Class: PriceReturnTerms

URI: common_domain_model:PriceReturnTerms

 classDiagram
    class PriceReturnTerms
    click PriceReturnTerms href "../PriceReturnTerms/"
      PriceReturnTerms : conversionFactor

      PriceReturnTerms : performance

      PriceReturnTerms : returnType





        PriceReturnTerms --> "1" ReturnTypeEnum : returnType
        click ReturnTypeEnum href "../ReturnTypeEnum/"

Slots

Name	Cardinality and Range	Description	Inheritance
returnType	1 ReturnTypeEnum	The type of return associated with the equity swap	direct
conversionFactor	0..1 Decimal	Defines the conversion applied if the quantity unit on contract is different ...	direct
performance	0..1 string	Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISD...	direct

Usages

used by	used in	type	used
EquitySwapMasterConfirmation2018	pricingMethodElection	range	PriceReturnTerms
ReturnTerms	priceReturnTerms	range	PriceReturnTerms
PortfolioReturnTerms	priceReturnTerms	range	PriceReturnTerms

In Subsets

CdmProductAsset

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: PriceReturnTerms
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- returnType
- conversionFactor
- performance

Induced

name: PriceReturnTerms
in_subset:
- cdm_product_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  returnType:
    name: returnType
    description: The type of return associated with the equity swap.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PriceReturnTerms
    domain_of:
    - PriceReturnTerms
    range: ReturnTypeEnum
    required: true
  conversionFactor:
    name: conversionFactor
    description: Defines the conversion applied if the quantity unit on contract is
      different from unit on referenced underlier.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PriceReturnTerms
    domain_of:
    - PriceReturnTerms
    - CommodityPriceReturnTerms
    range: decimal
  performance:
    name: performance
    description: Performance calculation, in accordance with Part 1 Section 12 of
      the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75. 'Equity
      Performance'. Cumulative performance is used as a notional multiplier factor
      on both legs of an Equity Swap.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: PriceReturnTerms
    domain_of:
    - DividendReturnTerms
    - PriceReturnTerms
    - ReturnTermsBase
    range: string