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Class: OptionFeature

Defines additional optional features that can be included in an option contract.

URI: common_domain_model:OptionFeature

 classDiagram
    class OptionFeature
    click OptionFeature href "../OptionFeature/"
      OptionFeature : averagingFeature





        OptionFeature --> "0..1" AveragingFeature : averagingFeature
        click AveragingFeature href "../AveragingFeature/"



      OptionFeature : barrier





        OptionFeature --> "0..1" Barrier : barrier
        click Barrier href "../Barrier/"



      OptionFeature : fxFeature





        OptionFeature --> "*" FxFeature : fxFeature
        click FxFeature href "../FxFeature/"



      OptionFeature : passThrough





        OptionFeature --> "0..1" PassThrough : passThrough
        click PassThrough href "../PassThrough/"



      OptionFeature : strategyFeature





        OptionFeature --> "0..1" StrategyFeature : strategyFeature
        click StrategyFeature href "../StrategyFeature/"

Slots

Name Cardinality and Range Description Inheritance
fxFeature *
FxFeature		 Describes a quanto or composite FX feature direct
strategyFeature 0..1
StrategyFeature		 Defines a simple strategy feature direct
averagingFeature 0..1
AveragingFeature		 Defines an option feature in which an average market observation price is det... direct
barrier 0..1
Barrier		 Specifies a barrier feature direct
passThrough 0..1
PassThrough		 Specifies the rules for pass-through payments from the underlier, such as div... direct

Usages

used by used in type used
OptionPayout feature range OptionFeature

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: OptionFeature
description: Defines additional optional features that can be included in an option
  contract.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- fxFeature
- strategyFeature
- averagingFeature
- barrier
- passThrough
slot_usage:
  fxFeature:
    name: fxFeature
    description: Describes a quanto or composite FX feature.
    multivalued: true
  averagingFeature:
    name: averagingFeature
    description: Defines an option feature in which an average market observation
      price is determined on valuation and compared to the strike to determine a settlement
      amount.
    range: AveragingFeature

Induced

name: OptionFeature
description: Defines additional optional features that can be included in an option
  contract.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  fxFeature:
    name: fxFeature
    description: Describes a quanto or composite FX feature.
    multivalued: true
  averagingFeature:
    name: averagingFeature
    description: Defines an option feature in which an average market observation
      price is determined on valuation and compared to the strike to determine a settlement
      amount.
    range: AveragingFeature
attributes:
  fxFeature:
    name: fxFeature
    description: Describes a quanto or composite FX feature.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CommodityPayout.fxFeature
    rank: 1000
    owner: OptionFeature
    domain_of:
    - CommodityPayout
    - PerformancePayout
    - OptionFeature
    range: FxFeature
    multivalued: true
  strategyFeature:
    name: strategyFeature
    description: Defines a simple strategy feature.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: OptionFeature
    domain_of:
    - OptionFeature
    range: StrategyFeature
  averagingFeature:
    name: averagingFeature
    description: Defines an option feature in which an average market observation
      price is determined on valuation and compared to the strike to determine a settlement
      amount.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CommodityPayout.averagingFeature
    rank: 1000
    owner: OptionFeature
    domain_of:
    - CommodityPayout
    - OptionFeature
    range: AveragingFeature
  barrier:
    name: barrier
    description: Specifies a barrier feature.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: OptionFeature
    domain_of:
    - OptionFeature
    range: Barrier
  passThrough:
    name: passThrough
    description: Specifies the rules for pass-through payments from the underlier,
      such as dividends.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: OptionFeature
    domain_of:
    - OptionFeature
    range: PassThrough