BondValuationPrice

A type for specifying a bond price.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
Choice begin
Branch1
determinationMethod	DeterminationMethod	Specifies the method according to which a price, an amount or a date is determined.	Determination method.		1-1, mre, mfr
Branch2
cleanPrice	xsd:decimal	Bond clean price, expressed in percentage points, 100 is the initial value of the bond.	Bond clean price.		1-1, mre, mfr, afr
accruals	xsd:decimal	Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.	Accruals.		0-1, mfr
dirtyPrice	xsd:decimal	Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.	Bond dirty price.		0-1, afr
relativePrice	RelativePrice	Bond price relative to a Benchmark.	Relative price.		0-1, ncf	This is not used in messages to the repository.
yieldToMaturity	xsd:decimal	Defines Yield to Maturity.	Yield to Maturity.		0-1, ncf	This is not used in messages to the repository.
inflationFactor	xsd:decimal	The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.	Inflation factor.		0-1, ncf	This is not used in messages to the repository.
interestStartDate	AdjustableOrRelativeDate	Start date for interest calculations.	Interest start date.		0-1, ncf	This is not used in messages to the repository.
pool	AssetPool	Characterise an asset pool, such as the MBS pool on a collateralised repo.	Asset pool.		0-1, ncf	This is not used in messages to the repository.
Choice end
valuationRules	BondValuation	Specifies valuation rules.	Valuation rules.		1-1, mre

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BondValuationPrice

A choice of the bond price specification.

determinationMethod(DeterminationMethod)

	Specifies the method according to which a price, an amount or a date is determined.

Group

cleanPrice(decimal)

	Bond clean price, expressed in percentage points, 100 is the initial value of the bond.

accruals(decimal)

	Accruals, relationship is clean price and accruals equals dirty price, all prices are expressed in percentage points, 100 is the initial value of the bond.

dirtyPrice(decimal)

Bond dirty price, expressed in percentage points, 100 is the initial value of the bond.

valuationRules(BondValuation)

	Specifies valuation rules.

A choice of the valuation dates specification.

valuationDate(AdjustableDateOrRelativeDateSequence)

	The term "Valuation Date" is assumed to have the meaning as defined in the Standard terms of bond derivatives transactions, part of Russian 2009 and 2011 Standard documentation for derivatives transactiona in the financial markets.

A choice of the date specification.

adjustableDate(AdjustableDate)

	A date that shall be subject to adjustment if it would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

valuationDates(AdjustableRelativeOrPeriodicDates)

	Specifies the interim bond valuation dates of a swap.

A choice of the dates specification.

adjustableDates(AdjustableDates)

	A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.

valuationTimeType(TimeTypeEnum)

	The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
	Close;Open;OSP;SpecificTime;XETRA;DerivativesClose;AsSpecifiedInMasterConfirmation;

valuationTime(BusinessCenterTime)

The specific time of day at which the calculation agent values the underlying. The term "Valuation Time" is assumed to have the meaning as defined in the Standard terms of bond derivatives transactions, part of Russian 2009 and 2011 Standard documentation for derivatives transactiona in the financial markets.

hourMinuteTime(HourMinuteTime)

	A time specified in hh:mm:ss format where the second component must be '00', e.g. 11am would be represented as 11:00:00.
	[0-2][0-9]:[0-5][0-9]:00;

businessCenter(BusinessCenter)

	Defines business day calendar used in determining whether a day is a business day or not. A list of business day calendar locations may be ordered in the document alphabetically based on business day calendar location code.