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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

Name Description Modifies Slot
VarianceCapFloor no

Properties

Type and Range

Property Value
Range BoundedVariance
Domain Of VarianceCapFloor

Cardinality and Requirements

Property Value

Identifier and Mapping Information

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