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Enum: FinancialUnitEnum

Provides enumerated values for financial units, generally used in the context of defining quantities for securities.

URI: common_domain_model:FinancialUnitEnum

Permissible Values

Value Meaning Description
Contract None Denotes financial contracts, such as listed futures and options
ContractualProduct None Denotes a Contractual Product as defined in the CDM
IndexUnit None Denotes a price expressed in index points, e
LogNormalVolatility None Denotes a log normal volatility, expressed in %/month, where the percentage i...
Share None Denotes the number of units of financial stock shares
ValuePerDay None Denotes a value (expressed in currency units) for a one day change in a valua...
ValuePerPercent None Denotes a value (expressed in currency units) per percent change in the under...
Weight None Denotes a quantity (expressed as a decimal value) represented the weight of a...

Slots

Name Description
financialUnit Provides an enumerated value for financial units, generally used in the conte...

Identifier and Mapping Information

Schema Source

LinkML Source

name: FinancialUnitEnum
description: Provides enumerated values for financial units, generally used in the
  context of defining quantities for securities.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Contract:
    text: Contract
    description: Denotes financial contracts, such as listed futures and options.
  ContractualProduct:
    text: ContractualProduct
    description: Denotes a Contractual Product as defined in the CDM.  This unit type
      would be used when the price applies to the whole product, for example, in the
      case of a premium expressed as a cash amount.
  IndexUnit:
    text: IndexUnit
    description: Denotes a price expressed in index points, e.g. for a stock index.
  LogNormalVolatility:
    text: LogNormalVolatility
    description: Denotes a log normal volatility, expressed in %/month, where the
      percentage is represented as a decimal. For example, 0.15 means a log-normal
      volatility of 15% per month.
  Share:
    text: Share
    description: Denotes the number of units of financial stock shares.
  ValuePerDay:
    text: ValuePerDay
    description: Denotes a value (expressed in currency units) for a one day change
      in a valuation date, which is typically used for expressing sensitivity to the
      passage of time, also known as theta risk, or carry, or other names.
  ValuePerPercent:
    text: ValuePerPercent
    description: Denotes a value (expressed in currency units) per percent change
      in the underlying rate which is typically used for expressing sensitivity to
      volatility changes, also known as vega risk.
  Weight:
    text: Weight
    description: Denotes a quantity (expressed as a decimal value) represented the
      weight of a component in a basket.