FINXIS.

PriceExpressionEnum

Enum CDM 7.2.0

Enumerated values to specify whether the price is expressed in absolute or relative terms.

Values 4
Namespace cdm.observable.asset

Values

4 permitted values.

ValueDescription
AbsoluteTerms The price is expressed as an absolute amount.
PercentageOfNotional The price is expressed in percentage of the notional amount.
ParValueFraction Denotes a price expressed in percentage of face value with fractions which is used for quoting bonds, e.g. 101 3/8 indicates that the buyer will pay 101.375 of the face value.
PerOption Denotes a price expressed per number of options.

Referenced by

1 type holds a PriceExpressionEnum as an attribute.

Functions

Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.

FunctionRoleDescription
MapPriceExpressionEnum returns —
FilterPrice takes Filter list of prices based on price type.

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Parsed from CDM 7.2.0 · observable-asset-enum.rosetta cdm.observable.asset