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common-domain-model

Slot: volatilityCapFactor

Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. The Calculated VolCapAmt can be optionally provided.

URI: common_domain_model:volatilityCapFactor

Applicable Classes

Section titled “Applicable Classes”
Name Description Modifies Slot
VolatilityCapFloor Contains volatility-based barriers no

Properties

Section titled “Properties”

Type and Range

Section titled “Type and Range”
Property Value
Range Decimal
Domain Of VolatilityCapFloor

Slot Characteristics

Section titled “Slot Characteristics”
Property Value
Owner VolatilityCapFloor

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:volatilityCapFactor
native common_domain_model:volatilityCapFactor

LinkML Source

Section titled “LinkML Source”
name: volatilityCapFactor
description: Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives
  Definitions. The Calculated VolCapAmt can be optionally provided.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: VolatilityCapFloor
domain_of:
- VolatilityCapFloor
range: decimal