Slot: crossCurrency

If ‘Cross-Currency’ is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.

URI: common_domain_model:crossCurrency

Applicable Classes

Name	Description	Modifies Slot
FxFeature	A type for defining FX Features	no

Properties

Type and Range

Property	Value
Range	Composite
Domain Of	FxFeature

Slot Characteristics

Property	Value
Owner	FxFeature

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: crossCurrency
description: 'If ''Cross-Currency'' is specified as the Settlement Type in the relevant
  Transaction Supplement, an amount in the Settlement Currency, determined by the
  Calculation Agent as being equal to the number of Options exercised or deemed exercised,
  multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price)
  x Multiplier x one unit of the Reference Currency converted into an amount in the
  Settlement Currency using the rate of exchange of the Settlement Currency as quoted
  on the Reference Price Source on the Valuation Date, provided that if the above
  is equal to a negative amount the Option Cash Settlement Amount shall be deemed
  to be zero.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: FxFeature
domain_of:
- FxFeature
range: Composite