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Slot: relevantUnderlyingDate

The effective date on the underlying product if the option is exercised. For example, for a swaption it is the swap effective date, for an option on an FX spot or forward it is the value date for settlement, and in an extendible/cancelable provision it is the swap termination date, which is the date on which the termination is effective.'

URI: common_domain_model:relevantUnderlyingDate

Applicable Classes

Name Description Modifies Slot
ExerciseTerms A class defining the exercise period for an option together with any rules go... no

Properties

Type and Range

Property Value
Range AdjustableOrRelativeDates
Domain Of ExerciseTerms

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: relevantUnderlyingDate
description: The effective date on the underlying product if the option is exercised.  For
  example, for a swaption it is the swap effective date, for an option on an FX spot
  or forward it is the value date for settlement, and in an extendible/cancelable
  provision it is the swap termination date, which is the date on which the termination
  is effective.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- ExerciseTerms
range: AdjustableOrRelativeDates