Slot: delta

The ratio of the change in the price of a derivative transaction to the change in the price of the underlying. This field is applicable only to options and swaptions.

URI: common_domain_model:delta

Applicable Classes

Name	Description	Modifies Slot
Valuation	Defines the value of an investment, asset, or security	no

Properties

Type and Range

Property	Value
Range	Decimal
Domain Of	Valuation

Cardinality and Requirements

Property	Value

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: delta
description: The ratio of the change in the price of a derivative transaction to the
  change in the price of the underlying. This field is applicable only to options
  and swaptions.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- Valuation
range: decimal