PriceTypeEnum
Enum CDM 7.2.0Provides enumerated values for types of prices in the Price data type in order to explain how to interpret the amount and use it in calculations.
Values 10
Namespace cdm.observable.asset
Values
10 permitted values.
| Value | Description |
|---|---|
| AssetPrice | Denotes a price expressed as a cash amount in a given currency to purchase a unit of an asset (e.g. a security or a commodity). |
| Premium | Denotes the amount payable by the buyer to the seller for an option. The premium is paid on the specified premium payment date or on each premium payment date if specified. |
| Correlation | Denotes a price expressed as the weighted average of all pairwise correlation coefficients. |
| Dividend | Denotes a price expressed as the dividend payment from a index or share. |
| ExchangeRate | Denotes a rate to convert one currency or other measure of value to another. Foreign Exchange rates are represented in decimals, e.g. {amount, unitOfAmount, PerUnitOfAmount} = [1.23, USD, GBP] = USD 1.23 for every 1 GBP. |
| InterestRate | Denotes a price expressed as a rate to be applied to quantity/notional amount and represented as decimal, e.g. {amount, unitOfAmount, PerUnitOfAmount} = [0.08, EUR, EUR] = 8% of the EUR notional quantity/amount or 8 cents for every EUR of notional amount. |
| provision | — |
| provision | — |
| Variance | Denotes a price expressed as the the arithmetic average of the squared differences from the mean value of an observable price. |
| Volatility | Denotes a price expressed as the the square root of the arithmetic average of the squared differences from the mean value of an observable price. |
Referenced by
1 type holds a PriceTypeEnum 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.
| Function | Role | Description |
|---|---|---|
| FilterPrice | takes | Filter list of prices based on price type. |
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