Slot: daysInRangeAdjustment

The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N. The number of Days in Ranges refers to the number of returns that contribute to the realized volatility.

URI: common_domain_model:daysInRangeAdjustment

Applicable Classes

Name	Description	Modifies Slot
BoundedVariance		no

Properties

Type and Range

Property	Value
Range	Boolean
Domain Of	BoundedVariance

Cardinality and Requirements

Property	Value
Required	Yes

Identifier and Mapping Information

Schema Source

• from schema: https://w3id.org/lmodel/common-domain-model

Mappings

Mapping Type	Mapped Value
self	common_domain_model:daysInRangeAdjustment
native	common_domain_model:daysInRangeAdjustment
close	fpml_5_10:BoundedVariance.daysInRangeAdjustment

LinkML Source

name: daysInRangeAdjustment
description: The contract specifies whether the notional should be scaled by the Number
  of Days in Range divided by the Expected N. The number of Days in Ranges refers
  to the number of returns that contribute to the realized volatility.
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:BoundedVariance.daysInRangeAdjustment
rank: 1000
domain_of:
- BoundedVariance
range: boolean
required: true