.cdm-java.6.0.0-dev.72.source-code.cdm-observable-asset-PriceTypeEnum.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$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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