Class: Quanto

Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.

URI: common_domain_model:Quanto

 classDiagram
    class Quanto
    click Quanto href "../Quanto/"
      Quanto : fixingTime





        Quanto --> "0..1" BusinessCenterTime : fixingTime
        click BusinessCenterTime href "../BusinessCenterTime/"



      Quanto : fxRate





        Quanto --> "*" FxRate : fxRate
        click FxRate href "../FxRate/"



      Quanto : fxSpotRateSource





        Quanto --> "0..1" FxSpotRateSource : fxSpotRateSource
        click FxSpotRateSource href "../FxSpotRateSource/"

Slots

Name	Cardinality and Range	Description	Inheritance
fxRate	* FxRate	Specifies a currency conversion rate	direct
fxSpotRateSource	0..1 FxSpotRateSource	Specifies the methodology (reference source and, optionally, fixing time) to ...	direct
fixingTime	0..1 BusinessCenterTime	The time at which the spot currency exchange rate will be observed	direct

Usages

used by	used in	type	used
FxFeature	quanto	range	Quanto

In Subsets

CdmProductTemplate

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: Quanto
description: Determines the currency rate that the seller of the equity amounts will
  apply at each valuation date for converting the respective amounts into a currency
  that is different from the currency denomination of the underlier.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- fxRate
- fxSpotRateSource
- fixingTime
slot_usage:
  fxSpotRateSource:
    name: fxSpotRateSource
    description: Specifies the methodology (reference source and, optionally, fixing
      time) to be used for determining a currency conversion rate.
    required: false
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.

Induced

name: Quanto
description: Determines the currency rate that the seller of the equity amounts will
  apply at each valuation date for converting the respective amounts into a currency
  that is different from the currency denomination of the underlier.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slot_usage:
  fxSpotRateSource:
    name: fxSpotRateSource
    description: Specifies the methodology (reference source and, optionally, fixing
      time) to be used for determining a currency conversion rate.
    required: false
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.
attributes:
  fxRate:
    name: fxRate
    description: Specifies a currency conversion rate.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Quanto
    domain_of:
    - Quanto
    range: FxRate
    multivalued: true
    inlined: true
    inlined_as_list: true
  fxSpotRateSource:
    name: fxSpotRateSource
    description: Specifies the methodology (reference source and, optionally, fixing
      time) to be used for determining a currency conversion rate.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Quanto
    domain_of:
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: FxSpotRateSource
    required: false
  fixingTime:
    name: fixingTime
    description: The time at which the spot currency exchange rate will be observed.
      It is specified as a time in a business day calendar location, e.g. 11:00am
      London time.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: Quanto
    domain_of:
    - FxInformationSource
    - FloatingRateIndexFixingDetails
    - FxLinkedNotionalSchedule
    - Composite
    - Quanto
    range: BusinessCenterTime