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Class: ReferenceSwapCurve

A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.

URI: common_domain_model:ReferenceSwapCurve

 classDiagram
    class ReferenceSwapCurve
    click ReferenceSwapCurve href "../ReferenceSwapCurve/"
      ReferenceSwapCurve : makeWholeAmount





        ReferenceSwapCurve --> "0..1" MakeWholeAmount : makeWholeAmount
        click MakeWholeAmount href "../MakeWholeAmount/"



      ReferenceSwapCurve : swapUnwindValue





        ReferenceSwapCurve --> "1" SwapCurveValuation : swapUnwindValue
        click SwapCurveValuation href "../SwapCurveValuation/"

Slots

Name Cardinality and Range Description Inheritance
swapUnwindValue 1
SwapCurveValuation		 direct
makeWholeAmount 0..1
MakeWholeAmount		 Amount to be paid by the buyer of the option if the option is exercised prior... direct

Usages

used by used in type used
OptionStrike referenceSwapCurve range ReferenceSwapCurve

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: ReferenceSwapCurve
description: A complex type used to specify the option and convertible bond option
  strike when expressed in reference to a swap curve.
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- swapUnwindValue
- makeWholeAmount

Induced

name: ReferenceSwapCurve
description: A complex type used to specify the option and convertible bond option
  strike when expressed in reference to a swap curve.
in_subset:
- cdm_observable_asset
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  swapUnwindValue:
    name: swapUnwindValue
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceSwapCurve
    domain_of:
    - ReferenceSwapCurve
    range: SwapCurveValuation
    required: true
  makeWholeAmount:
    name: makeWholeAmount
    description: Amount to be paid by the buyer of the option if the option is exercised
      prior to the Early Call Date. (The market practice in the convertible bond option
      space being that the buyer should be penalised if he/she exercises the option
      early on.)
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: ReferenceSwapCurve
    domain_of:
    - ReferenceSwapCurve
    range: MakeWholeAmount