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

• from schema: https://w3id.org/lmodel/common-domain-model

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.