Specifies the units in which a price is quoted. priceQuoteUnitsScheme 1-1 http://www.fpml.org/coding-scheme/price-quote-units http://www.fpml.org/coding-scheme/price-quote-units-1-1 http://www.fpml.org/coding-scheme/price-quote-units-1-1.xml Code 60 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 [?] . 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). THM FpML Therm BTU FpML British Thermal Unit MMBTU FpML Million British Thermal Units BBL FpML Barrel MJ FpML Megajoule GJ FpML Gigajoule HL FpML Hectolitre KL FpML Kilolitre KWH FpML Kilowatt-hour MWH FpML Megawatt-hour GAL FpML Gallon KG FpML Kilogram LB FpML Pound MT FpML Metric Tonne