MDDL: Content - Glossary

Tag	Type List all	Classification	Definition
MDDL 3.0-beta Glossary Click here to download as ".CSV". Click on items to sort or limit.

principalProtection	decimal	Price	Amount of principal protection provided at redemption.
valuationBase	decimal	Price	The actual value used as the basis (rather than a pointer to it).
numberHolders	decimal	Quantity	An indication of the number of holders of an asset.
amortizationBehavior	decimal	Rate	Indication of behavior of the amortization rate of the life of a debt instrument.
sinkComputationAmount	decimal	Price	The value used in the sink computation.
amountOutstanding	decimal	Amount	Amount of debt or number of shares outstanding.
maxVal	decimal	Price	The maximum value a number may take.
baseValue	decimal	Quantity	Value added to the component instrument's multiplier modified value in the basic formula (see component).
payment	decimal	Amount	The actual value for a complex payment (such as interestPayment) when a schedule is not warranted.
capped	decimal	Price	The limit or upper bound on the referenced price or amount.
revenues	decimal	Amount	The gross proceeds from delivery or sale.
change	decimal	Price	Denotes difference between this valuation and a previous valuation (per changeType).
turnover	decimal	Amount	The total amount of capital exchanging hands.
cleanup	decimal	Quantity	Exercisable when less than this quantity or percentage of a debt or debt pool remains.
weighting	decimal	Rate	Used in calculation of a component of an index per the basic index formula. See "multiplier".
close	decimal	Price	The final price as of market close (augmented by the "closeType").
multiplier	decimal	Rate	General purpose coefficient applied to the parent property's value.
componentValue	decimal	Price	The value of the underlying instrument to be used as the component value (as a result of the calculation). See component.
orders	decimal	Quantity	A count of the number of orders from a particular "marketCenter".
contractValueMultiplier	decimal	Simple	Multiplier for price of individual item to determine value of contract.
peRatio	decimal	Rate	Price/Earnings Ratio calculated by dividing the price of a stock by its earnings per share.
daysInMonth	decimal	Quantity	Count of the number of days in a standard month used in the relevant calculation.
rate	decimal	Rate	The actual value for a complex rate (such as interestRate) when a schedule is not warranted.
daysInYear	decimal	Quantity	Count of the number of days in a standard year used in the relevant calculation.
session	decimal	Simple	The trading session of a particular market.
delta	decimal	Simple	Defines the minimum change in the related property.
support	decimal	Amount	Magnitude of support provided by the indicated agent.
denomination	decimal	Price	The denomination of the instrument - the possible values of the scrip which are most likely multiples of the face value.
underwritingFees	decimal	Amount	Fees associated with underwriting the issue - may be clarified by underwritingFeesType.
dividend	decimal	Price	The share of profits distributed to a holder usually on a "per share" basis.
vwap	decimal	Price	Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day.
dividendYield	decimal	Price	Rate of return for an equity instrument. Generally expressed as a percentage or a coefficient of percentage.
accretionBehavior	decimal	Rate	Indication of behavior of the accretion rate of the life of a debt instrument.
earnings	decimal	Price	Earnings reported with an instrument (typically about the issuer) as reported by the issuer or responsible agent.
minVal	decimal	Price	The minimum value a number may take.
exercisePrice	decimal	Price	The exercise (strike) price of options, futures, warrants, etc.
nextAmount	decimal	Price	Next amount for this item (e.g. next payment amount for a bond or next call amount).
faceValue	decimal	Price	The face or par value of the instrument to be paid by the issuer at the maturity date.
open	decimal	Price	The value at the beginning of trading or opening of the market.
factor	decimal	Price	The percentage of principal outstanding as the debt instrument (mortgage) pays down.
overAllotment	decimal	Amount	The amount (or percentage) for which an instrument can be over allotted (as in Greenshoe option).
firstAmount	decimal	Price	First amount for this item (e.g. first payment amount for a bond).
penultimateAmount	decimal	Price	Next to last amount for this item (e.g. next to last payment amount for a bond).
high	decimal	Price	The highest valuation over the period specified.
precision	decimal	Simple	Defines the granularity (e.g. thousandths would be 0.001) of the related property.
increment	decimal	Price	The value at which a number (e.g. denomination) is incremented.
rank	decimal	Simple	Relative order of precedence. The value of "1" indicates the most significant or first rank.
indexBaseValue	decimal	Quantity	Value added to the indexMultiplier modified sum of the components before applying the indexWeighting. See indexValue.
rateSpread	decimal	Rate	The (typically) number of basis points above or below the benchmark value.
indexMultiplier	decimal	Simple	Used in calculation of an index per the basic index formula. Multiplied by the sum of the components before the indexBaseValue is added. See indexValue.
selectionAmount	decimal	Price	Amount (of money or value of items) for the overall selection given as an estimate per unit of the selection.
indexWeighting	decimal	Simple	Used in calculation of an index per the basic index formula. Multiplied by the indexMultiplier modified sum of the components after adding the indexBaseValue. See indexValue.
settlement	decimal	Price	Final price as dictated by the governing rules of the regulating agency (or exchange).
issueAmount	decimal	Price	Total original amount for which the issue is published.
softCall	decimal	Price	Parameters surrounding a soft call of the option.
issueFees	decimal	Price	Any fees associated with the issue - may be clarified by issueFeesType.
transferSize	decimal	Quantity	Number of items to be transferred - there may be multiple choices identified by "rank".
issuePrice	decimal	Price	The price at which this instrument was issued.
underlyingCount	decimal	Quantity	Number of underlying items applicable. DOES NOT necessarily count the number of underlying elements included.
last	decimal	Price	The last (or most recent) valuation.
unitSize	decimal	Quantity	The nominal quantity of financial instruments that must be purchased or exercised. Units defined by "unitType".
lastAmount	decimal	Price	Last amount for this item (e.g. last payment amount for a bond).
volatility	decimal	Rate	Characteristic of an instrument to rise or fall sharply in price within a short-term period. Also known as 'beta'.
low	decimal	Price	The lowest valuation over the period specified.
vwop	decimal	Price	Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open.
margin	decimal	Price	The offset applied to the base value to give the value actually used.
yield	decimal	Price	Rate of return. Generally used for debtDomain pricing.
marketCapitalization	decimal	Amount	Value of outstanding shares (price * number of shares outstanding).
maturityPrice	decimal	Price	The price of the instrument at maturity (or expiry or closing). Note that "closing" is an unfortunate use of terms here.