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common-domain-model

Class: StrikeSchedule

A class describing a schedule of cap or floor rates.

URI: common_domain_model:StrikeSchedule

 classDiagram
    class StrikeSchedule
    click StrikeSchedule href "../StrikeSchedule/"
      RateSchedule <|-- StrikeSchedule
        click RateSchedule href "../RateSchedule/"
      
      StrikeSchedule : buyer
        
          
    
        
        
        StrikeSchedule --> "0..1" PayerReceiverEnum : buyer
        click PayerReceiverEnum href "../PayerReceiverEnum/"
    

        
      StrikeSchedule : price
        
          
    
        
        
        StrikeSchedule --> "1" PriceSchedule : price
        click PriceSchedule href "../PriceSchedule/"
    

        
      StrikeSchedule : seller
        
          
    
        
        
        StrikeSchedule --> "0..1" PayerReceiverEnum : seller
        click PayerReceiverEnum href "../PayerReceiverEnum/"

Inheritance

Section titled “Inheritance”

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
buyer 0..1
PayerReceiverEnum		 The buyer of the option direct
seller 0..1
PayerReceiverEnum		 The party that has sold direct
price 1
PriceSchedule		 The initial rate RateSchedule

Usages

Section titled “Usages”
used by used in type used
FloatingRate capRateSchedule range StrikeSchedule
FloatingRate floorRateSchedule range StrikeSchedule
FloatingRateBase capRateSchedule range StrikeSchedule
FloatingRateBase floorRateSchedule range StrikeSchedule
FloatingRateSpecification capRateSchedule range StrikeSchedule
FloatingRateSpecification floorRateSchedule range StrikeSchedule
InflationRateSpecification capRateSchedule range StrikeSchedule
InflationRateSpecification floorRateSchedule range StrikeSchedule
StubFloatingRate capRateSchedule range StrikeSchedule
StubFloatingRate floorRateSchedule range StrikeSchedule
CollateralAgreementFloatingRate capRateSchedule range StrikeSchedule
CollateralAgreementFloatingRate floorRateSchedule range StrikeSchedule

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:StrikeSchedule
native common_domain_model:StrikeSchedule

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: StrikeSchedule
description: A class describing a schedule of cap or floor rates.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: RateSchedule
attributes:
  buyer:
    name: buyer
    description: The buyer of the option.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: PayerReceiverEnum
  seller:
    name: seller
    description: The party that has sold.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: PayerReceiverEnum

Induced

Section titled “Induced”
name: StrikeSchedule
description: A class describing a schedule of cap or floor rates.
from_schema: https://w3id.org/lmodel/common-domain-model
is_a: RateSchedule
attributes:
  buyer:
    name: buyer
    description: The buyer of the option.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: StrikeSchedule
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: PayerReceiverEnum
  seller:
    name: seller
    description: The party that has sold.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_template
    owner: StrikeSchedule
    domain_of:
    - BuyerSeller
    - Strike
    - StrikeSchedule
    range: PayerReceiverEnum
  price:
    name: price
    annotations:
      rosetta_metadata:
        tag: rosetta_metadata
        value: address "pointsTo"=PriceQuantity->price
    description: The initial rate. An initial rate of 5% would be represented as 0.05.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_common_schedule
    owner: StrikeSchedule
    domain_of:
    - IdentifiedList
    - PriceQuantity
    - RateSchedule
    - FixedPrice
    range: PriceSchedule
    required: true