QuotationCharacteristics

A type representing a set of characteristics that describe a quotation.

Complex type information

Sequence [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.
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.
side [0..1] The side (bid/mid/ask) of the measure.
currency [0..1] The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
currencyType [0..1] The optional currency that the measure is expressed in. If not supplied, this is defaulted from the reportingCurrency in the valuationScenarioDefinition.
timing [0..1] When during a day the quote is for. Typically, if this element is supplied, the QuoteLocation needs also to be supplied.

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.

informationSource [0..*] The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
time [0..1] When the quote was observed or derived.
valuationDate [0..1] When the quote was computed.
expiryTime [0..1] When does the quote cease to be valid.
cashflowType [0..1] For cash flows, the type of the cash flows. Examples include: Coupon payment, Premium Fee, Settlement Fee, Brokerage Fee, etc.

None