Class: RollFeature

Used in conjunction with an exchange-based pricing source. Identifies a way in which the futures contracts referenced will roll between periods.

URI: common_domain_model:RollFeature

 classDiagram
    class RollFeature
    click RollFeature href "../RollFeature/"
      RollFeature : deliveryDateRollConvention
        
          
    
        
        
        RollFeature --> "0..1" Offset : deliveryDateRollConvention
        click Offset href "../Offset/"
    

        
      RollFeature : rollSourceCalendar
        
          
    
        
        
        RollFeature --> "0..1" RollSourceCalendarEnum : rollSourceCalendar
        click RollSourceCalendarEnum href "../RollSourceCalendarEnum/"
    

        
      

Slots

Name	Cardinality and Range	Description	Inheritance
rollSourceCalendar	0..1 RollSourceCalendarEnum	Used in conjunction with an exchange-based pricing source	direct
deliveryDateRollConvention	0..1 Offset	Specifies, for a Commodity Transaction that references a delivery date for a …	direct

Usages

used by	used in	type	used
CommodityPriceReturnTerms	rollFeature	range	RollFeature

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: RollFeature
description: Used in conjunction with an exchange-based pricing source. Identifies
  a way in which the futures contracts referenced will roll between periods.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  rollSourceCalendar:
    name: rollSourceCalendar
    description: Used in conjunction with an exchange-based pricing source. Identifies
      a date source calendar from which the pricing dates and thus roll to the next
      contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby
      Futures Contract, if Future is chosen, the pricing will roll to the next futures
      contract on expiration, if ListedOption is chosen, the pricing will roll to
      the next futures contract on the Option expiration date which is three business
      days before the expiration of the NYMEX WTI futures contract.) Omitting this
      element will result in the default behavior expected with the pricing source
      described within the commodity element.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    domain_of:
    - RollFeature
    range: RollSourceCalendarEnum
  deliveryDateRollConvention:
    name: deliveryDateRollConvention
    description: Specifies, for a Commodity Transaction that references a delivery
      date for a listed future, the day on which the specified future will roll to
      the next nearby month prior to the expiration of the referenced future. If the
      future will not roll at all - i.e. the price will be taken from the expiring
      contract, 0 should be specified here. If the future will roll to the next nearby
      on the last trading day - i.e. the price will be taken from the next nearby
      on the last trading day, then 1 should be specified and so on.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    domain_of:
    - DeliveryDateParameters
    - RollFeature
    range: Offset

Induced

name: RollFeature
description: Used in conjunction with an exchange-based pricing source. Identifies
  a way in which the futures contracts referenced will roll between periods.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  rollSourceCalendar:
    name: rollSourceCalendar
    description: Used in conjunction with an exchange-based pricing source. Identifies
      a date source calendar from which the pricing dates and thus roll to the next
      contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby
      Futures Contract, if Future is chosen, the pricing will roll to the next futures
      contract on expiration, if ListedOption is chosen, the pricing will roll to
      the next futures contract on the Option expiration date which is three business
      days before the expiration of the NYMEX WTI futures contract.) Omitting this
      element will result in the default behavior expected with the pricing source
      described within the commodity element.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    rank: 1000
    owner: RollFeature
    domain_of:
    - RollFeature
    range: RollSourceCalendarEnum
  deliveryDateRollConvention:
    name: deliveryDateRollConvention
    description: Specifies, for a Commodity Transaction that references a delivery
      date for a listed future, the day on which the specified future will roll to
      the next nearby month prior to the expiration of the referenced future. If the
      future will not roll at all - i.e. the price will be taken from the expiring
      contract, 0 should be specified here. If the future will roll to the next nearby
      on the last trading day - i.e. the price will be taken from the next nearby
      on the last trading day, then 1 should be specified and so on.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_settlement
    owner: RollFeature
    domain_of:
    - DeliveryDateParameters
    - RollFeature
    range: Offset