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


sxml:tag
HedgeFundOptionImpliedVolatilitiesMarketFactorChangeCodeType
rdf:type
owl:Class
rdfs:comment
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
rdfs:label
Hedge fund option implied volatilities market factor change code type
rdfs:subClassOf
dtype:value max 1
dtype:value only pfrd-sec:String preserve white spaces datatype
pfrd-sec:Enumerated value
owl:oneOf
[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]
Instances
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

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