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Slot: crossCurrency

If 'Cross-Currency' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.

URI: common_domain_model:crossCurrency

Applicable Classes

Name Description Modifies Slot
FxFeature A type for defining FX Features no

Properties

Type and Range

Property Value
Range Composite
Domain Of FxFeature

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: crossCurrency
description: 'If ''Cross-Currency'' is specified as the Settlement Type in the relevant
  Transaction Supplement, an amount in the Settlement Currency, determined by the
  Calculation Agent as being equal to the number of Options exercised or deemed exercised,
  multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price)
  x Multiplier x one unit of the Reference Currency converted into an amount in the
  Settlement Currency using the rate of exchange of the Settlement Currency as quoted
  on the Reference Price Source on the Valuation Date, provided that if the above
  is equal to a negative amount the Option Cash Settlement Amount shall be deemed
  to be zero.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- FxFeature
range: Composite