Slot: performance

Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75. 'Equity Performance'. Cumulative performance is used as a notional multiplier factor on both legs of an Equity Swap.

URI: common_domain_model:performance

Applicable Classes

Name	Description	Modifies Slot
DividendReturnTerms	A class describing the conditions governing the payment of dividends to the r...	no
PriceReturnTerms		no
ReturnTermsBase	Contains all common elements in variance, volatility and correlation return T...	no
VarianceReturnTerms		no
VolatilityReturnTerms		no
CorrelationReturnTerms		no

Properties

Type and Range

Property	Value
Range	string
Domain Of	DividendReturnTerms, PriceReturnTerms, ReturnTermsBase

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:performance
native	common_domain_model:performance

LinkML Source

name: performance
description: Performance calculation, in accordance with Part 1 Section 12 of the
  2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75. 'Equity Performance'.
  Cumulative performance is used as a notional multiplier factor on both legs of an
  Equity Swap.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- DividendReturnTerms
- PriceReturnTerms
- ReturnTermsBase
range: string