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common-domain-model

Slot: rollSourceCalendar

Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if Future is chosen, the pricing will roll to the next futures contract on expiration, if ListedOption is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.

URI: common_domain_model:rollSourceCalendar

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
RollFeature Used in conjunction with an exchange-based pricing source no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range RollSourceCalendarEnum
Domain Of RollFeature

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner RollFeature

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:rollSourceCalendar
native common_domain_model:rollSourceCalendar

LinkML Source

Section titled “LinkML Source”
name: rollSourceCalendar
description: Used in conjunction with an exchange-based pricing source. Identifies
  a date source calendar from which the pricing dates and thus roll to the next contract
  will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract,
  if Future is chosen, the pricing will roll to the next futures contract on expiration,
  if ListedOption is chosen, the pricing will roll to the next futures contract on
  the Option expiration date which is three business days before the expiration of
  the NYMEX WTI futures contract.) Omitting this element will result in the default
  behavior expected with the pricing source described within the commodity element.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: RollFeature
domain_of:
- RollFeature
range: RollSourceCalendarEnum