Class: ReturnTerms

Specifies the type of return of a performance payout.

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

      ReturnTerms : correlationReturnTerms





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



      ReturnTerms : dividendReturnTerms





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



      ReturnTerms : priceReturnTerms





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



      ReturnTerms : varianceReturnTerms





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



      ReturnTerms : volatilityReturnTerms





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

Inheritance

ReturnTerms
- PortfolioReturnTerms

Slots

Name	Cardinality and Range	Description	Inheritance
priceReturnTerms	0..1 PriceReturnTerms	Return terms based upon the underlier's observed price	direct
dividendReturnTerms	0..1 DividendReturnTerms	Return terms based upon dividend payments associated to the underlier	direct
varianceReturnTerms	0..1 VarianceReturnTerms	Return terms based upon the observed variance of the underlier's price	direct
volatilityReturnTerms	0..1 VolatilityReturnTerms	Return terms based upon the observed volatility of the underlier's price	direct
correlationReturnTerms	0..1 CorrelationReturnTerms	Return terms based upon the observed correlation between the components of th...	direct

Usages

used by	used in	type	used
PerformancePayout	returnTerms	range	ReturnTerms

In Subsets

CdmProductTemplate

Comments

Rosetta condition: ReturnTermsExists — if priceReturnTerms -> returnType = ReturnTypeEnum -> Total then (priceReturnTerms, dividendReturnTerms) only exists else if priceReturnTerms -> returnType = ReturnTypeEnum -> Price then priceReturnTerms only exists else priceReturnTerms only exists or dividendReturnTerms only exists or varianceReturnTerms only exists or volatilityReturnTerms only exists or correlationReturnTerms only exists

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ReturnTerms
description: Specifies the type of return of a performance payout.
comments:
- 'Rosetta condition: ReturnTermsExists — if priceReturnTerms -> returnType = ReturnTypeEnum
  -> Total then (priceReturnTerms, dividendReturnTerms) only exists else if priceReturnTerms
  -> returnType = ReturnTypeEnum -> Price then priceReturnTerms only exists else priceReturnTerms
  only exists or dividendReturnTerms only exists or varianceReturnTerms only exists
  or volatilityReturnTerms only exists or correlationReturnTerms only exists'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
slots:
- priceReturnTerms
- dividendReturnTerms
- varianceReturnTerms
- volatilityReturnTerms
- correlationReturnTerms

Induced

name: ReturnTerms
description: Specifies the type of return of a performance payout.
comments:
- 'Rosetta condition: ReturnTermsExists — if priceReturnTerms -> returnType = ReturnTypeEnum
  -> Total then (priceReturnTerms, dividendReturnTerms) only exists else if priceReturnTerms
  -> returnType = ReturnTypeEnum -> Price then priceReturnTerms only exists else priceReturnTerms
  only exists or dividendReturnTerms only exists or varianceReturnTerms only exists
  or volatilityReturnTerms only exists or correlationReturnTerms only exists'
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  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: ReturnTerms
    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: ReturnTerms
    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: ReturnTerms
    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: ReturnTerms
    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: ReturnTerms
    domain_of:
    - ReturnTerms
    range: CorrelationReturnTerms