.cdm-java.5.9.1.source-code.cdm-base-math-FinancialUnitEnum.schema.json Maven / Gradle / Ivy

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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.base.math",
  "type": "string",
  "title": "FinancialUnitEnum",
  "description": "Provides enumerated values for financial units, generally used in the context of defining quantities for securities.",
  "enum": [
    "Contract",
    "ContractualProduct",
    "IndexUnit",
    "LogNormalVolatility",
    "Share",
    "ValuePerDay",
    "ValuePerPercent",
    "Weight"
  ],
  "oneOf": [
    {
      "enum": [
        "Contract"
      ],
      "title": "Contract",
      "description": "Denotes financial contracts, such as listed futures and options."
    },
    
    {
      "enum": [
        "ContractualProduct"
      ],
      "title": "ContractualProduct",
      "description": "Denotes a Contractual Product as defined in the CDM.  This unit type would be used when the price applies to the whole product, for example, in the case of a premium expressed as a cash amount."
    },
    
    {
      "enum": [
        "IndexUnit"
      ],
      "title": "IndexUnit",
      "description": "Denotes a price expressed in index points, e.g. for a stock index."
    },
    
    {
      "enum": [
        "LogNormalVolatility"
      ],
      "title": "LogNormalVolatility",
      "description": "Denotes a log normal volatility, expressed in %/month, where the percentage is represented as a decimal. For example, 0.15 means a log-normal volatility of 15% per month."
    },
    
    {
      "enum": [
        "Share"
      ],
      "title": "Share",
      "description": "Denotes the number of units of financial stock shares."
    },
    
    {
      "enum": [
        "ValuePerDay"
      ],
      "title": "ValuePerDay",
      "description": "Denotes a value (expressed in currency units) for a one day change in a valuation date, which is typically used for expressing sensitivity to the passage of time, also known as theta risk, or carry, or other names."
    },
    
    {
      "enum": [
        "ValuePerPercent"
      ],
      "title": "ValuePerPercent",
      "description": "Denotes a value (expressed in currency units) per percent change in the underlying rate which is typically used for expressing sensitivity to volatility changes, also known as vega risk."
    },
    
    {
      "enum": [
        "Weight"
      ],
      "title": "Weight",
      "description": "Denotes a quantity (expressed as a decimal value) represented the weight of a component in a basket."
    }
  ]
}