ISO 19312 Pricing - Business Components

Definition: Characteristics related to the analytics.
Elements: Value - Result of the defined analytics calculation.; CalculationType - Specifies the type of calculation.; ValueDate - "Date/time on which the calculation is based, eg, valuation on October 1 (price date) based on price of September 19 ( value date)."; ValuePeriod - Period on which the calculation is based.; EstimatedInterestRate - Estimated per annum ratio of interest paid to the principal amount of the financial instrument for a specific period of time.; VariableRateValueDate - Date/time as of which the variable rate is valid.

Definition: Characteristics related to the duration.
Elements: Value - Result of the duration calculation in number of years.; CalculationType - Specifies the type of calculation.; ValueDate - "Date/time on which the calculation is based, eg, valuation on October 1 (price date) based on price of September 19 ( value date)."; ValuePeriod - Period on which the calculation is based.; EstimatedInterestRate - Estimated per annum ratio of interest paid to the principal amount of the financial instrument for a specific period of time.; VariableRateValueDate - Date/time as of which the variable rate is valid.

Definition: Characteristics related to the life.
Elements: Value - Result of the life calculation in number of years.; CalculationType - Specifies the type of calculation.; ValueDate - "Date/time on which the calculation is based, eg, valuation on October 1 (price date) based on price of September 19 ( value date)."; ValuePeriod - Period on which the calculation is based.; EstimatedInterestRate - Estimated per annum ratio of interest paid to the principal amount of the financial instrument for a specific period of time.; VariableRateValueDate - Date/time as of which the variable rate is valid.

Definition: Characteristics related to the price of the security.
Elements: PriceType - Specifies the type of price and information about the price.; Price - "Value of the price, eg, as a currency and value per unit or as a percentage."; Date - "Date/time of the price. For CIV, this is the NAV date."; Size - Number of units/contracts (amount of debt) behind the price.; PriceFactType - Specifies the observed limits or specific price condition.; PriceFactPeriod - Period during which the price fact type is valid.; MarketIdentification - Market on which this price is valid.; NumberOfDaysAccrued - Number of days on which the interest rate accrues (daily accrual note).; AccruedInterestRate - Rate of interest accrued.; DeclarationDate - Date/time of the net asset value publication.; Factor - Current factor related to this price.; NumberOfOpenContracts - Number of open contracts (for traded options).; Volume - Number of units/contracts (amount of debt) traded on the price date.; PriceCondition - Special conditions for trade/quote.

Definition: Characteristics related to the yield.
Elements: Value - Result of the yield calculation.; CalculationType - Specifies the type of calculation.; ValueDate - "Date/time on which the calculation is based, eg, valuation on October 1 (price date) based on price of September 19 ( value date)."; ValuePeriod - Period on which the calculation is based.; EstimatedInterestRate - Estimated per annum ratio of interest paid to the principal amount of the financial instrument for a specific period of time.; VariableRateValueDate - Date/time as of which the variable rate is valid.

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