Slot: boundedVariance
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.
URI: common_domain_model:boundedVariance
Applicable Classes
Section titled “Applicable Classes”| Name | Description | Modifies Slot |
|---|---|---|
| VarianceCapFloor | no |
Properties
Section titled “Properties”Type and Range
Section titled “Type and Range”| Property | Value |
|---|---|
| Range | BoundedVariance |
| Domain Of | VarianceCapFloor |
Slot Characteristics
Section titled “Slot Characteristics”| Property | Value |
|---|---|
| Owner | VarianceCapFloor |
Identifier and Mapping Information
Section titled “Identifier and Mapping Information”Schema Source
Section titled “Schema Source”- from schema: https://w3id.org/lmodel/common-domain-model
Mappings
Section titled “Mappings”| Mapping Type | Mapped Value |
|---|---|
| self | common_domain_model:boundedVariance |
| native | common_domain_model:boundedVariance |
LinkML Source
Section titled “LinkML Source”name: boundedVariancedescription: 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-modelrank: 1000owner: VarianceCapFloordomain_of:- VarianceCapFloorrange: BoundedVariance