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common-domain-model

Slot: referencePrice

Used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price.

URI: common_domain_model:referencePrice

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
ReferenceInformation A class specifying the Credit Default Swap Reference Information no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range Price
Domain Of ReferenceInformation

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner ReferenceInformation

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:referencePrice
native common_domain_model:referencePrice

LinkML Source

Section titled “LinkML Source”
name: referencePrice
description: 'Used to determine (a) for physically settled trades, the Physical Settlement
  Amount, which equals the Floating Rate Payer Calculation Amount times the Reference
  Price and (b) for cash settled trades, the Cash Settlement Amount, which equals
  the greater of (i) the difference between the Reference Price and the Final Price
  and (ii) zero. ISDA 2003 Term: Reference Price.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ReferenceInformation
domain_of:
- ReferenceInformation
range: Price