Class: VarianceCapFloor

URI: common_domain_model:VarianceCapFloor

 classDiagram
    class VarianceCapFloor
    click VarianceCapFloor href "../VarianceCapFloor/"
      VarianceCapFloor : boundedVariance
        
          
    
        
        
        VarianceCapFloor --> "0..1" BoundedVariance : boundedVariance
        click BoundedVariance href "../BoundedVariance/"
    

        
      VarianceCapFloor : unadjustedVarianceCap
        
      VarianceCapFloor : varianceCap
        
      

Slots

Name	Cardinality and Range	Description	Inheritance
varianceCap	1 Boolean	If present and true, then variance cap is applicable	direct
unadjustedVarianceCap	0..1 Decimal	For use when varianceCap is applicable	direct
boundedVariance	0..1 BoundedVariance	Conditions which bound variance	direct

Usages

used by	used in	type	used
VarianceReturnTerms	varianceCapFloor	range	VarianceCapFloor

Comments

• Rosetta condition PositiveUnadjustedVarianceCap is not stated in LinkML: if unadjustedVarianceCap exists then unadjustedVarianceCap > 0
• Rosetta condition CapFloorApplicability is not stated in LinkML: if varianceCap = True then unadjustedVarianceCap exists or boundedVariance exists else unadjustedVarianceCap is absent and boundedVariance is absent

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

Direct

name: VarianceCapFloor
comments:
- 'Rosetta condition PositiveUnadjustedVarianceCap is not stated in LinkML: if unadjustedVarianceCap
  exists then unadjustedVarianceCap > 0'
- 'Rosetta condition CapFloorApplicability is not stated in LinkML: if varianceCap
  = True then unadjustedVarianceCap exists or boundedVariance exists else unadjustedVarianceCap
  is absent and boundedVariance is absent'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  varianceCap:
    name: varianceCap
    description: If present and true, then variance cap is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - VarianceCapFloor
    range: boolean
    required: true
  unadjustedVarianceCap:
    name: unadjustedVarianceCap
    description: For use when varianceCap is applicable. Contains the scaling factor
      of the Variance Cap that can differ on a trade-by-trade basis in the European
      market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an
      unadjustedVarianceCap of 2.5.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - VarianceCapFloor
    range: decimal
  boundedVariance:
    name: boundedVariance
    description: Conditions which bound variance. The contract specifies one or more
      boundary levels. These levels are expressed as prices for confirmation purposes
      Underlyer price must be equal to or higher than Lower Barrier is known as Up
      Conditional Swap Underlyer price must be equal to or lower than Upper Barrier
      is known as Down Conditional Swap Underlyer price must be equal to or higher
      than Lower Barrier and must be equal to or lower than Upper Barrier is known
      as Barrier Conditional Swap.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    domain_of:
    - VarianceCapFloor
    range: BoundedVariance

Induced

name: VarianceCapFloor
comments:
- 'Rosetta condition PositiveUnadjustedVarianceCap is not stated in LinkML: if unadjustedVarianceCap
  exists then unadjustedVarianceCap > 0'
- 'Rosetta condition CapFloorApplicability is not stated in LinkML: if varianceCap
  = True then unadjustedVarianceCap exists or boundedVariance exists else unadjustedVarianceCap
  is absent and boundedVariance is absent'
from_schema: https://w3id.org/lmodel/common-domain-model
attributes:
  varianceCap:
    name: varianceCap
    description: If present and true, then variance cap is applicable.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: VarianceCapFloor
    domain_of:
    - VarianceCapFloor
    range: boolean
    required: true
  unadjustedVarianceCap:
    name: unadjustedVarianceCap
    description: For use when varianceCap is applicable. Contains the scaling factor
      of the Variance Cap that can differ on a trade-by-trade basis in the European
      market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an
      unadjustedVarianceCap of 2.5.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: VarianceCapFloor
    domain_of:
    - VarianceCapFloor
    range: decimal
  boundedVariance:
    name: boundedVariance
    description: Conditions which bound variance. The contract specifies one or more
      boundary levels. These levels are expressed as prices for confirmation purposes
      Underlyer price must be equal to or higher than Lower Barrier is known as Up
      Conditional Swap Underlyer price must be equal to or lower than Upper Barrier
      is known as Down Conditional Swap Underlyer price must be equal to or higher
      than Lower Barrier and must be equal to or lower than Upper Barrier is known
      as Barrier Conditional Swap.
    from_schema: https://w3id.org/lmodel/common-domain-model/cdm_product_asset
    rank: 1000
    owner: VarianceCapFloor
    domain_of:
    - VarianceCapFloor
    range: BoundedVariance