Slot: relevantUnderlyingDate

The effective date on the underlying product if the option is exercised. For example, for a swaption it is the swap effective date, for an option on an FX spot or forward it is the value date for settlement, and in an extendible/cancelable provision it is the swap termination date, which is the date on which the termination is effective.’

URI: common_domain_model:relevantUnderlyingDate

Applicable Classes

Name	Description	Modifies Slot
ExerciseTerms	A class defining the exercise period for an option together with any rules go…	no

Properties

Type and Range

Property	Value
Range	AdjustableOrRelativeDates
Domain Of	ExerciseTerms

Slot Characteristics

Property	Value
Owner	ExerciseTerms

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: relevantUnderlyingDate
description: The effective date on the underlying product if the option is exercised.
  For example, for a swaption it is the swap effective date, for an option on an FX
  spot or forward it is the value date for settlement, and in an extendible/cancelable
  provision it is the swap termination date, which is the date on which the termination
  is effective.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ExerciseTerms
domain_of:
- ExerciseTerms
range: AdjustableOrRelativeDates