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.cdm-java.6.0.0-dev.72.source-code.cdm-observable-asset-PriceTypeEnum.schema.json Maven / Gradle / Ivy

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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset",
  "type": "string",
  "title": "PriceTypeEnum",
  "description": "Provides 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.",
  "enum": [
    "AssetPrice",
    "CashPrice",
    "Correlation",
    "Dividend",
    "ExchangeRate",
    "InterestRate",
    "Variance",
    "Volatility"
  ],
  "oneOf": [
    {
      "enum": [
        "AssetPrice"
      ],
      "title": "AssetPrice",
      "description": "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)."
    },
    
    {
      "enum": [
        "CashPrice"
      ],
      "title": "CashPrice",
      "description": "Denotes a price expressed as a cash amount for an upfront fee or other purposes. For example, {amount, unitOfAmount, PerUnitOfAmount} = [12,500, USD, null] = USD 12,500."
    },
    
    {
      "enum": [
        "Correlation"
      ],
      "title": "Correlation",
      "description": "Denotes a price expressed as the weighted average of all pairwise correlation coefficients."
    },
    
    {
      "enum": [
        "Dividend"
      ],
      "title": "Dividend",
      "description": "Denotes a price expressed as the dividend payment from a index or share."
    },
    
    {
      "enum": [
        "ExchangeRate"
      ],
      "title": "ExchangeRate",
      "description": "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."
    },
    
    {
      "enum": [
        "InterestRate"
      ],
      "title": "InterestRate",
      "description": "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."
    },
    
    {
      "enum": [
        "Variance"
      ],
      "title": "Variance",
      "description": "Denotes a price expressed as the the arithmetic average of the squared differences from the mean value of an observable price."
    },
    
    {
      "enum": [
        "Volatility"
      ],
      "title": "Volatility",
      "description": "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."
    }
  ]
}




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