QuotationCharacteristics.model

A group collecting a set of characteristics that can be used to describe a quotation.

Group information

Content

• Sequence [1..1]
  1. measureType [0..1]    The type of the value that is measured. This could be an NPV, a cash flow, a clean price, etc.
  2. quoteUnits [0..1]    The optional units that the measure is expressed in. If not supplied, this is assumed to be a price/value in currency units.
  3. side [0..1]    The side (bid/mid/ask) of the measure.
  4. currency [0..1]    The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
  5. currencyType [0..1]    The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
  6. timing [0..1]    When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.
  from group QuoteLocation.model
  Choice [0..1]
  • businessCenter    A city or other business center.
  • exchangeId    The exchange (e.g. stock or futures exchange) from which the quote is obtained.
  7. informationSource [0..*]    The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
  8. time [0..1]    When the quote was observed or derived.
  9. valuationDate [0..1]    When the quote was computed.
  10. expiryTime [0..1]    When does the quote cease to be valid.
  11. cashflowType [0..1]    For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.

Used in

• Group Quotation.model
• Type QuotationCharacteristics (Element quotationCharacteristics)