Class: ReferenceSwapCurve

A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.

URI: common_domain_model:ReferenceSwapCurve

 classDiagram
    class ReferenceSwapCurve
    click ReferenceSwapCurve href "../ReferenceSwapCurve/"
      ReferenceSwapCurve : makeWholeAmount
        
          
    
        
        
        ReferenceSwapCurve --> "0..1" MakeWholeAmount : makeWholeAmount
        click MakeWholeAmount href "../MakeWholeAmount/"
    

        
      ReferenceSwapCurve : swapUnwindValue
        
          
    
        
        
        ReferenceSwapCurve --> "1" SwapCurveValuation : swapUnwindValue
        click SwapCurveValuation href "../SwapCurveValuation/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
swapUnwindValue	1 SwapCurveValuation		direct
makeWholeAmount	0..1 MakeWholeAmount	Amount to be paid by the buyer of the option if the option is exercised prior…	direct

Usages

used by	used in	type	used
OptionStrike	referenceSwapCurve	range	ReferenceSwapCurve

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ReferenceSwapCurve
description: A complex type used to specify the option and convertible bond option
  strike when expressed in reference to a swap curve.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  swapUnwindValue:
    name: swapUnwindValue
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - ReferenceSwapCurve
    range: SwapCurveValuation
    required: true
  makeWholeAmount:
    name: makeWholeAmount
    description: Amount to be paid by the buyer of the option if the option is exercised
      prior to the Early Call Date. (The market practice in the convertible bond option
      space being that the buyer should be penalised if he/she exercises the option
      early on.)
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - ReferenceSwapCurve
    range: MakeWholeAmount

Induced

name: ReferenceSwapCurve
description: A complex type used to specify the option and convertible bond option
  strike when expressed in reference to a swap curve.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  swapUnwindValue:
    name: swapUnwindValue
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: ReferenceSwapCurve
    domain_of:
    - ReferenceSwapCurve
    range: SwapCurveValuation
    required: true
  makeWholeAmount:
    name: makeWholeAmount
    description: Amount to be paid by the buyer of the option if the option is exercised
      prior to the Early Call Date. (The market practice in the convertible bond option
      space being that the buyer should be penalised if he/she exercises the option
      early on.)
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: ReferenceSwapCurve
    domain_of:
    - ReferenceSwapCurve
    range: MakeWholeAmount