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Slot: unadjustedVarianceCap

For use when varianceCap is applicable. Contains the scaling factor of the Variance Cap that can differ on a trade-by-trade basis in the European market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap of 2.5.

URI: common_domain_model:unadjustedVarianceCap

Applicable Classes

Name Description Modifies Slot
VarianceCapFloor no

Properties

Type and Range

Property Value
Range Decimal
Domain Of VarianceCapFloor

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: unadjustedVarianceCap
description: For use when varianceCap is applicable. Contains the scaling factor of
  the Variance Cap that can differ on a trade-by-trade basis in the European market.
  For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap
  of 2.5.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- VarianceCapFloor
range: decimal