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common-domain-model

Class: OptionFeature

Defines additional optional features that can be included in an option contract.

URI: common_domain_model:OptionFeature

 classDiagram
    class OptionFeature
    click OptionFeature href "../OptionFeature/"
      OptionFeature : averagingFeature
        
          
    
        
        
        OptionFeature --> "0..1" AveragingFeature : averagingFeature
        click AveragingFeature href "../AveragingFeature/"
    

        
      OptionFeature : barrier
        
          
    
        
        
        OptionFeature --> "0..1" Barrier : barrier
        click Barrier href "../Barrier/"
    

        
      OptionFeature : fxFeature
        
          
    
        
        
        OptionFeature --> "*" FxFeature : fxFeature
        click FxFeature href "../FxFeature/"
    

        
      OptionFeature : passThrough
        
          
    
        
        
        OptionFeature --> "0..1" PassThrough : passThrough
        click PassThrough href "../PassThrough/"
    

        
      OptionFeature : strategyFeature
        
          
    
        
        
        OptionFeature --> "0..1" StrategyFeature : strategyFeature
        click StrategyFeature href "../StrategyFeature/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
fxFeature *
FxFeature		 Describes a quanto or composite FX feature direct
strategyFeature 0..1
StrategyFeature		 Defines a simple strategy feature direct
averagingFeature 0..1
AveragingFeature		 Defines an option feature in which an average market observation price is det… direct
barrier 0..1
Barrier		 Specifies a barrier feature direct
passThrough 0..1
PassThrough		 Specifies the rules for pass-through payments from the underlier, such as div… direct

Usages

Section titled “Usages”
used by used in type used
OptionPayout feature range OptionFeature

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:OptionFeature
native common_domain_model:OptionFeature

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: OptionFeature
description: Defines additional optional features that can be included in an option
  contract.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fxFeature:
    name: fxFeature
    description: Describes a quanto or composite FX feature.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - CommodityPayout
    - OptionFeature
    - PerformancePayout
    range: FxFeature
    multivalued: true
  strategyFeature:
    name: strategyFeature
    description: Defines a simple strategy feature.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - OptionFeature
    range: StrategyFeature
  averagingFeature:
    name: averagingFeature
    description: Defines an option feature in which an average market observation
      price is determined on valuation and compared to the strike to determine a settlement
      amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - CommodityPayout
    - OptionFeature
    range: AveragingFeature
  barrier:
    name: barrier
    description: Specifies a barrier feature.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - OptionFeature
    range: Barrier
  passThrough:
    name: passThrough
    description: Specifies the rules for pass-through payments from the underlier,
      such as dividends.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - OptionFeature
    range: PassThrough

Induced

Section titled “Induced”
name: OptionFeature
description: Defines additional optional features that can be included in an option
  contract.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  fxFeature:
    name: fxFeature
    description: Describes a quanto or composite FX feature.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: OptionFeature
    domain_of:
    - CommodityPayout
    - OptionFeature
    - PerformancePayout
    range: FxFeature
    multivalued: true
  strategyFeature:
    name: strategyFeature
    description: Defines a simple strategy feature.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: OptionFeature
    domain_of:
    - OptionFeature
    range: StrategyFeature
  averagingFeature:
    name: averagingFeature
    description: Defines an option feature in which an average market observation
      price is determined on valuation and compared to the strike to determine a settlement
      amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: OptionFeature
    domain_of:
    - CommodityPayout
    - OptionFeature
    range: AveragingFeature
  barrier:
    name: barrier
    description: Specifies a barrier feature.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: OptionFeature
    domain_of:
    - OptionFeature
    range: Barrier
  passThrough:
    name: passThrough
    description: Specifies the rules for pass-through payments from the underlier,
      such as dividends.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: OptionFeature
    domain_of:
    - OptionFeature
    range: PassThrough