Slot: strikeReference
Defines the strike of an option in reference to the spread of the underlying swap (typical practice in the case of an option on a credit single name swaps).
URI: common_domain_model:strikeReference
Applicable Classes
| Name |
Description |
Modifies Slot |
| OptionStrike |
Defines the strike price of an option |
no |
Properties
Type and Range
Cardinality and Requirements
Annotations
| property |
value |
| metadata_reference |
True |
Schema Source
Mappings
| Mapping Type |
Mapped Value |
| self |
common_domain_model:strikeReference |
| native |
common_domain_model:strikeReference |
LinkML Source
name: strikeReference
annotations:
metadata_reference:
tag: metadata_reference
value: true
description: Defines the strike of an option in reference to the spread of the underlying
swap (typical practice in the case of an option on a credit single name swaps).
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- OptionStrike
range: FixedRateSpecification