Slot: boundedVariance
Conditions which bound variance. The contract specifies one or more boundary levels. These levels are expressed as prices for confirmation purposes Underlyer price must be equal to or higher than Lower Barrier is known as Up Conditional Swap Underlyer price must be equal to or lower than Upper Barrier is known as Down Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier is known as Barrier Conditional Swap.
URI: common_domain_model:boundedVariance
Applicable Classes
Properties
Type and Range
Cardinality and Requirements
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:boundedVariance |
| native |
common_domain_model:boundedVariance |
LinkML Source
name: boundedVariance
description: Conditions which bound variance. The contract specifies one or more boundary
levels. These levels are expressed as prices for confirmation purposes Underlyer
price must be equal to or higher than Lower Barrier is known as Up Conditional Swap
Underlyer price must be equal to or lower than Upper Barrier is known as Down Conditional
Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal
to or lower than Upper Barrier is known as Barrier Conditional Swap.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- VarianceCapFloor
range: BoundedVariance