Class: ConstituentWeight

A class describing the weight of each of the underlier constituent within the basket, either in absolute or relative terms.

URI: common_domain_model:ConstituentWeight

 classDiagram
    class ConstituentWeight
    click ConstituentWeight href "../ConstituentWeight/"
      ConstituentWeight : basketPercentage
        
      ConstituentWeight : openUnits
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
openUnits	0..1 Decimal	The number of units (index or securities) that constitute the underlier of th…	direct
basketPercentage	0..1 Decimal	The relative weight of each respective basket constituent, expressed in perce…	direct

Usages

used by	used in	type	used
ReferencePoolItem	constituentWeight	range	ConstituentWeight

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'basketPercentage': {'value_presence': 'PRESENT'}}
all_of		[{'slot_conditions': {'basketPercentage': {'minimum_value': 0, 'value_presence': 'PRESENT'}}}, {'slot_conditions': {'basketPercentage': {'maximum_value': 1, 'value_presence': 'PRESENT'}}}]

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ConstituentWeight
description: A class describing the weight of each of the underlier constituent within
  the basket, either in absolute or relative terms.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  openUnits:
    name: openUnits
    description: The number of units (index or securities) that constitute the underlier
      of the swap. In the case of a basket swap, this element is used to reference
      both the number of basket units, and the number of each asset components of
      the basket when these are expressed in absolute terms.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ConstituentWeight
    range: decimal
  basketPercentage:
    name: basketPercentage
    description: The relative weight of each respective basket constituent, expressed
      in percentage. A basket percentage of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ConstituentWeight
    range: decimal
rules:
- preconditions:
    slot_conditions:
      basketPercentage:
        name: basketPercentage
        value_presence: PRESENT
  postconditions:
    all_of:
    - slot_conditions:
        basketPercentage:
          name: basketPercentage
          minimum_value: 0
          value_presence: PRESENT
    - slot_conditions:
        basketPercentage:
          name: basketPercentage
          maximum_value: 1
          value_presence: PRESENT
  description: 'BasketPercentage: FpML specifies basketPercentage as a RestrictedPercentage
    type, meaning that the value needs to be comprised between 0 and 1.'

Induced

name: ConstituentWeight
description: A class describing the weight of each of the underlier constituent within
  the basket, either in absolute or relative terms.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  openUnits:
    name: openUnits
    description: The number of units (index or securities) that constitute the underlier
      of the swap. In the case of a basket swap, this element is used to reference
      both the number of basket units, and the number of each asset components of
      the basket when these are expressed in absolute terms.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ConstituentWeight
    domain_of:
    - ConstituentWeight
    range: decimal
  basketPercentage:
    name: basketPercentage
    description: The relative weight of each respective basket constituent, expressed
      in percentage. A basket percentage of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ConstituentWeight
    domain_of:
    - ConstituentWeight
    range: decimal
rules:
- preconditions:
    slot_conditions:
      basketPercentage:
        name: basketPercentage
        value_presence: PRESENT
  postconditions:
    all_of:
    - slot_conditions:
        basketPercentage:
          name: basketPercentage
          minimum_value: 0
          value_presence: PRESENT
    - slot_conditions:
        basketPercentage:
          name: basketPercentage
          maximum_value: 1
          value_presence: PRESENT
  description: 'BasketPercentage: FpML specifies basketPercentage as a RestrictedPercentage
    type, meaning that the value needs to be comprised between 0 and 1.'