Class: OptionStrike

Defines the strike price of an option.

URI: common_domain_model:OptionStrike

 classDiagram
    class OptionStrike
    click OptionStrike href "../OptionStrike/"
      OptionStrike : averagingStrikeFeature
        
          
    
        
        
        OptionStrike --> "0..1" AveragingStrikeFeature : averagingStrikeFeature
        click AveragingStrikeFeature href "../AveragingStrikeFeature/"
    

        
      OptionStrike : referenceSwapCurve
        
          
    
        
        
        OptionStrike --> "0..1" ReferenceSwapCurve : referenceSwapCurve
        click ReferenceSwapCurve href "../ReferenceSwapCurve/"
    

        
      OptionStrike : strikePrice
        
          
    
        
        
        OptionStrike --> "0..1" Price : strikePrice
        click Price href "../Price/"
    

        
      OptionStrike : strikeReference
        
          
    
        
        
        OptionStrike --> "0..1" FixedRateSpecification : strikeReference
        click FixedRateSpecification href "../FixedRateSpecification/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
strikePrice	0..1 Price	Defines the strike of an option in the form of a price that could be a cash p…	direct
strikeReference	0..1 FixedRateSpecification	Defines the strike of an option in reference to the spread of the underlying …	direct
referenceSwapCurve	0..1 ReferenceSwapCurve	Defines the strike of an option when expressed by reference to a swap curve (…	direct
averagingStrikeFeature	0..1 AveragingStrikeFeature	Defines an option strike that is calculated from an average of observed marke…	direct

Expressions & Logic

All Of

The class must satisfy all of:

• AnonymousClassExpression({ ‘description’: ‘Unnamed condition (one-of)’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘strikePrice’: SlotDefinition({‘name’: ‘strikePrice’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘strikeReference’: SlotDefinition({‘name’: ‘strikeReference’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘referenceSwapCurve’: SlotDefinition({‘name’: ‘referenceSwapCurve’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘averagingStrikeFeature’: SlotDefinition({‘name’: ‘averagingStrikeFeature’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })

Usages

used by	used in	type	used
OptionPayout	strike	range	OptionStrike
StrikeSpread	upperStrike	range	OptionStrike

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: OptionStrike
description: Defines the strike price of an option.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  strikePrice:
    name: strikePrice
    description: Defines the strike of an option in the form of a price that could
      be a cash price, interestRate, or other types.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - OptionStrike
    range: Price
  strikeReference:
    name: strikeReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Defines the strike of an option in reference to the spread of the
      underlying swap (typical practice in the case of an option on a credit single
      name swaps).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - OptionStrike
    range: FixedRateSpecification
  referenceSwapCurve:
    name: referenceSwapCurve
    description: Defines the strike of an option when expressed by reference to a
      swap curve (Typically the case for a convertible bond option).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - OptionStrike
    range: ReferenceSwapCurve
  averagingStrikeFeature:
    name: averagingStrikeFeature
    description: Defines an option strike that is calculated from an average of observed
      market prices.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - OptionStrike
    range: AveragingStrikeFeature
all_of:
- description: Unnamed condition (one-of)
  exactly_one_of:
  - slot_conditions:
      strikePrice:
        name: strikePrice
        value_presence: PRESENT
  - slot_conditions:
      strikeReference:
        name: strikeReference
        value_presence: PRESENT
  - slot_conditions:
      referenceSwapCurve:
        name: referenceSwapCurve
        value_presence: PRESENT
  - slot_conditions:
      averagingStrikeFeature:
        name: averagingStrikeFeature
        value_presence: PRESENT

Induced

name: OptionStrike
description: Defines the strike price of an option.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  strikePrice:
    name: strikePrice
    description: Defines the strike of an option in the form of a price that could
      be a cash price, interestRate, or other types.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: OptionStrike
    domain_of:
    - OptionStrike
    range: Price
  strikeReference:
    name: strikeReference
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: reference
    description: Defines the strike of an option in reference to the spread of the
      underlying swap (typical practice in the case of an option on a credit single
      name swaps).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: OptionStrike
    domain_of:
    - OptionStrike
    range: FixedRateSpecification
  referenceSwapCurve:
    name: referenceSwapCurve
    description: Defines the strike of an option when expressed by reference to a
      swap curve (Typically the case for a convertible bond option).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: OptionStrike
    domain_of:
    - OptionStrike
    range: ReferenceSwapCurve
  averagingStrikeFeature:
    name: averagingStrikeFeature
    description: Defines an option strike that is calculated from an average of observed
      market prices.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: OptionStrike
    domain_of:
    - OptionStrike
    range: AveragingStrikeFeature
all_of:
- description: Unnamed condition (one-of)
  exactly_one_of:
  - slot_conditions:
      strikePrice:
        name: strikePrice
        value_presence: PRESENT
  - slot_conditions:
      strikeReference:
        name: strikeReference
        value_presence: PRESENT
  - slot_conditions:
      referenceSwapCurve:
        name: referenceSwapCurve
        value_presence: PRESENT
  - slot_conditions:
      averagingStrikeFeature:
        name: averagingStrikeFeature
        value_presence: PRESENT