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Slot: volatilityCapFactor

Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. The Calculated VolCapAmt can be optionally provided.

URI: common_domain_model:volatilityCapFactor

Applicable Classes

Name Description Modifies Slot
VolatilityCapFloor Contains volatility-based barriers no

Properties

Type and Range

Property Value
Range Decimal
Domain Of VolatilityCapFloor

Cardinality and Requirements

Property Value

Identifier and Mapping Information

Schema Source

Mappings

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

LinkML Source

name: volatilityCapFactor
description: Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives
  Definitions. The Calculated VolCapAmt can be optionally provided.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
domain_of:
- VolatilityCapFloor
range: decimal