Class: PortfolioReturnTerms

Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level.

URI: common_domain_model:PortfolioReturnTerms

 classDiagram
    class PortfolioReturnTerms
    click PortfolioReturnTerms href "../PortfolioReturnTerms/"
      ReturnTerms <|-- PortfolioReturnTerms
        click ReturnTerms href "../ReturnTerms/"

      PortfolioReturnTerms : correlationReturnTerms





        PortfolioReturnTerms --> "0..1" CorrelationReturnTerms : correlationReturnTerms
        click CorrelationReturnTerms href "../CorrelationReturnTerms/"



      PortfolioReturnTerms : dividendReturnTerms





        PortfolioReturnTerms --> "0..1" DividendReturnTerms : dividendReturnTerms
        click DividendReturnTerms href "../DividendReturnTerms/"



      PortfolioReturnTerms : finalValuationPrice





        PortfolioReturnTerms --> "*" PriceSchedule : finalValuationPrice
        click PriceSchedule href "../PriceSchedule/"



      PortfolioReturnTerms : initialValuationPrice





        PortfolioReturnTerms --> "*" PriceSchedule : initialValuationPrice
        click PriceSchedule href "../PriceSchedule/"



      PortfolioReturnTerms : interimValuationPrice





        PortfolioReturnTerms --> "*" PriceSchedule : interimValuationPrice
        click PriceSchedule href "../PriceSchedule/"



      PortfolioReturnTerms : payerReceiver





        PortfolioReturnTerms --> "1" PayerReceiver : payerReceiver
        click PayerReceiver href "../PayerReceiver/"



      PortfolioReturnTerms : priceReturnTerms





        PortfolioReturnTerms --> "0..1" PriceReturnTerms : priceReturnTerms
        click PriceReturnTerms href "../PriceReturnTerms/"



      PortfolioReturnTerms : quantity





        PortfolioReturnTerms --> "0..1" NonNegativeQuantitySchedule : quantity
        click NonNegativeQuantitySchedule href "../NonNegativeQuantitySchedule/"



      PortfolioReturnTerms : underlier





        PortfolioReturnTerms --> "1" Observable : underlier
        click Observable href "../Observable/"



      PortfolioReturnTerms : varianceReturnTerms





        PortfolioReturnTerms --> "0..1" VarianceReturnTerms : varianceReturnTerms
        click VarianceReturnTerms href "../VarianceReturnTerms/"



      PortfolioReturnTerms : volatilityReturnTerms





        PortfolioReturnTerms --> "0..1" VolatilityReturnTerms : volatilityReturnTerms
        click VolatilityReturnTerms href "../VolatilityReturnTerms/"

Inheritance

ReturnTerms
- PortfolioReturnTerms

Slots

Name	Cardinality and Range	Description	Inheritance
payerReceiver	1 PayerReceiver	Canonical representation of the payer and receiver parties applicable to each...	direct
underlier	1 Observable or Product	Defines the product that is the subject of a tradable product definition, an ...	direct
quantity	0..1 NonNegativeQuantitySchedule	Specifies a quantity schedule for the underlier, which applies to each indivi...	direct
initialValuationPrice	* PriceSchedule	Specifies the initial valuation price(s) of the underlier	direct
interimValuationPrice	* PriceSchedule	Specifies the initial valuation price(s) of the underlier	direct
finalValuationPrice	* PriceSchedule	2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price	Spe...
priceReturnTerms	0..1 PriceReturnTerms	Return terms based upon the underlier's observed price	ReturnTerms
dividendReturnTerms	0..1 DividendReturnTerms	Return terms based upon dividend payments associated to the underlier	ReturnTerms
varianceReturnTerms	0..1 VarianceReturnTerms	Return terms based upon the observed variance of the underlier's price	ReturnTerms
volatilityReturnTerms	0..1 VolatilityReturnTerms	Return terms based upon the observed volatility of the underlier's price	ReturnTerms
correlationReturnTerms	0..1 CorrelationReturnTerms	Return terms based upon the observed correlation between the components of th...	ReturnTerms

Usages

used by	used in	type	used
PerformancePayout	portfolioReturnTerms	range	PortfolioReturnTerms

In Subsets

CdmProductTemplate

Identifier and Mapping Information

Annotations

property	value
metadata_key	True

Schema Source

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

Mappings

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

LinkML Source

Direct

name: PortfolioReturnTerms
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: Specifies an individual type of return of a Performance Payout, when
  such individual return is part of an aggregation of multiple similar returns, at
  Performance Payout level.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: ReturnTerms
slots:
- payerReceiver
- underlier
- quantity
- initialValuationPrice
- interimValuationPrice
- finalValuationPrice
slot_usage:
  payerReceiver:
    name: payerReceiver
    description: Canonical representation of the payer and receiver parties applicable
      to each individual return leg.
    required: true
  underlier:
    name: underlier
    description: Defines the product that is the subject of a tradable product definition,
      an underlying product definition, a physical exercise, a position, or other
      purposes.
    range: Observable
  quantity:
    name: quantity
    description: Specifies a quantity schedule for the underlier, which applies to
      each individual return leg.
    range: NonNegativeQuantitySchedule
  initialValuationPrice:
    name: initialValuationPrice
    description: Specifies the initial valuation price(s) of the underlier. This price
      can be expressed either as an actual amount/currency, as a determination method,
      or by reference to another value specified in the swap document.
  interimValuationPrice:
    name: interimValuationPrice
    description: Specifies the initial valuation price(s) of the underlier. This price
      can be expressed either as an actual amount/currency, as a determination method,
      or by reference to another value specified in the swap document.
  finalValuationPrice:
    name: finalValuationPrice
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final
      Price | Specifies the final valuation price of the underlier. This price can
      be expressed either as an actual amount/currency, as a determination method,
      or by reference to another value specified in the swap document.'

Induced

name: PortfolioReturnTerms
annotations:
  metadata_key:
    tag: metadata_key
    value: true
description: Specifies an individual type of return of a Performance Payout, when
  such individual return is part of an aggregation of multiple similar returns, at
  Performance Payout level.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: ReturnTerms
slot_usage:
  payerReceiver:
    name: payerReceiver
    description: Canonical representation of the payer and receiver parties applicable
      to each individual return leg.
    required: true
  underlier:
    name: underlier
    description: Defines the product that is the subject of a tradable product definition,
      an underlying product definition, a physical exercise, a position, or other
      purposes.
    range: Observable
  quantity:
    name: quantity
    description: Specifies a quantity schedule for the underlier, which applies to
      each individual return leg.
    range: NonNegativeQuantitySchedule
  initialValuationPrice:
    name: initialValuationPrice
    description: Specifies the initial valuation price(s) of the underlier. This price
      can be expressed either as an actual amount/currency, as a determination method,
      or by reference to another value specified in the swap document.
  interimValuationPrice:
    name: interimValuationPrice
    description: Specifies the initial valuation price(s) of the underlier. This price
      can be expressed either as an actual amount/currency, as a determination method,
      or by reference to another value specified in the swap document.
  finalValuationPrice:
    name: finalValuationPrice
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final
      Price | Specifies the final valuation price of the underlier. This price can
      be expressed either as an actual amount/currency, as a determination method,
      or by reference to another value specified in the swap document.'
attributes:
  payerReceiver:
    name: payerReceiver
    description: Canonical representation of the payer and receiver parties applicable
      to each individual return leg.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculateTransferInstruction.payerReceiver
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - CalculateTransferInstruction
    - TransferBase
    - CollateralBalance
    - FeaturePayment
    - AssetFlow
    - PayoutBase
    - PrincipalPayment
    - PortfolioReturnTerms
    - PassThroughItem
    range: PayerReceiver
    required: true
  underlier:
    name: underlier
    description: Defines the product that is the subject of a tradable product definition,
      an underlying product definition, a physical exercise, a position, or other
      purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - CorporateAction
    - CommodityPayout
    - OptionPayout
    - PerformancePayout
    - PortfolioReturnTerms
    - SettlementPayout
    - AssetPayout
    range: Observable
    required: true
    any_of:
    - range: Observable
    - range: Product
  quantity:
    name: quantity
    description: Specifies a quantity schedule for the underlier, which applies to
      each individual return leg.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculateTransferInstruction.quantity
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - CalculateTransferInstruction
    - ReturnInstruction
    - AvailableInventoryRecord
    - PriceQuantity
    - BasketConstituent
    - FutureValueAmount
    - AssetFlowBase
    - PortfolioReturnTerms
    range: NonNegativeQuantitySchedule
  initialValuationPrice:
    name: initialValuationPrice
    description: Specifies the initial valuation price(s) of the underlier. This price
      can be expressed either as an actual amount/currency, as a determination method,
      or by reference to another value specified in the swap document.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BasketConstituent.initialValuationPrice
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - BasketConstituent
    - PerformancePayout
    - PortfolioReturnTerms
    range: PriceSchedule
    multivalued: true
    inlined: true
    inlined_as_list: true
  interimValuationPrice:
    name: interimValuationPrice
    description: Specifies the initial valuation price(s) of the underlier. This price
      can be expressed either as an actual amount/currency, as a determination method,
      or by reference to another value specified in the swap document.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BasketConstituent.interimValuationPrice
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - BasketConstituent
    - PerformancePayout
    - PortfolioReturnTerms
    range: PriceSchedule
    multivalued: true
    inlined: true
    inlined_as_list: true
  finalValuationPrice:
    name: finalValuationPrice
    description: '2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final
      Price | Specifies the final valuation price of the underlier. This price can
      be expressed either as an actual amount/currency, as a determination method,
      or by reference to another value specified in the swap document.'
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BasketConstituent.finalValuationPrice
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - BasketConstituent
    - PerformancePayout
    - PortfolioReturnTerms
    range: PriceSchedule
    multivalued: true
    inlined: true
    inlined_as_list: true
  priceReturnTerms:
    name: priceReturnTerms
    description: Return terms based upon the underlier's observed price.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - ReturnTerms
    range: PriceReturnTerms
  dividendReturnTerms:
    name: dividendReturnTerms
    description: Return terms based upon dividend payments associated to the underlier.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - ReturnTerms
    range: DividendReturnTerms
  varianceReturnTerms:
    name: varianceReturnTerms
    description: Return terms based upon the observed variance of the underlier's
      price.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - ReturnTerms
    range: VarianceReturnTerms
  volatilityReturnTerms:
    name: volatilityReturnTerms
    description: Return terms based upon the observed volatility of the underlier's
      price.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - ReturnTerms
    range: VolatilityReturnTerms
  correlationReturnTerms:
    name: correlationReturnTerms
    description: Return terms based upon the observed correlation between the components
      of the underlying basket.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PortfolioReturnTerms
    domain_of:
    - ReturnTerms
    range: CorrelationReturnTerms