Slot: unadjustedVarianceCap

For use when varianceCap is applicable. Contains the scaling factor of the Variance Cap that can differ on a trade-by-trade basis in the European market. For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap of 2.5.

URI: common_domain_model:unadjustedVarianceCap

Applicable Classes

Name	Description	Modifies Slot
VarianceCapFloor		no

Properties

Type and Range

Property	Value
Range	Decimal
Domain Of	VarianceCapFloor

Slot Characteristics

Property	Value
Owner	VarianceCapFloor

Identifier and Mapping Information

Schema Source

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

Mappings

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

LinkML Source

name: unadjustedVarianceCap
description: For use when varianceCap is applicable. Contains the scaling factor of
  the Variance Cap that can differ on a trade-by-trade basis in the European market.
  For example, a Variance Cap of 2.5^2 x Variance Strike Price has an unadjustedVarianceCap
  of 2.5.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: VarianceCapFloor
domain_of:
- VarianceCapFloor
range: decimal