Enum: RealisedVarianceMethodEnum

The contract specifies which price must satisfy the boundary condition. Used for variance, volatility and correlation caps and floors.

URI: common_domain_model:RealisedVarianceMethodEnum

Permissible Values

Value	Meaning	Description
Previous	None	For a return on day T, the observed price on T-1 must be in range
Last	None	For a return on day T, the observed price on T must be in range
Both	None	For a return on day T, the observed prices on both T and T-1 must be in range

Slots

Name	Description
realisedVarianceMethod	The contract specifies which price must satisfy the boundary condition

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: RealisedVarianceMethodEnum
description: The contract specifies which price must satisfy the boundary condition.
  Used for variance, volatility and correlation caps and floors.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Previous:
    text: Previous
    description: For a return on day T, the observed price on T-1 must be in range.
  Last:
    text: Last
    description: For a return on day T, the observed price on T must be in range.
  Both:
    text: Both
    description: For a return on day T, the observed prices on both T and T-1 must
      be in range