Price

A type describing the strike price.

Complex type 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 by

• Element price
• Element underlyerPrice
• Element initialPrice via derived type ReturnLegValuationPrice
• Element valuationPriceFinal via derived type ReturnLegValuationPrice
• Element valuationPriceInterim via derived type ReturnLegValuationPrice

Type inheritance chain

• Price
  • extended by ReturnLegValuationPrice