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Class: StrikeSchedule

A class describing a schedule of cap or floor rates.

URI: common_domain_model:StrikeSchedule

 classDiagram
    class StrikeSchedule
    click StrikeSchedule href "../StrikeSchedule/"
      RateSchedule <|-- StrikeSchedule
        click RateSchedule href "../RateSchedule/"

      StrikeSchedule : buyer





        StrikeSchedule --> "0..1" PayerReceiverEnum : buyer
        click PayerReceiverEnum href "../PayerReceiverEnum/"



      StrikeSchedule : price





        StrikeSchedule --> "1" PriceSchedule : price
        click PriceSchedule href "../PriceSchedule/"



      StrikeSchedule : seller





        StrikeSchedule --> "0..1" PayerReceiverEnum : seller
        click PayerReceiverEnum href "../PayerReceiverEnum/"

Inheritance

Slots

Name Cardinality and Range Description Inheritance
buyer 0..1
PayerReceiverEnum		 The buyer of the option direct
seller 0..1
PayerReceiverEnum		 The party that has sold direct
price 1
PriceSchedule		 The initial rate RateSchedule

Usages

used by used in type used
InflationRateSpecification capRateSchedule range StrikeSchedule
InflationRateSpecification floorRateSchedule range StrikeSchedule
FloatingRateBase capRateSchedule range StrikeSchedule
FloatingRateBase floorRateSchedule range StrikeSchedule
FloatingRate capRateSchedule range StrikeSchedule
FloatingRate floorRateSchedule range StrikeSchedule
FloatingRateSpecification capRateSchedule range StrikeSchedule
FloatingRateSpecification floorRateSchedule range StrikeSchedule
StubFloatingRate capRateSchedule range StrikeSchedule
StubFloatingRate floorRateSchedule range StrikeSchedule
CollateralAgreementFloatingRate capRateSchedule range StrikeSchedule
CollateralAgreementFloatingRate floorRateSchedule range StrikeSchedule

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

Direct

name: StrikeSchedule
description: A class describing a schedule of cap or floor rates.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: RateSchedule
slots:
- buyer
- seller
slot_usage:
  buyer:
    name: buyer
    description: The buyer of the option.
    range: PayerReceiverEnum
    required: false
  seller:
    name: seller
    description: The party that has sold.
    range: PayerReceiverEnum
    required: false

Induced

name: StrikeSchedule
description: A class describing a schedule of cap or floor rates.
in_subset:
- cdm_product_template
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: RateSchedule
slot_usage:
  buyer:
    name: buyer
    description: The buyer of the option.
    range: PayerReceiverEnum
    required: false
  seller:
    name: seller
    description: The party that has sold.
    range: PayerReceiverEnum
    required: false
attributes:
  buyer:
    name: buyer
    description: The buyer of the option.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BuyerSeller.buyer
    rank: 1000
    owner: StrikeSchedule
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: PayerReceiverEnum
    required: false
  seller:
    name: seller
    description: The party that has sold.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:BuyerSeller.seller
    rank: 1000
    owner: StrikeSchedule
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: PayerReceiverEnum
    required: false
  price:
    name: price
    description: The initial rate. An initial rate of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model
    rank: 1000
    owner: StrikeSchedule
    domain_of:
    - IdentifiedList
    - PriceQuantity
    - RateSchedule
    - FixedPrice
    range: PriceSchedule
    required: true