Specifies the units in which a price is quoted. 2012-09-14 priceQuoteUnitsScheme 1-6 http://www.fpml.org/coding-scheme/price-quote-units http://www.fpml.org/coding-scheme/price-quote-units-1-6 http://www.fpml.org/coding-scheme/price-quote-units-1-6.xml Code 63 Source Description key Price FpML A price, expressed in currency units. 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. Rate FpML A yield (typically an interest rate) expressed as a decimal. I.e. 0.05 means 5%. Discount FpML A discount factor expressed as a decimal, e.g. 0.95. IRFuturesPrice FpML A IMM futures style price, e.g. 9750 is equivalent to 2.5%. ExchangeRate FpML A dimensionless conversion rate, e.g. 1.2. Typically used for FX. 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. 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"). 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). 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.). Shares FpML The number of units of stock. Typically used for expressing sensitivity to equity prices (equity "delta" risk). Therm FpML Therm. DTH FpML Dekatherm. BTU FpML British Thermal Unit. MMBTU FpML Million British Thermal Units. MB FpML Thousand Barrels (BBL). BBL FpML Barrel. CBU FpML Corn Bushel. OBU FpML Oats Bushel. SBU FpML Soybean Bushel. WBU FpML Wheat Bushel. MJ FpML Megajoule. GJ FpML Gigajoule. hL FpML Hectolitre. kL FpML Kilolitre. L FpML Litre. KW FpML Kilowatt. MW FpML Megawatt. GW FpML Gigawatt. KWh FpML Kilowatt-hour. MWh FpML Megawatt-hour. GWh FpML Gigawatt-hour. GAL FpML Gallon. KG FpML Kilogram. LB FpML Pound. MT FpML Metric Tonne. t FpML (Long) Ton. st FpML Short Ton. cwt FpML Hundredweight. Ingot FpML Ingot. ozt FpML Troy Ounce. Day FpML Day (commonly used in Time Charter trades). Allowances FpML Environmental allowance certificates. CDD FpML Cooling Degree Day. CPD FpML Critical Precipitation Day. HDD FpML Heating Degree Day. Percentage FpML A percentage values expressed as a decimal, i.e. .05 means 5%. Amount FpML A numerical amount (typically a currency amount), expressed as a decimal value. Spread FpML A difference in rates or prices expressed as a decimal. I.e. 0.05 means 5%. UpfrontPoints FpML A difference in rates (typically FX rates) 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%.