndex
    - InflationIndex
    - SwapCurveValuation
    - StubFloatingRate
    range: Period
  spread:
    name: spread
    description: Spread in basis points over the floating rate index.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - SwapCurveValuation
    - FloatingRateDefinition
    - FloatingRateProcessingParameters
    - CommodityPriceReturnTerms
    range: decimal
    required: true
  side:
    name: side
    description: The side (bid/mid/ask) of the measure.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - SwapCurveValuation
    range: QuotationSideEnum