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common-domain-model

Slot: daysInRangeAdjustment

The contract specifies whether the notional should be scaled by the Number of Days in Range divided by the Expected N. The number of Days in Ranges refers to the number of returns that contribute to the realized volatility.

URI: common_domain_model:daysInRangeAdjustment

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
BoundedVariance no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range Boolean
Domain Of BoundedVariance

Cardinality and Requirements

Section titled “Cardinality and Requirements”
Property Value
Required Yes

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner BoundedVariance

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:daysInRangeAdjustment
native common_domain_model:daysInRangeAdjustment

LinkML Source

Section titled “LinkML Source”
name: daysInRangeAdjustment
description: The contract specifies whether the notional should be scaled by the Number
  of Days in Range divided by the Expected N. The number of Days in Ranges refers
  to the number of returns that contribute to the realized volatility.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: BoundedVariance
domain_of:
- BoundedVariance
range: boolean
required: true