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Class: QuantityMultiplier

Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation. At the moment this class only supports FX or Equity-linked notional and re-uses existing building blocks for those 2 cases, until such time when component can be made more generic. This captures the case of resetting cross-currency swaps and resetting equity swaps.

URI: common_domain_model:QuantityMultiplier

 classDiagram
    class QuantityMultiplier
    click QuantityMultiplier href "../QuantityMultiplier/"
      QuantityMultiplier : fxLinkedNotionalSchedule
        
          
    
        
        
        QuantityMultiplier --> "0..1" FxLinkedNotionalSchedule : fxLinkedNotionalSchedule
        click FxLinkedNotionalSchedule href "../FxLinkedNotionalSchedule/"
    

        
      QuantityMultiplier : multiplierValue
        
      
Name Cardinality and Range Description Inheritance
fxLinkedNotionalSchedule 0..1
FxLinkedNotionalSchedule
Multiplier specified as an FX-linked schedule, e direct
multiplierValue 0..1
Decimal
direct
Expressions & Logic

The class must satisfy all of:

  • AnonymousClassExpression({ ‘description’: ‘Unnamed condition (one-of)’, ‘exactly_one_of’: [AnonymousClassExpression({ ‘slot_conditions’: {‘fxLinkedNotionalSchedule’: SlotDefinition({‘name’: ‘fxLinkedNotionalSchedule’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} }), AnonymousClassExpression({ ‘slot_conditions’: {‘multiplierValue’: SlotDefinition({‘name’: ‘multiplierValue’, ‘value_presence’: PresenceEnum(text=‘PRESENT’)})} })] })
used by used in type used
ResolvablePriceQuantity quantityMultiplier range QuantityMultiplier
Mapping Type Mapped Value
self common_domain_model:QuantityMultiplier
native common_domain_model:QuantityMultiplier
name: QuantityMultiplier
description: Class to specify a mechanism for a quantity to be set as a multiplier
to another (reference) quantity, based on a price observation. At the moment this
class only supports FX or Equity-linked notional and re-uses existing building blocks
for those 2 cases, until such time when component can be made more generic. This
captures the case of resetting cross-currency swaps and resetting equity swaps.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
fxLinkedNotionalSchedule:
name: fxLinkedNotionalSchedule
description: Multiplier specified as an FX-linked schedule, e.g. for a resetting
cross-currency swap..
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
rank: 1000
domain_of:
- QuantityMultiplier
range: FxLinkedNotionalSchedule
multiplierValue:
name: multiplierValue
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
rank: 1000
domain_of:
- QuantityMultiplier
range: decimal
all_of:
- description: Unnamed condition (one-of)
exactly_one_of:
- slot_conditions:
fxLinkedNotionalSchedule:
name: fxLinkedNotionalSchedule
value_presence: PRESENT
- slot_conditions:
multiplierValue:
name: multiplierValue
value_presence: PRESENT
name: QuantityMultiplier
description: Class to specify a mechanism for a quantity to be set as a multiplier
to another (reference) quantity, based on a price observation. At the moment this
class only supports FX or Equity-linked notional and re-uses existing building blocks
for those 2 cases, until such time when component can be made more generic. This
captures the case of resetting cross-currency swaps and resetting equity swaps.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
fxLinkedNotionalSchedule:
name: fxLinkedNotionalSchedule
description: Multiplier specified as an FX-linked schedule, e.g. for a resetting
cross-currency swap..
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
rank: 1000
owner: QuantityMultiplier
domain_of:
- QuantityMultiplier
range: FxLinkedNotionalSchedule
multiplierValue:
name: multiplierValue
from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
rank: 1000
owner: QuantityMultiplier
domain_of:
- QuantityMultiplier
range: decimal
all_of:
- description: Unnamed condition (one-of)
exactly_one_of:
- slot_conditions:
fxLinkedNotionalSchedule:
name: fxLinkedNotionalSchedule
value_presence: PRESENT
- slot_conditions:
multiplierValue:
name: multiplierValue
value_presence: PRESENT