Skip to content
common-domain-model

Class: AveragingFeature

As per ISDA 2002 Definitions.

URI: common_domain_model:AveragingFeature

 classDiagram
    class AveragingFeature
    click AveragingFeature href "../AveragingFeature/"
      AveragingFeature : averagingCalculation
        
          
    
        
        
        AveragingFeature --> "1" AveragingCalculation : averagingCalculation
        click AveragingCalculation href "../AveragingCalculation/"
    

        
      AveragingFeature : averagingInOut
        
          
    
        
        
        AveragingFeature --> "1" AveragingInOutEnum : averagingInOut
        click AveragingInOutEnum href "../AveragingInOutEnum/"
    

        
      AveragingFeature : averagingPeriodIn
        
          
    
        
        
        AveragingFeature --> "0..1" AveragingPeriod : averagingPeriodIn
        click AveragingPeriod href "../AveragingPeriod/"
    

        
      AveragingFeature : averagingPeriodOut
        
          
    
        
        
        AveragingFeature --> "0..1" AveragingPeriod : averagingPeriodOut
        click AveragingPeriod href "../AveragingPeriod/"
    

        
      AveragingFeature : strikeFactor

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
averagingCalculation 1
AveragingCalculation		 Defines parameters for use in cases when a valuation or other term is based o… direct
averagingInOut 1
AveragingInOutEnum		 direct
strikeFactor 0..1
Decimal		 The factor of strike direct
averagingPeriodIn 0..1
AveragingPeriod		 The averaging in period direct
averagingPeriodOut 0..1
AveragingPeriod		 The averaging out period direct

Usages

Section titled “Usages”
used by used in type used
OptionFeature averagingFeature range AveragingFeature

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:AveragingFeature
native common_domain_model:AveragingFeature

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: AveragingFeature
description: As per ISDA 2002 Definitions.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  averagingCalculation:
    name: averagingCalculation
    description: Defines parameters for use in cases when a valuation or other term
      is based on an average of market observations.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - AveragingFeature
    - AveragingStrikeFeature
    range: AveragingCalculation
    required: true
  averagingInOut:
    name: averagingInOut
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - AveragingFeature
    range: AveragingInOutEnum
    required: true
  strikeFactor:
    name: strikeFactor
    description: The factor of strike.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - AveragingFeature
    range: decimal
  averagingPeriodIn:
    name: averagingPeriodIn
    description: The averaging in period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - AveragingFeature
    range: AveragingPeriod
  averagingPeriodOut:
    name: averagingPeriodOut
    description: The averaging out period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - AveragingFeature
    range: AveragingPeriod

Induced

Section titled “Induced”
name: AveragingFeature
description: As per ISDA 2002 Definitions.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  averagingCalculation:
    name: averagingCalculation
    description: Defines parameters for use in cases when a valuation or other term
      is based on an average of market observations.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    - AveragingStrikeFeature
    range: AveragingCalculation
    required: true
  averagingInOut:
    name: averagingInOut
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    range: AveragingInOutEnum
    required: true
  strikeFactor:
    name: strikeFactor
    description: The factor of strike.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    range: decimal
  averagingPeriodIn:
    name: averagingPeriodIn
    description: The averaging in period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    range: AveragingPeriod
  averagingPeriodOut:
    name: averagingPeriodOut
    description: The averaging out period.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: AveragingFeature
    domain_of:
    - AveragingFeature
    range: AveragingPeriod