| Code |
Meaning |
Description |
| ACCRUED_INTEREST |
Accrued Interest |
|
| BASE_CCY |
Base Currency |
|
| BASE_CCY_AMOUNT |
Base Currency Amount |
|
| BOND_ISSUE_CODE |
Issue |
|
| BUY_AMOUNT |
Buy Amount |
|
| BUY_CCY |
Buy Currency |
|
| CALL_OR_PUT |
Option Type |
|
| CLIENT_CODE |
Client |
|
| COMPANY_CODE |
Company |
|
| CONTRA_CCY |
Contra Currency |
|
| CONTRA_CCY_AMOUNT |
Contra Currency Amount |
|
| CONVEXITY |
Convexity |
|
| COUPON_FREQUENCY |
Coupon Frequency |
|
| COUPON_RATE |
Coupon Rate |
|
| CPARTY_CODE |
Counterparty |
|
| DAYS |
Days |
|
| DAY_COUNT_BASIS |
Day Count Basis |
|
| DEALER_CODE |
Dealer |
|
| DEAL_CCY |
Currency |
|
| DEAL_DATE |
Deal Date |
|
| DEAL_NO |
Deal Number |
|
| DEAL_SUBTYPE |
Deal Subtype |
|
| DEAL_TYPE |
Deal Type |
|
| DELTA |
Delta |
|
| DOMESTIC_AMOUNT |
Domestic Currency Amount |
|
| DOMESTIC_CCY |
Domestic Currency |
|
| DURATION |
Duration |
|
| END_DATE |
End Date |
|
| EXPIRATION_DATE |
Expiration Date |
|
| FAIR_VALUE |
Fair Value |
|
| FOREIGN_AMOUNT |
Foreign Currency Amount |
|
| FOREIGN_CCY |
Foreign Currency |
|
| FX_REVAL_RATE |
Revaluation Foreign Exchange Rate |
|
| FX_TRANS_RATE |
Transaction Foreign Exchange Rate |
|
| GAMMA |
Gamma |
|
| GAP_AMOUNT |
Gap Amount |
|
| GAP_DATE |
Gap Date |
|
| INITIAL_BASIS |
Initial Interest Basis |
|
| INSTR_TYPE |
Instrument Type |
|
| INTEREST_BASIS |
Interest Basis |
|
| INT_REF |
Interest Reference |
|
| INT_SWAP_REF |
Swap Reference |
|
| ISSUER_CODE |
Issuer |
|
| KNOCK_EXECUTE_DATE |
Knock Execute Date |
|
| KNOCK_LEVEL |
Knock Level |
|
| KNOCK_TYPE |
Knock Type |
|
| LINK_CODE |
Link Code |
|
| MARGIN |
Margin |
|
| MARKET_DATA_SET |
Market Data Set |
|
| MARKET_TYPE |
Market Type |
|
| MATURITY_AMOUNT |
Maturity Amount |
|
| MATURITY_DATE |
Maturity Date |
|
| MM_FX_INSTR_TYPE |
Money Market Instrument Type |
|
| MM_REVAL_RATE |
Revaluation Interest Rate |
|
| MM_TRANS_RATE |
Transaction Interest Rate |
|
| MODIFIED_DURATION |
Modified Duration |
|
| NEXT_COUPON_DATE |
Next Coupon Date |
|
| NUMBER_DEALS |
Number of Deals |
|
| OPTION_STYLE |
Option Style |
|
| OUTSTANDING_AMOUNT |
Outstanding Amount |
|
| PORTFOLIO_CODE |
Portfolio |
|
| POS_BPV |
Position BPV |
|
| POS_DELTA |
Position Delta |
|
| POS_GAMMA |
Position Gamma |
|
| POS_RHO |
Position Rho |
|
| POS_RHO_BASE |
Position Rho Base |
|
| POS_RHO_CONTRA |
Position Rho Contra |
|
| POS_RHO_DOMESTIC |
Position Rho Domestic |
|
| POS_RHO_FOREIGN |
Position Rho Foreign |
|
| POS_THETA |
Position Theta |
|
| POS_VEGA |
Position Vega |
|
| PREMIUM_AMOUNT |
Premium Amount |
|
| PRICING_MODEL |
Pricing Model |
|
| PRODUCT_TYPE |
Product Type |
|
| QUANTITY_REMAINING |
Outstanding Quantity |
|
| REF_SPOT_RATE |
Reference Spot Rate |
|
| REVALUATION_PRICE |
Revaluation Price |
|
| RHO |
Rho |
|
| RHO_BASE |
Rho Base |
|
| RHO_CONTRA |
Rho Contra |
|
| RHO_DOMESTIC |
Rho Domestic |
|
| RHO_FOREIGN |
Rho Foreign |
|
| SECURITY_ID |
Security ID |
|
| SELL_AMOUNT |
Sell Amount |
|
| SELL_CCY |
Sell Currency |
|
| SOB_CCY |
Set of Books Currency |
|
| START_DATE |
Start Date |
|
| THETA |
Theta |
|
| TRANSACTION_NO |
Transaction Number |
|
| TRANSACTION_PRICE |
Transaction Price |
|
| VALUE_DATE |
Value Date |
|
| VEGA |
Vega |
|
| VOLATILITY |
Volatility |
|
| YIELD_TO_MATURITY |
Yield to Maturity |
|
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