Allowances | FpML | Environmental allowance certificates. |
Amount | FpML | A numerical amount (typically a currency amount), expressed as a decimal value. |
BasisPoints | FpML | A value expressed in terms of one hundredths of a percent, i.e. 5 means 5 basis points (bp) or 0.05%. |
BasisPointValue | FpML | The value (expressed in currency units) per basis point change in the underlying rate. Typically used for expressing sensitivity to interest rate chages ("IR delta" risk, "rho" risk). |
BasisPointValuePerBasisPoint | FpML | The Basis Point Value (BPV) (expressed in currency units per basis point) per basis point change in the underlying rate. Typically used for expressing second order sensitivity to interest rate changes (IR "gamma" risk, "convexity"). |
BBL | FpML | Barrel. |
BCF | FpML | Billion cubic feet. |
BSH | FpML | Bushel - When associated with a specific commodity, e.g. Barley, implies standard unit of weight, in this case 48 lb or 21.7725 kg. |
BTU | FpML | British Thermal Unit. |
CDD | FpML | Cooling Degree Day. |
CPD | FpML | Critical Precipitation Day. |
dag | FpML | 10 grams. Used in precious metals contracts (e.g MCX). |
Day | FpML | Day (commonly used in Time Charter trades). |
Discount | FpML | A discount factor expressed as a decimal, e.g. 0.95. |
dmtu | FpML | Dry Metric Ton (Tonne) Units – Consists of a metric ton of mass excluding moisture. |
DTH | FpML | Dekatherm. |
ExchangeRate | FpML | A dimensionless conversion rate, e.g. 1.2. Typically used for FX. |
FEU | FpML | 40 ft. Equivalent Unit container. |
GAL | FpML | Gallon. |
GJ | FpML | Gigajoule. |
GW | FpML | Gigawatt. |
GWh | FpML | Gigawatt-hour. |
HDD | FpML | Heating Degree Day. |
hL | FpML | Hectolitre. |
IndexUnits | FpML | A price, expressed in index units. |
Ingot | FpML | Ingot. |
IRFuturesPrice | FpML | A IMM futures style price, e.g. 9750 is equivalent to 2.5%. |
KG | FpML | Kilogram. |
kL | FpML | Kilolitre. |
KW | FpML | Kilowatt. |
KWh | FpML | Kilowatt-hour. |
L | FpML | Litre. |
LB | FpML | Pound. |
LogNormalVolatility | FpML | A log normal volatility, expressed in %/month, where the percentage is represented as a decimal. For example, 0.15 means a log-normal volatility of 15% per month. |
MB | FpML | Thousand Barrels (BBL). |
MBF | FpML | Thousand board feet. Used in contracts on forestry underlyers. |
MJ | FpML | Megajoule. |
MMBF | FpML | Million board feet. Used in contracts on forestry underlyers. |
MMBTU | FpML | Million British Thermal Units. |
msf | FpML | Thousand (1,000) square feet. |
MT | FpML | Metric Tonne. |
MW | FpML | Megawatt. |
MWh | FpML | Megawatt-hour. |
ozt | FpML | Troy Ounce. |
ParValueDecimal | FpML | A price, expressed in percentage of face value as a decimal, e.g. 101.5. |
ParValueFraction | FpML | A price, expressed in percentage of face value with fractions, e.g. 101 3/8. Normally used for quoting bonds. |
Percentage | FpML | A percentage values expressed as a decimal, i.e. 0.05 means 5%. |
Price | FpML | A price, expressed in currency units. |
Rate | FpML | A yield (typically an interest rate) expressed as a decimal. I.e. 0.05 means 5%. |
Shares | FpML | The number of units of stock. Typically used for expressing sensitivity to equity prices (equity "delta" risk). |
Spread | FpML | A difference in rates or prices expressed as a decimal. I.e. 0.05 means 5%. |
st | FpML | Short Ton. |
st | FpML | Short Ton. |
t | FpML | (Long) Ton. |
TEU | FpML | 20 ft. Equivalent Unit container. |
Therm | FpML | Therm. |
UpfrontPoints | FpML | A difference in rates (typically FX rates) expressed as a decimal value. |
ValuePerDay | FpML | The value (expressed in currency units) for a one day change in a valuation date. Typically used for expressing sensitivity to the passage of time ("theta" risk, "carry", etc.). |
ValuePerPercent | FpML | The value (expressed in currency units) per percent change in the underlying rate. Typically used for expressing sensitivity to volatility changes ("vega" risk). |
Temperature | NSD | Temperature. |
gram | NSD | Gram. |