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common-domain-model

Slot: vegaNotionalAmount

Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily represent the Vega Risk of the trade.

URI: common_domain_model:vegaNotionalAmount

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
VarianceReturnTerms no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range NonNegativeQuantitySchedule
Domain Of VarianceReturnTerms

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner VarianceReturnTerms

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:vegaNotionalAmount
native common_domain_model:vegaNotionalAmount

LinkML Source

Section titled “LinkML Source”
name: vegaNotionalAmount
description: Vega Notional represents the approximate gain/loss at maturity for a
  1% difference between RVol (realised vol) and KVol (strike vol). It does not necessarily
  represent the Vega Risk of the trade.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: VarianceReturnTerms
domain_of:
- VarianceReturnTerms
range: NonNegativeQuantitySchedule