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Slot: averagingCalculation

Defines parameters for use in cases when a valuation or other term is based on an average of market observations.

URI: common_domain_model:averagingCalculation

Applicable Classes

Name Description Modifies Slot
AveragingFeature As per ISDA 2002 Definitions no
AveragingStrikeFeature Defines the terms required to calculate the average observations associated w... no

Properties

Type and Range

Property Value
Range AveragingCalculation
Domain Of AveragingFeature, AveragingStrikeFeature

Cardinality and Requirements

Property Value
Required Yes

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:averagingCalculation
native common_domain_model:averagingCalculation
close fpml_5_10:AveragingFeature.averagingCalculation

LinkML Source

name: averagingCalculation
description: Defines parameters for use in cases when a valuation or other term is
  based on an average of market observations.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:AveragingFeature.averagingCalculation
rank: 1000
domain_of:
- AveragingFeature
- AveragingStrikeFeature
range: AveragingCalculation
required: true