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Class: OptionStrike

Defines the strike price of an option.

URI: common_domain_model:OptionStrike

 classDiagram
    class OptionStrike
    click OptionStrike href "../OptionStrike/"
      OptionStrike : averagingStrikeFeature





        OptionStrike --> "0..1" AveragingStrikeFeature : averagingStrikeFeature
        click AveragingStrikeFeature href "../AveragingStrikeFeature/"



      OptionStrike : referenceSwapCurve





        OptionStrike --> "0..1" ReferenceSwapCurve : referenceSwapCurve
        click ReferenceSwapCurve href "../ReferenceSwapCurve/"



      OptionStrike : strikePrice





        OptionStrike --> "0..1" Price : strikePrice
        click Price href "../Price/"



      OptionStrike : strikeReference





        OptionStrike --> "0..1" FixedRateSpecification : strikeReference
        click FixedRateSpecification href "../FixedRateSpecification/"

Slots

Name Cardinality and Range Description Inheritance
strikePrice 0..1
Price		 Defines the strike of an option in the form of a price that could be a cash p... direct
strikeReference 0..1
FixedRateSpecification		 Defines the strike of an option in reference to the spread of the underlying ... direct
referenceSwapCurve 0..1
ReferenceSwapCurve		 Defines the strike of an option when expressed by reference to a swap curve (... direct
averagingStrikeFeature 0..1
AveragingStrikeFeature		 Defines an option strike that is calculated from an average of observed mark... direct

Usages

used by used in type used
OptionPayout strike range OptionStrike
StrikeSpread upperStrike range OptionStrike

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: OptionStrike
description: Defines the strike price of an option.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- strikePrice
- strikeReference
- referenceSwapCurve
- averagingStrikeFeature

Induced

name: OptionStrike
description: Defines the strike price of an option.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  strikePrice:
    name: strikePrice
    description: Defines the strike of an option in the form of a price that could
      be a cash price, interestRate, or other types.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: OptionStrike
    domain_of:
    - OptionStrike
    range: Price
  strikeReference:
    name: strikeReference
    annotations:
      metadata_reference:
        tag: metadata_reference
        value: true
    description: Defines the strike of an option in reference to the spread of the
      underlying swap (typical practice in the case of an option on a credit single
      name swaps).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: OptionStrike
    domain_of:
    - OptionStrike
    range: FixedRateSpecification
  referenceSwapCurve:
    name: referenceSwapCurve
    description: Defines the strike of an option when expressed by reference to a
      swap curve (Typically the case for a convertible bond option).
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: OptionStrike
    domain_of:
    - OptionStrike
    range: ReferenceSwapCurve
  averagingStrikeFeature:
    name: averagingStrikeFeature
    description: Defines an  option strike that is calculated from an average of observed
      market prices.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: OptionStrike
    domain_of:
    - OptionStrike
    range: AveragingStrikeFeature