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

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. |