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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.event.common",
  "type": "object",
  "title": "Valuation",
  "description": "Defines the value of an investment, asset, or security",
  "properties": {
    "amount": {
      "description": "Current value of the outstanding contract",
      "$ref": "cdm-observable-asset-Money.schema.json"
    },
    "timestamp": {
      "description": "Date and time of the last valuation marked to market, provided by the central counterparty (CCP) or calculated using the current or last available market price of the inputs.",
      "type": "string"
    },
    "method": {
      "description": "Method used for the valuation of the transaction by the valuation party.",
      "$ref": "cdm-event-common-ValuationTypeEnum.schema.json"
    },
    "source": {
      "description": "Source of the valuation of the transaction by the valuation party.",
      "$ref": "cdm-event-common-ValuationSourceEnum.schema.json"
    },
    "delta": {
      "description": "The ratio of the change in the price of a derivative transaction to the change in the price of the underlying. This field is applicable only to options and swaptions.",
      "type": "number"
    },
    "valuationTiming": {
      "description": "Denotes when the valuation was sourced during a business day.",
      "$ref": "cdm-event-common-PriceTimingEnum.schema.json"
    },
    "priceComponent": {
      "description": "Denotes the price used to compute the valuation.",
      "$ref": "cdm-observable-asset-Price.schema.json"
    }
  },
  "required": [
    "amount",
    "timestamp"
  ]
}