Enum: PriceTypeEnum

Provides enumerated values for types of prices in the Price data type in order to explain how to interpret the amount and use it in calculations.

URI: common_domain_model:PriceTypeEnum

Permissible Values

Value	Meaning	Description
AssetPrice	None	Denotes a price expressed as a cash amount in a given currency to purchase a …
Premium	None	Denotes the amount payable by the buyer to the seller for an option
Correlation	None	Denotes a price expressed as the weighted average of all pairwise correlation…
Dividend	None	Denotes a price expressed as the dividend payment from a index or share
ExchangeRate	None	Denotes a rate to convert one currency or other measure of value to another
InterestRate	None	Denotes a price expressed as a rate to be applied to quantity/notional amount…
Variance	None	Denotes a price expressed as the the arithmetic average of the squared differ…
Volatility	None	Denotes a price expressed as the the square root of the arithmetic average of…

Slots

Name	Description
priceType	Specifies the price type as an enumeration: interest rate, exchange rate, ass…

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: PriceTypeEnum
description: Provides enumerated values for types of prices in the Price data type
  in order to explain how to interpret the amount and use it in calculations.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  AssetPrice:
    text: AssetPrice
    description: Denotes a price expressed as a cash amount in a given currency to
      purchase a unit of an asset (e.g. a security or a commodity).
  Premium:
    text: Premium
    description: Denotes the amount payable by the buyer to the seller for an option.
      The premium is paid on the specified premium payment date or on each premium
      payment date if specified.
  Correlation:
    text: Correlation
    description: Denotes a price expressed as the weighted average of all pairwise
      correlation coefficients.
  Dividend:
    text: Dividend
    description: Denotes a price expressed as the dividend payment from a index or
      share.
  ExchangeRate:
    text: ExchangeRate
    description: Denotes a rate to convert one currency or other measure of value
      to another. Foreign Exchange rates are represented in decimals, e.g. {amount,
      unitOfAmount, PerUnitOfAmount} = [1.23, USD, GBP] = USD 1.23 for every 1 GBP.
  InterestRate:
    text: InterestRate
    description: Denotes a price expressed as a rate to be applied to quantity/notional
      amount and represented as decimal, e.g. {amount, unitOfAmount, PerUnitOfAmount}
      = [0.08, EUR, EUR] = 8% of the EUR notional quantity/amount or 8 cents for every
      EUR of notional amount.
    annotations:
      doc_reference:
        tag: doc_reference
        value: ICMA GMRA namingConvention Pricing Rate | ICMA ERCCBestPractice namingConvention
          Pricing Rate
  Variance:
    text: Variance
    description: Denotes a price expressed as the the arithmetic average of the squared
      differences from the mean value of an observable price.
  Volatility:
    text: Volatility
    description: Denotes a price expressed as the the square root of the arithmetic
      average of the squared differences from the mean value of an observable price.