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common-domain-model

Class: ReturnTerms

Specifies the type of return of a performance payout.

URI: common_domain_model:ReturnTerms

 classDiagram
    class ReturnTerms
    click ReturnTerms href "../ReturnTerms/"
      ReturnTerms <|-- PortfolioReturnTerms
        click PortfolioReturnTerms href "../PortfolioReturnTerms/"
      
      ReturnTerms : correlationReturnTerms
        
          
    
        
        
        ReturnTerms --> "0..1" CorrelationReturnTerms : correlationReturnTerms
        click CorrelationReturnTerms href "../CorrelationReturnTerms/"
    

        
      ReturnTerms : dividendReturnTerms
        
          
    
        
        
        ReturnTerms --> "0..1" DividendReturnTerms : dividendReturnTerms
        click DividendReturnTerms href "../DividendReturnTerms/"
    

        
      ReturnTerms : priceReturnTerms
        
          
    
        
        
        ReturnTerms --> "0..1" PriceReturnTerms : priceReturnTerms
        click PriceReturnTerms href "../PriceReturnTerms/"
    

        
      ReturnTerms : varianceReturnTerms
        
          
    
        
        
        ReturnTerms --> "0..1" VarianceReturnTerms : varianceReturnTerms
        click VarianceReturnTerms href "../VarianceReturnTerms/"
    

        
      ReturnTerms : volatilityReturnTerms
        
          
    
        
        
        ReturnTerms --> "0..1" VolatilityReturnTerms : volatilityReturnTerms
        click VolatilityReturnTerms href "../VolatilityReturnTerms/"

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
priceReturnTerms 0..1
PriceReturnTerms		 Return terms based upon the underlier’s observed price direct
dividendReturnTerms 0..1
DividendReturnTerms		 Return terms based upon dividend payments associated to the underlier direct
varianceReturnTerms 0..1
VarianceReturnTerms		 Return terms based upon the observed variance of the underlier’s price direct
volatilityReturnTerms 0..1
VolatilityReturnTerms		 Return terms based upon the observed volatility of the underlier’s price direct
correlationReturnTerms 0..1
CorrelationReturnTerms		 Return terms based upon the observed correlation between the components of th… direct

Usages

Section titled “Usages”
used by used in type used
PerformancePayout returnTerms range ReturnTerms

Comments

Section titled “Comments”
  • Rosetta condition ReturnTermsExists is not stated in LinkML: if priceReturnTerms -> returnType = ReturnTypeEnum -> Total then (priceReturnTerms, dividendReturnTerms) only exists else if priceReturnTerms -> returnType = ReturnTypeEnum -> Price then priceReturnTerms only exists else priceReturnTerms only exists or dividendReturnTerms only exists or varianceReturnTerms only exists or volatilityReturnTerms only exists or correlationReturnTerms only exists

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

Mappings

Section titled “Mappings”
Mapping Type Mapped Value
self common_domain_model:ReturnTerms
native common_domain_model:ReturnTerms

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: ReturnTerms
description: Specifies the type of return of a performance payout.
comments:
- 'Rosetta condition ReturnTermsExists is not stated in LinkML: if priceReturnTerms
  -> returnType = ReturnTypeEnum -> Total then (priceReturnTerms, dividendReturnTerms)
  only exists else if priceReturnTerms -> returnType = ReturnTypeEnum -> Price then
  priceReturnTerms only exists else priceReturnTerms only exists or dividendReturnTerms
  only exists or varianceReturnTerms only exists or volatilityReturnTerms only exists
  or correlationReturnTerms only exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  priceReturnTerms:
    name: priceReturnTerms
    description: Return terms based upon the underlier's observed price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ReturnTerms
    range: PriceReturnTerms
  dividendReturnTerms:
    name: dividendReturnTerms
    description: Return terms based upon dividend payments associated to the underlier.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ReturnTerms
    range: DividendReturnTerms
  varianceReturnTerms:
    name: varianceReturnTerms
    description: Return terms based upon the observed variance of the underlier's
      price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ReturnTerms
    range: VarianceReturnTerms
  volatilityReturnTerms:
    name: volatilityReturnTerms
    description: Return terms based upon the observed volatility of the underlier's
      price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ReturnTerms
    range: VolatilityReturnTerms
  correlationReturnTerms:
    name: correlationReturnTerms
    description: Return terms based upon the observed correlation between the components
      of the underlying basket.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    domain_of:
    - ReturnTerms
    range: CorrelationReturnTerms

Induced

Section titled “Induced”
name: ReturnTerms
description: Specifies the type of return of a performance payout.
comments:
- 'Rosetta condition ReturnTermsExists is not stated in LinkML: if priceReturnTerms
  -> returnType = ReturnTypeEnum -> Total then (priceReturnTerms, dividendReturnTerms)
  only exists else if priceReturnTerms -> returnType = ReturnTypeEnum -> Price then
  priceReturnTerms only exists else priceReturnTerms only exists or dividendReturnTerms
  only exists or varianceReturnTerms only exists or volatilityReturnTerms only exists
  or correlationReturnTerms only exists'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  priceReturnTerms:
    name: priceReturnTerms
    description: Return terms based upon the underlier's observed price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ReturnTerms
    domain_of:
    - ReturnTerms
    range: PriceReturnTerms
  dividendReturnTerms:
    name: dividendReturnTerms
    description: Return terms based upon dividend payments associated to the underlier.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ReturnTerms
    domain_of:
    - ReturnTerms
    range: DividendReturnTerms
  varianceReturnTerms:
    name: varianceReturnTerms
    description: Return terms based upon the observed variance of the underlier's
      price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ReturnTerms
    domain_of:
    - ReturnTerms
    range: VarianceReturnTerms
  volatilityReturnTerms:
    name: volatilityReturnTerms
    description: Return terms based upon the observed volatility of the underlier's
      price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ReturnTerms
    domain_of:
    - ReturnTerms
    range: VolatilityReturnTerms
  correlationReturnTerms:
    name: correlationReturnTerms
    description: Return terms based upon the observed correlation between the components
      of the underlying basket.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    rank: 1000
    owner: ReturnTerms
    domain_of:
    - ReturnTerms
    range: CorrelationReturnTerms