http://hedgefundontology.com/hfr/form/PFFormFiling.ttl#HedgeFundOptionImpliedVolatilitiesMarketFactorChangeCodeType
Class 'pfrd-sec:Hedge fund option implied volatilities market factor change code type'

HedgeFundOptionImpliedVolatilitiesMarketFactorChangeCodeType

owl:Class

Elements of this type represent the Option Implied Volatilities Market Factor Effect Change Code Type for submitting Hedge fund positions. Allowed values (code-description) are: OPT_IMP_VOL_INC_4 - Implied volatilities increase 4 percentage points OPT_IMP_VOL_DEC_4 - Implied volatilities decrease 4 percentage points OPT_IMP_VOL_INC_10 - Implied volatilities increase 10 percentage points OPT_IMP_VOL_DEC_10 - Implied volatilities decrease 10 percentage points

Hedge fund option implied volatilities market factor change code type

dtype:value max 1

dtype:value only pfrd-sec:String preserve white spaces datatype

pfrd-sec:Enumerated value

[pfrd-sec:OPT IMP VOL DEC 10, pfrd-sec:OPT IMP VOL DEC 4, pfrd-sec:OPT IMP VOL INC 10, pfrd-sec:OPT IMP VOL INC 4]

References
as rdfs:subClassOf (pfrd-sec:PFSection2b item CHedge fund option implied volatilities market factor effect type)