Class: ValuationTerms

URI: common_domain_model:ValuationTerms

 classDiagram
    class ValuationTerms
    click ValuationTerms href "../ValuationTerms/"
      ValuationTerms : componentSecurityIndexAnnexFallback
        
      ValuationTerms : dividendValuationDates
        
          
    
        
        
        ValuationTerms --> "0..1" AdjustableRelativeOrPeriodicDates : dividendValuationDates
        click AdjustableRelativeOrPeriodicDates href "../AdjustableRelativeOrPeriodicDates/"
    

        
      ValuationTerms : fPVFinalPriceElectionFallback
        
          
    
        
        
        ValuationTerms --> "0..1" FPVFinalPriceElectionFallbackEnum : fPVFinalPriceElectionFallback
        click FPVFinalPriceElectionFallbackEnum href "../FPVFinalPriceElectionFallbackEnum/"
    

        
      ValuationTerms : futuresPriceValuation
        
      ValuationTerms : multipleExchangeIndexAnnexFallback
        
      ValuationTerms : numberOfValuationDates
        
      ValuationTerms : optionsPriceValuation
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
futuresPriceValuation	0..1 Boolean	The official settlement price as announced by the related exchange is applica…	direct
optionsPriceValuation	0..1 Boolean	The official settlement price as announced by the related exchange is applica…	direct
numberOfValuationDates	0..1 Integer	The number of valuation dates between valuation start date and valuation end …	direct
dividendValuationDates	0..1 AdjustableRelativeOrPeriodicDates	Specifies the dividend valuation dates of the swap	direct
fPVFinalPriceElectionFallback	0..1 FPVFinalPriceElectionFallbackEnum	Specifies the fallback provisions for Hedging Party in the determination of t…	direct
multipleExchangeIndexAnnexFallback	0..1 Boolean	For an index option transaction, a flag to indicate whether a relevant Multip…	direct
componentSecurityIndexAnnexFallback	0..1 Boolean	For an index option transaction, a flag to indicate whether a relevant Compon…	direct

Usages

used by	used in	type	used
CorrelationReturnTerms	valuationTerms	range	ValuationTerms
ReturnTermsBase	valuationTerms	range	ValuationTerms
VarianceReturnTerms	valuationTerms	range	ValuationTerms
VolatilityReturnTerms	valuationTerms	range	ValuationTerms

Rules

Rule Applied	Preconditions	Postconditions	Elseconditions
slot_conditions	{'numberOfValuationDates': {'value_presence': 'PRESENT'}}	{'numberOfValuationDates': {'minimum_value': 1, 'value_presence': 'PRESENT'}}

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: ValuationTerms
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  futuresPriceValuation:
    name: futuresPriceValuation
    description: The official settlement price as announced by the related exchange
      is applicable, in accordance with the ISDA 2002 definitions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ValuationTerms
    range: boolean
  optionsPriceValuation:
    name: optionsPriceValuation
    description: The official settlement price as announced by the related exchange
      is applicable, in accordance with the ISDA 2002 definitions
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ValuationTerms
    range: boolean
  numberOfValuationDates:
    name: numberOfValuationDates
    description: The number of valuation dates between valuation start date and valuation
      end date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ValuationTerms
    range: integer
  dividendValuationDates:
    name: dividendValuationDates
    description: Specifies the dividend valuation dates of the swap.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ValuationTerms
    range: AdjustableRelativeOrPeriodicDates
  fPVFinalPriceElectionFallback:
    name: fPVFinalPriceElectionFallback
    description: Specifies the fallback provisions for Hedging Party in the determination
      of the Final Price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - ValuationTerms
    range: FPVFinalPriceElectionFallbackEnum
  multipleExchangeIndexAnnexFallback:
    name: multipleExchangeIndexAnnexFallback
    description: For an index option transaction, a flag to indicate whether a relevant
      Multiple Exchange Index Annex is applicable to the transaction. This annex defines
      additional provisions which are applicable where an index is comprised of component
      securities that are traded on multiple exchanges.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    domain_of:
    - EquityUnderlierProvisions
    - ValuationTerms
    range: boolean
  componentSecurityIndexAnnexFallback:
    name: componentSecurityIndexAnnexFallback
    description: For an index option transaction, a flag to indicate whether a relevant
      Component Security Index Annex is applicable to the transaction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    domain_of:
    - EquityUnderlierProvisions
    - ValuationTerms
    range: boolean
rules:
- preconditions:
    slot_conditions:
      numberOfValuationDates:
        name: numberOfValuationDates
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      numberOfValuationDates:
        name: numberOfValuationDates
        minimum_value: 1
        value_presence: PRESENT
  description: 'PositiveNumberOfValuationDates: The number of valuation dates must
    be positive.'

Induced

name: ValuationTerms
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  futuresPriceValuation:
    name: futuresPriceValuation
    description: The official settlement price as announced by the related exchange
      is applicable, in accordance with the ISDA 2002 definitions.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: boolean
  optionsPriceValuation:
    name: optionsPriceValuation
    description: The official settlement price as announced by the related exchange
      is applicable, in accordance with the ISDA 2002 definitions
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: boolean
  numberOfValuationDates:
    name: numberOfValuationDates
    description: The number of valuation dates between valuation start date and valuation
      end date.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: integer
  dividendValuationDates:
    name: dividendValuationDates
    description: Specifies the dividend valuation dates of the swap.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: AdjustableRelativeOrPeriodicDates
  fPVFinalPriceElectionFallback:
    name: fPVFinalPriceElectionFallback
    description: Specifies the fallback provisions for Hedging Party in the determination
      of the Final Price.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: ValuationTerms
    domain_of:
    - ValuationTerms
    range: FPVFinalPriceElectionFallbackEnum
  multipleExchangeIndexAnnexFallback:
    name: multipleExchangeIndexAnnexFallback
    description: For an index option transaction, a flag to indicate whether a relevant
      Multiple Exchange Index Annex is applicable to the transaction. This annex defines
      additional provisions which are applicable where an index is comprised of component
      securities that are traded on multiple exchanges.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    owner: ValuationTerms
    domain_of:
    - EquityUnderlierProvisions
    - ValuationTerms
    range: boolean
  componentSecurityIndexAnnexFallback:
    name: componentSecurityIndexAnnexFallback
    description: For an index option transaction, a flag to indicate whether a relevant
      Component Security Index Annex is applicable to the transaction.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    owner: ValuationTerms
    domain_of:
    - EquityUnderlierProvisions
    - ValuationTerms
    range: boolean
rules:
- preconditions:
    slot_conditions:
      numberOfValuationDates:
        name: numberOfValuationDates
        value_presence: PRESENT
  postconditions:
    slot_conditions:
      numberOfValuationDates:
        name: numberOfValuationDates
        minimum_value: 1
        value_presence: PRESENT
  description: 'PositiveNumberOfValuationDates: The number of valuation dates must
    be positive.'