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common-domain-model

Class: TransactedPrice

A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.

URI: common_domain_model:TransactedPrice

 classDiagram
    class TransactedPrice
    click TransactedPrice href "../TransactedPrice/"
      TransactedPrice : initialPoints
        
      TransactedPrice : marketFixedRate
        
      TransactedPrice : marketPrice
        
      TransactedPrice : quotationStyle
        
          
    
        
        
        TransactedPrice --> "0..1" QuotationStyleEnum : quotationStyle
        click QuotationStyleEnum href "../QuotationStyleEnum/"

Slots

Section titled “Slots”
Name Cardinality and Range Description Inheritance
marketFixedRate 0..1
Decimal		 An optional element that only has meaning in a credit index trade direct
initialPoints 0..1
Decimal		 An optional element that contains the up-front points expressed as a percenta… direct
marketPrice 0..1
Decimal		 An optional element that only has meaning in a credit index trade direct
quotationStyle 0..1
QuotationStyleEnum		 An optional element that contains the up-front points expressed as a percenta… direct

Usages

Section titled “Usages”
used by used in type used
CreditDefaultPayout transactedPrice range TransactedPrice

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:TransactedPrice
native common_domain_model:TransactedPrice

LinkML Source

Section titled “LinkML Source”

Direct

Section titled “Direct”
name: TransactedPrice
description: A class to represent the transacted price attributes that are positioned
  as part of the FpML FeeLeg.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  marketFixedRate:
    name: marketFixedRate
    description: An optional element that only has meaning in a credit index trade.
      This element contains the credit spread ('fair value') at which the trade was
      executed. Unlike the fixedRate of an index, the marketFixedRate varies over
      the life of the index depending on market conditions. The marketFixedRate is
      the price of the index as quoted by trading desks.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - TransactedPrice
    range: decimal
  initialPoints:
    name: initialPoints
    description: An optional element that contains the up-front points expressed as
      a percentage of the notional. An initialPoints value of 5% would be represented
      as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting
      the traded level of a trade. When initialPoints is used, the traded level is
      the sum of fixedRate and initialPoints. The initialPoints is one of the items
      that are factored into the initialPayment calculation and is payable by the
      Buyer to the Seller. Note that initialPoints and marketFixedRate may both be
      present in the same document when both implied values are desired.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - TransactedPrice
    range: decimal
  marketPrice:
    name: marketPrice
    description: An optional element that only has meaning in a credit index trade.
      This element contains the price at which the trade was executed and is used
      instead of marketFixedRate on credit trades on certain indicies which are quoted
      using a price rather than a spread.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - TransactedPrice
    range: decimal
  quotationStyle:
    name: quotationStyle
    description: An optional element that contains the up-front points expressed as
      a percentage of the notional. An initialPoints value of 5% would be represented
      as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting
      the traded level of a trade. When initialPoints is used, the traded level is
      the sum of fixedRate and initialPoints. The initialPoints is one of the items
      that are factored into the initialPayment calculation and is payable by the
      Buyer to the Seller. Note that initialPoints and marketFixedRate may both be
      present in the same document when both implied values are desired.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    domain_of:
    - TransactedPrice
    range: QuotationStyleEnum

Induced

Section titled “Induced”
name: TransactedPrice
description: A class to represent the transacted price attributes that are positioned
  as part of the FpML FeeLeg.
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  marketFixedRate:
    name: marketFixedRate
    description: An optional element that only has meaning in a credit index trade.
      This element contains the credit spread ('fair value') at which the trade was
      executed. Unlike the fixedRate of an index, the marketFixedRate varies over
      the life of the index depending on market conditions. The marketFixedRate is
      the price of the index as quoted by trading desks.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: TransactedPrice
    domain_of:
    - TransactedPrice
    range: decimal
  initialPoints:
    name: initialPoints
    description: An optional element that contains the up-front points expressed as
      a percentage of the notional. An initialPoints value of 5% would be represented
      as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting
      the traded level of a trade. When initialPoints is used, the traded level is
      the sum of fixedRate and initialPoints. The initialPoints is one of the items
      that are factored into the initialPayment calculation and is payable by the
      Buyer to the Seller. Note that initialPoints and marketFixedRate may both be
      present in the same document when both implied values are desired.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: TransactedPrice
    domain_of:
    - TransactedPrice
    range: decimal
  marketPrice:
    name: marketPrice
    description: An optional element that only has meaning in a credit index trade.
      This element contains the price at which the trade was executed and is used
      instead of marketFixedRate on credit trades on certain indicies which are quoted
      using a price rather than a spread.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: TransactedPrice
    domain_of:
    - TransactedPrice
    range: decimal
  quotationStyle:
    name: quotationStyle
    description: An optional element that contains the up-front points expressed as
      a percentage of the notional. An initialPoints value of 5% would be represented
      as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting
      the traded level of a trade. When initialPoints is used, the traded level is
      the sum of fixedRate and initialPoints. The initialPoints is one of the items
      that are factored into the initialPayment calculation and is payable by the
      Buyer to the Seller. Note that initialPoints and marketFixedRate may both be
      present in the same document when both implied values are desired.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_observable_asset
    rank: 1000
    owner: TransactedPrice
    domain_of:
    - TransactedPrice
    range: QuotationStyleEnum