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Slot: referencePrice

Used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price.

URI: common_domain_model:referencePrice

Applicable Classes

Name Description Modifies Slot
ReferenceInformation A class specifying the Credit Default Swap Reference Information no

Properties

Type and Range

Property Value
Range Price
Domain Of ReferenceInformation

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: referencePrice
description: 'Used to determine (a) for physically settled trades, the Physical Settlement
  Amount, which equals the Floating Rate Payer Calculation Amount times the Reference
  Price and (b) for cash settled trades, the Cash Settlement Amount, which equals
  the greater of (i) the difference between the Reference Price and the Final Price
  and (ii) zero. ISDA 2003 Term: Reference Price.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- ReferenceInformation
range: Price