Class: MakeWholeAmount

A class to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (typically applicable to the convertible bond options).

URI: common_domain_model:MakeWholeAmount

 classDiagram
    class MakeWholeAmount
    click MakeWholeAmount href "../MakeWholeAmount/"
      SwapCurveValuation <|-- MakeWholeAmount
        click SwapCurveValuation href "../SwapCurveValuation/"
      
      MakeWholeAmount : earlyCallDate
        
      MakeWholeAmount : floatingRateIndex
        
          
    
        
        
        MakeWholeAmount --> "1" FloatingRateIndexEnum : floatingRateIndex
        click FloatingRateIndexEnum href "../FloatingRateIndexEnum/"
    

        
      MakeWholeAmount : indexTenor
        
          
    
        
        
        MakeWholeAmount --> "0..1" Period : indexTenor
        click Period href "../Period/"
    

        
      MakeWholeAmount : interpolationMethod
        
          
    
        
        
        MakeWholeAmount --> "0..1" InterpolationMethodEnum : interpolationMethod
        click InterpolationMethodEnum href "../InterpolationMethodEnum/"
    

        
      MakeWholeAmount : side
        
          
    
        
        
        MakeWholeAmount --> "0..1" QuotationSideEnum : side
        click QuotationSideEnum href "../QuotationSideEnum/"
    

        
      MakeWholeAmount : spread
        
      

Inheritance

• SwapCurveValuation
  • MakeWholeAmount

Slots

Name	Cardinality and Range	Description	Inheritance
interpolationMethod	0..1 InterpolationMethodEnum	The type of interpolation method that the calculation agent reserves the righ…	direct
earlyCallDate	1 date	Date prior to which the option buyer will have to pay a Make Whole Amount to …	direct
floatingRateIndex	1 FloatingRateIndexEnum		SwapCurveValuation
indexTenor	0..1 Period	The ISDA Designated Maturity, i	SwapCurveValuation
spread	1 Decimal	Spread in basis points over the floating rate index	SwapCurveValuation
side	0..1 QuotationSideEnum	The side (bid/mid/ask) of the measure	SwapCurveValuation

Usages

used by	used in	type	used
ReferenceSwapCurve	makeWholeAmount	range	MakeWholeAmount

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: MakeWholeAmount
description: A class to specify the amount to be paid by the buyer of the option if
  the option is exercised prior to the Early Call Date (typically applicable to the
  convertible bond options).
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: SwapCurveValuation
attributes:
  interpolationMethod:
    name: interpolationMethod
    description: The type of interpolation method that the calculation agent reserves
      the right to use.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - MakeWholeAmount
    - InflationRateSpecification
    range: InterpolationMethodEnum
  earlyCallDate:
    name: earlyCallDate
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: id
    description: Date prior to which the option buyer will have to pay a Make Whole
      Amount to the option seller if he/she exercises the option.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - MakeWholeAmount
    range: date
    required: true

Induced

name: MakeWholeAmount
description: A class to specify the amount to be paid by the buyer of the option if
  the option is exercised prior to the Early Call Date (typically applicable to the
  convertible bond options).
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: SwapCurveValuation
attributes:
  interpolationMethod:
    name: interpolationMethod
    description: The type of interpolation method that the calculation agent reserves
      the right to use.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - MakeWholeAmount
    - InflationRateSpecification
    range: InterpolationMethodEnum
  earlyCallDate:
    name: earlyCallDate
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: id
    description: Date prior to which the option buyer will have to pay a Make Whole
      Amount to the option seller if he/she exercises the option.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - MakeWholeAmount
    range: date
    required: true
  floatingRateIndex:
    name: floatingRateIndex
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: MakeWholeAmount
    domain_of:
    - AssetFloatingRateIndex
    - SwapCurveValuation
    - FallbackRateParameters
    - FloatingRateIndexIdentification
    - CollectFloatingRateOptionInstruction
    - ResetInstructionState
    - StubFloatingRate
    range: FloatingRateIndexEnum
    required: true
  indexTenor:
    name: indexTenor
    description: The ISDA Designated Maturity, i.e. the tenor of the floating rate.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: MakeWholeAmount
    domain_of:
    - AssetFloatingRateIndex
    - InflationIndex
    - SwapCurveValuation
    - StubFloatingRate
    range: Period
  spread:
    name: spread
    description: Spread in basis points over the floating rate index.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - SwapCurveValuation
    - FloatingRateDefinition
    - FloatingRateProcessingParameters
    - CommodityPriceReturnTerms
    range: decimal
    required: true
  side:
    name: side
    description: The side (bid/mid/ask) of the measure.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: MakeWholeAmount
    domain_of:
    - SwapCurveValuation
    range: QuotationSideEnum