Class: BoundedCorrelation

Describes correlation bounds, which form a cap and a floor on the realized correlation.

URI: common_domain_model:BoundedCorrelation

 classDiagram
    class BoundedCorrelation
    click BoundedCorrelation href "../BoundedCorrelation/"
      BoundedCorrelation : maximumBoundaryPercent
        
      BoundedCorrelation : minimumBoundaryPercent
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
minimumBoundaryPercent	0..1 Decimal	Minimum Boundary as a percentage of the Strike Price	direct
maximumBoundaryPercent	0..1 Decimal	Maximum Boundary as a percentage of the Strike Price	direct

Identifier and Mapping Information

Schema Source

• from schema: https://w3id.org/lmodel/common-domain-model

Mappings

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

LinkML Source

Direct

name: BoundedCorrelation
description: Describes correlation bounds, which form a cap and a floor on the realized
  correlation.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  minimumBoundaryPercent:
    name: minimumBoundaryPercent
    description: Minimum Boundary as a percentage of the Strike Price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - BoundedCorrelation
    range: decimal
  maximumBoundaryPercent:
    name: maximumBoundaryPercent
    description: Maximum Boundary as a percentage of the Strike Price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - BoundedCorrelation
    range: decimal

Induced

name: BoundedCorrelation
description: Describes correlation bounds, which form a cap and a floor on the realized
  correlation.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  minimumBoundaryPercent:
    name: minimumBoundaryPercent
    description: Minimum Boundary as a percentage of the Strike Price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: BoundedCorrelation
    domain_of:
    - BoundedCorrelation
    range: decimal
  maximumBoundaryPercent:
    name: maximumBoundaryPercent
    description: Maximum Boundary as a percentage of the Strike Price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: BoundedCorrelation
    domain_of:
    - BoundedCorrelation
    range: decimal