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common-domain-model

Slot: delta

The ratio of the change in the price of a derivative transaction to the change in the price of the underlying. This field is applicable only to options and swaptions.

URI: common_domain_model:delta

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
Valuation Defines the value of an investment, asset, or security no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range Decimal
Domain Of Valuation

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner Valuation

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:delta
native common_domain_model:delta

LinkML Source

Section titled “LinkML Source”
name: delta
description: The ratio of the change in the price of a derivative transaction to the
  change in the price of the underlying. This field is applicable only to options
  and swaptions.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: Valuation
domain_of:
- Valuation
range: decimal