Class: PriceQuantity

Defines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price). The settlement is optional and can be either cash or physical. The quantity can additionally be specified in terms of one or more currency amounts. In the case of non-cash products, the settlement of the price/quantity would not be specified here and instead would be delegated to the product mechanics, as parameterised by the price/quantity values.

URI: common_domain_model:PriceQuantity

 classDiagram
    class PriceQuantity
    click PriceQuantity href "../PriceQuantity/"
      PriceQuantity : effectiveDate
        
          
    
        
        
        PriceQuantity --> "0..1" AdjustableOrRelativeDate : effectiveDate
        click AdjustableOrRelativeDate href "../AdjustableOrRelativeDate/"
    

        
      PriceQuantity : observable
        
          
    
        
        
        PriceQuantity --> "0..1" Observable : observable
        click Observable href "../Observable/"
    

        
      PriceQuantity : price
        
          
    
        
        
        PriceQuantity --> "*" PriceSchedule : price
        click PriceSchedule href "../PriceSchedule/"
    

        
      PriceQuantity : quantity
        
          
    
        
        
        PriceQuantity --> "0..1" NonNegativeQuantitySchedule : quantity
        click NonNegativeQuantitySchedule href "../NonNegativeQuantitySchedule/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
price	* PriceSchedule	Specifies a price to be used for trade amounts and other purposes	direct
quantity	0..1 NonNegativeQuantitySchedule	Specifies a quantity to be associated with an event, for example a trade amou…	direct
observable	0..1 Observable	Specifies the object to be observed for a price, it could be an asset or an i…	direct
effectiveDate	0..1 AdjustableOrRelativeDate	Specifies the date at which the price and quantity become effective	direct

Usages

used by	used in	type	used
CollateralPosition	priceQuantity	range	PriceQuantity
ExecutionInstruction	priceQuantity	range	PriceQuantity
IndexTransitionInstruction	priceQuantity	range	PriceQuantity
QuantityChangeInstruction	change	range	PriceQuantity
Position	priceQuantity	range	PriceQuantity
PositionBase	priceQuantity	range	PriceQuantity
TradeLot	priceQuantity	range	PriceQuantity

Comments

• Rosetta condition NonCurrencyQuantities is not stated in LinkML: (quantity count - quantity -> unit -> currency count) <= 1 or (observable as Commodity exists and quantity -> unit -> capacityUnit exists and (quantity count - quantity -> unit -> currency count) <= 2)
• Rosetta condition ArithmeticOperator is not stated in LinkML: if observable as InterestRateIndex exists and price exists then price -> arithmeticOperator exists
• Rosetta condition InterestRateObservable is not stated in LinkML: InterestRateObservableCondition
• Rosetta condition PriceQuantityTriangulation is not stated in LinkML: PriceQuantityTriangulation (price, quantity) = True

Identifier and Mapping Information

Annotations

property	value
rosetta_metadata	key

Schema Source

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

Mappings

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

LinkML Source

Direct

name: PriceQuantity
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Defines a settlement as an exchange between two parties of a specified
  quantity of an asset (the quantity) against a specified quantity of another asset
  (the price). The settlement is optional and can be either cash or physical. The
  quantity can additionally be specified in terms of one or more currency amounts.
  In the case of non-cash products, the settlement of the price/quantity would not
  be specified here and instead would be delegated to the product mechanics, as parameterised
  by the price/quantity values.
comments:
- 'Rosetta condition NonCurrencyQuantities is not stated in LinkML: (quantity count
  - quantity -> unit -> currency count) <= 1 or (observable as Commodity exists and
  quantity -> unit -> capacityUnit exists and (quantity count - quantity -> unit ->
  currency count) <= 2)'
- 'Rosetta condition ArithmeticOperator is not stated in LinkML: if observable as
  InterestRateIndex exists and price exists then price -> arithmeticOperator exists'
- 'Rosetta condition InterestRateObservable is not stated in LinkML: InterestRateObservableCondition'
- 'Rosetta condition PriceQuantityTriangulation is not stated in LinkML: PriceQuantityTriangulation
  (price, quantity) = True'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  price:
    name: price
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: location
    description: Specifies a price to be used for trade amounts and other purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    domain_of:
    - IdentifiedList
    - PriceQuantity
    - RateSchedule
    - FixedPrice
    range: PriceSchedule
    multivalued: true
  quantity:
    name: quantity
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: location
    description: Specifies a quantity to be associated with an event, for example
      a trade amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    domain_of:
    - CalculateTransferInstruction
    - ReturnInstruction
    - TransferBase
    - BasketConstituent
    - PriceQuantity
    - AvailableInventoryRecord
    - FutureValueAmount
    - PortfolioReturnTerms
    range: NonNegativeQuantitySchedule
  observable:
    name: observable
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: location
    description: Specifies the object to be observed for a price, it could be an asset
      or an index. The cardinality is optional as some quantity / price cases have
      no observable (e.g. a fixed rate in a given currency).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    domain_of:
    - BasketConstituent
    - PriceQuantity
    - ObservationIdentifier
    range: Observable
  effectiveDate:
    name: effectiveDate
    description: Specifies the date at which the price and quantity become effective.
      This day may be subject to adjustment in accordance with a business day convention,
      or could be specified as relative to a trade date, for instance. Optional cardinality,
      as the effective date is usually specified in the product definition, so it
      may only need to be specified as part of the PriceQuantity in an increase/decrease
      scenario for an existing trade.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    domain_of:
    - CodeValue
    - AgreementEventInstruction
    - ClosedState
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - LegalAgreementBase
    - EventInstruction
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - CancelableProvision
    - EconomicTerms
    range: AdjustableOrRelativeDate

Induced

name: PriceQuantity
annotations:
  rosetta_metadata:
    tag: rosetta_metadata
    value: key
description: Defines a settlement as an exchange between two parties of a specified
  quantity of an asset (the quantity) against a specified quantity of another asset
  (the price). The settlement is optional and can be either cash or physical. The
  quantity can additionally be specified in terms of one or more currency amounts.
  In the case of non-cash products, the settlement of the price/quantity would not
  be specified here and instead would be delegated to the product mechanics, as parameterised
  by the price/quantity values.
comments:
- 'Rosetta condition NonCurrencyQuantities is not stated in LinkML: (quantity count
  - quantity -> unit -> currency count) <= 1 or (observable as Commodity exists and
  quantity -> unit -> capacityUnit exists and (quantity count - quantity -> unit ->
  currency count) <= 2)'
- 'Rosetta condition ArithmeticOperator is not stated in LinkML: if observable as
  InterestRateIndex exists and price exists then price -> arithmeticOperator exists'
- 'Rosetta condition InterestRateObservable is not stated in LinkML: InterestRateObservableCondition'
- 'Rosetta condition PriceQuantityTriangulation is not stated in LinkML: PriceQuantityTriangulation
  (price, quantity) = True'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  price:
    name: price
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: location
    description: Specifies a price to be used for trade amounts and other purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: PriceQuantity
    domain_of:
    - IdentifiedList
    - PriceQuantity
    - RateSchedule
    - FixedPrice
    range: PriceSchedule
    multivalued: true
  quantity:
    name: quantity
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: location
    description: Specifies a quantity to be associated with an event, for example
      a trade amount.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: PriceQuantity
    domain_of:
    - CalculateTransferInstruction
    - ReturnInstruction
    - TransferBase
    - BasketConstituent
    - PriceQuantity
    - AvailableInventoryRecord
    - FutureValueAmount
    - PortfolioReturnTerms
    range: NonNegativeQuantitySchedule
  observable:
    name: observable
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: location
    description: Specifies the object to be observed for a price, it could be an asset
      or an index. The cardinality is optional as some quantity / price cases have
      no observable (e.g. a fixed rate in a given currency).
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: PriceQuantity
    domain_of:
    - BasketConstituent
    - PriceQuantity
    - ObservationIdentifier
    range: Observable
  effectiveDate:
    name: effectiveDate
    description: Specifies the date at which the price and quantity become effective.
      This day may be subject to adjustment in accordance with a business day convention,
      or could be specified as relative to a trade date, for instance. Optional cardinality,
      as the effective date is usually specified in the product definition, so it
      may only need to be specified as part of the PriceQuantity in an increase/decrease
      scenario for an existing trade.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    owner: PriceQuantity
    domain_of:
    - CodeValue
    - AgreementEventInstruction
    - ClosedState
    - CounterpartyPositionBusinessEvent
    - IndexTransitionInstruction
    - StockSplitInstruction
    - PriceQuantity
    - FallbackRateParameters
    - CalculationPeriodDates
    - LegalAgreementBase
    - EventInstruction
    - MinimumTransferAmountAmendment
    - TerminationCurrencyAmendment
    - CancelableProvision
    - EconomicTerms
    range: AdjustableOrRelativeDate