price

Element information

Content

• Sequence [1..1]
  1. commission [0..1]    This optional component specifies the commission to be charged for executing the hedge transactions.
  2. Choice [1..1]
     • Sequence [1..1]
       1. determinationMethod [1..1]    Specifies the method according to which an amount or a date is determined.
       from group EquityPrice.model
       Sequence [0..1]
       1. grossPrice [0..1]    Specifies the price of the underlyer, before commissions.
       2. netPrice [1..1]    Specifies the price of the underlyer, net of commissions.
       3. accruedInterestPrice [0..1]    Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond. Expressed in percentage of the notional.
       4. fxConversion [0..1]    Specifies the currency conversion rate that applies to an amount. This rate can either be defined elsewhere in the document (case of a quanto swap), or explicitly described through this component.
     • amountRelativeTo    The href attribute value will be a pointer style reference to the element or component elsewhere in the document where the anchor amount is defined.
     from group EquityPrice.model
     Sequence [1..1]
     1. grossPrice [0..1]    Specifies the price of the underlyer, before commissions.
     2. netPrice [1..1]    Specifies the price of the underlyer, net of commissions.
     3. accruedInterestPrice [0..1]    Specifies the accrued interest that are part of the dirty price in the case of a fixed income security or a convertible bond. Expressed in percentage of the notional.
     4. fxConversion [0..1]    Specifies the currency conversion rate that applies to an amount. This rate can either be defined elsewhere in the document (case of a quanto swap), or explicitly described through this component.
  3. cleanNetPrice [0..1]    The net price excluding accrued interest. The "Dirty Price" for bonds is put in the "netPrice" element, which includes accrued interest. Thus netPrice - cleanNetPrice = accruedInterest. The currency and price expression for this field are the same as those for the (dirty) netPrice.
  4. quotationCharacteristics [0..1]    Allows information about how the price was quoted to be provided.

Attributes

None

Used in

• Type ForwardSale (Element forward)

Sample instance

<price>
   <commission>
      <commissionDenomination>BPS</commissionDenomination>
      <commissionAmount>1.0</commissionAmount>
      <currency>normalizedString</currency>
      <commissionPerTrade>1.0</commissionPerTrade>
      <fxRate>
         <quotedCurrencyPair>...
         </quotedCurrencyPair>
         <rate>1.0</rate>
      </fxRate>
   </commission>
   <determinationMethod>normalizedString</determinationMethod>
   <grossPrice>
      <currency>normalizedString</currency>
      <amount>1.0</amount>
      <priceExpression>AbsoluteTerms</priceExpression>
   </grossPrice>
   <netPrice>
      <currency>normalizedString</currency>
      <amount>1.0</amount>
      <priceExpression>AbsoluteTerms</priceExpression>
   </netPrice>
   <accruedInterestPrice>1.0</accruedInterestPrice>
   <fxConversion>
      <amountRelativeTo href="IDREF"/>
   </fxConversion>
   <cleanNetPrice>1.0</cleanNetPrice>
   <quotationCharacteristics>
      <measureType>normalizedString</measureType>
      <quoteUnits>normalizedString</quoteUnits>
      <side>Bid</side>
      <currency>normalizedString</currency>
      <currencyType>normalizedString</currencyType>
      <timing>normalizedString</timing>
      <businessCenter>normalizedString</businessCenter>
      <informationSource>
         <rateSource>normalizedString</rateSource>
         <rateSourcePage>normalizedString</rateSourcePage>
         <rateSourcePageHeading>string</rateSourcePageHeading>
      </informationSource>
      <time>2000-01-01T12:00:00</time>
      <valuationDate>2000-01-01</valuationDate>
      <expiryTime>2000-01-01T12:00:00</expiryTime>
      <cashflowType>normalizedString</cashflowType>
   </quotationCharacteristics>
</price>