Slot: vegaNotionalAmount

Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade.

URI: common_domain_model:vegaNotionalAmount

Applicable Classes

Name	Description	Modifies Slot
VarianceReturnTerms		no

Properties

Type and Range

Property	Value
Range	NonNegativeQuantitySchedule
Domain Of	VarianceReturnTerms

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:vegaNotionalAmount
native	common_domain_model:vegaNotionalAmount

LinkML Source

name: vegaNotionalAmount
description: Vega Notional represents the approximate gain/loss at maturity for a
  1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily
  represent the Vega Risk of the trade.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- VarianceReturnTerms
range: NonNegativeQuantitySchedule