Business Glossary
FIBO-grounded terms, business concepts they name, and the datasets that physically represent them.
| Term | Module | Definition | Steward |
|---|---|---|---|
| Account Identifier AccountIdentifier | PROJECT | Internal surrogate key uniquely identifying an account within this system. | Sarah Chen |
| Account Type AccountType | FBC | Functional kind of account: custody (holds securities), cash (holds money), margin (supports leveraged positions), prime brokerage. | Sarah Chen |
| Accrued Income AccruedIncome | FBC | Income earned but not yet received (e.g., bond coupon accruing between coupon dates). | Sarah Chen |
| Accrued Interest AccruedInterest | FBC | Interest earned on cash balances but not yet credited. | Sarah Chen |
| Allocation | FBC | Assignment of an executed quantity to a specific account, often after a block execution is split among multiple funds. | Sarah Chen |
| Allocation Identifier AllocationIdentifier | PROJECT | Internal surrogate key for an allocation. | Sarah Chen |
| Allowed Asset Classes AllowedAssetClasses | PROJECT | List of asset classes a mandate permits the fund to hold. | Sarah Chen |
| Announcement Date AnnouncementDate | CAE | Date the corporate action was first announced by the issuer. | Sarah Chen |
| As-Of Date AsOfDate | FND | The business date as of which a snapshot was taken (positions, prices, NAV, etc.). | Sarah Chen |
| Ask Price AskPrice | MD | Lowest price a seller is willing to accept. | Sarah Chen |
| Asset Class AssetClass | SEC | Top-level kind of financial instrument (equity, bond, FRN, future, listed option, OTC derivative, index, FX). | Sarah Chen |
| Attribution Factor AttributionFactor | PROJECT | Specific source of return contribution being measured (e.g., ALLOCATION_EQUITY, SELECTION, CURRENCY). | Sarah Chen |
| Attribution Period AttributionPeriod | PROJECT | Time horizon over which an attribution figure is computed (DAILY, MTD, QTD, YTD, ITD). | Sarah Chen |
| Auditor | FBC | Independent firm that examines and certifies a fund's financial statements. | Sarah Chen |
| Base Currency BaseCurrency | FBC | The currency in which a fund reports its NAV and performance, against which non-base holdings are FX-converted. | Sarah Chen |
| Benchmark | FBC | An index or rate against which the performance of a portfolio or instrument is measured. | Sarah Chen |
| Benchmark Administrator BenchmarkAdministrator | IND | Authorized organization that publishes a benchmark rate (e.g., the New York Fed for SOFR, ECB for ESTR). | Sarah Chen |
| Bid Price BidPrice | MD | Highest price a buyer is willing to pay. | Sarah Chen |
| Breach Identifier BreachIdentifier | PROJECT | Internal surrogate key for a compliance-breach record. | Sarah Chen |
| Breach Status BreachStatus | PROJECT | Lifecycle of a breach (open, acknowledged, cured, waived). | Sarah Chen |
| Broker | FBC | An intermediary that executes orders on behalf of a client in exchange for commission. | Sarah Chen |
| Business Calendar BusinessCalendar | FND | Named calendar that defines which dates are business days for a particular venue or jurisdiction. | Sarah Chen |
| Business Day BusinessDay | FND | A date on which a particular market or jurisdiction is open for normal commercial activity (i.e., not a weekend or holiday). | Sarah Chen |
| CUSIP | SEC | Nine-character alphanumeric code identifying North American securities, assigned by CUSIP Global Services. | Sarah Chen |
| Calendar Date CalendarDate | FND | A specific date on the Gregorian calendar, optionally annotated with whether it is a business day or holiday in a given calendar. | Sarah Chen |
| Callable | SEC | Whether the issuer has the right to redeem the bond before maturity. | Sarah Chen |
| Cap Rate CapRate | SEC | Maximum coupon rate on a floating-rate instrument, regardless of how high the benchmark rises. | Sarah Chen |
| Cash Balance CashBalance | FBC | Amount of money held in a cash account on a given date, in a particular currency. | Sarah Chen |
| Cash Dividend CashDividend | CAE | Cash payment per share distributed by a company to its shareholders. | Sarah Chen |
| Central Counterparty (CCP) CentralCounterparty | FBC | A clearing house that interposes itself between the original counterparties to reduce credit risk and standardize settlement. | Sarah Chen |
| Classification Level ClassificationLevel | FND | Depth of a node in a hierarchical classification scheme (1 = top sector, 2 = industry group, etc.). | Sarah Chen |
| Classification Scheme ClassificationScheme | FND | An organized system for grouping things by shared properties (e.g., GICS for industries, NAICS for economic activity). | Sarah Chen |
| Classifier | FND | A specific category within a classification scheme (e.g., the GICS sector 'Financials' or industry group 'Banks'). | Sarah Chen |
| Cleared | DER | Whether an OTC derivative is novated to a central counterparty (cleared) or remains bilateral with the original counterparty. | Sarah Chen |
| Close Price ClosePrice | MD | Final traded price of the session, used for end-of-day valuation. | Sarah Chen |
| Commission | FBC | Fee paid to a broker for executing a trade. | Sarah Chen |
| Compliance Breach ComplianceBreach | PROJECT | An observed instance where a fund violated a mandate rule, with detection date, severity, value, and resolution status. | Sarah Chen |
| Consideration Type ConsiderationType | CAE | Form of payment in a merger (cash, stock, or mixed). | Sarah Chen |
| Contract Size ContractSize | DER | Quantity of the underlying that one contract represents (e.g., 100 shares for an equity option, 50× index multiplier for an index future). | Sarah Chen |
| Contribution (basis points) ContributionBPS | PROJECT | How much a factor contributed to total return, expressed in basis points (1 bp = 0.01%). | Sarah Chen |
| Corporate Action Event CorporateActionEvent | CAE | An event affecting holders of an instrument — dividend, split, merger, spinoff, rights issue. | Sarah Chen |
| Cost Basis CostBasis | FBC | Total amount paid (or received) to acquire the position, used as the baseline for computing realized and unrealized gains. | Sarah Chen |
| Counterparty | FBC | The other party to a financial contract or trade. | Sarah Chen |
| Country | FND | A nation-state or recognized political territory in which legal entities are domiciled and instruments are issued or listed. | Sarah Chen |
| Country Code (ISO 3166) ISO3166CountryCode | FND | Two- or three-letter code that uniquely identifies a country under ISO 3166-1. | Sarah Chen |
| Coupon Frequency CouponFrequency | SEC | Number of coupon payments per year (1=annual, 2=semi-annual, 4=quarterly, 12=monthly). | Sarah Chen |
| Coupon Rate CouponRate | SEC | Annualized interest rate paid by a fixed-coupon bond, expressed as a fraction of face value. | Sarah Chen |
| Coupon Type CouponType | SEC | Whether a bond pays a fixed coupon, a floating coupon, no coupon (zero), or a stepped coupon. | Sarah Chen |
| Credit Rating CreditRating | MD | An assessment of credit quality assigned to an issuer or instrument by a rating agency. | Sarah Chen |
| Credit Rating Agency CreditRatingAgency | MD | Firm that issues opinions on creditworthiness (e.g., S&P Global, Moody's, Fitch). | Sarah Chen |
| Credit Rating Scale CreditRatingScale | MD | An ordered set of rating categories used by a rating agency (e.g., S&P's AAA→D, Moody's Aaa→C). | Sarah Chen |
| Currency | FND | A unit of monetary value issued by a sovereign or supranational authority and used to denominate transactions, holdings, and prices. | Sarah Chen |
| Currency Code (ISO 4217) ISO4217CurrencyCode | FND | Three-letter code (e.g., USD, EUR, JPY) that uniquely identifies a currency under ISO 4217. | Sarah Chen |
| Custodian | FBC | A bank or financial institution that holds client securities and cash for safekeeping and settles trades on the client's behalf. | Sarah Chen |
| Data Source Source | FND | Origin of the data (vendor, system, internal calculation), used for lineage and quality assessment. | Sarah Chen |
| Day Count Convention DayCountConvention | SEC | Method for computing accrued interest between coupon dates (e.g., 30/360, ACT/360, ACT/ACT, ACT/365F). | Sarah Chen |
| Debt Instrument DebtInstrument | SEC | A contractual obligation in which the issuer borrows from holders and repays principal plus interest by maturity. Includes corporate bonds and sovereign bonds. | Sarah Chen |
| Derivative | DER | A contract whose value is derived from an underlying asset, rate, or index. Includes futures, options, swaps, and forwards. | Sarah Chen |
| Description | FND | Free-text human-readable label for the record. | Sarah Chen |
| Dividend per Share DividendPerShare | CAE | Gross cash amount paid per share before any withholding tax. | Sarah Chen |
| Duration | PROJECT | Sensitivity of a bond's price to a parallel shift in interest rates, expressed in years. | Sarah Chen |
| Effective Date EffectiveDate | DER | The date a contract begins to accrue economic terms. | Sarah Chen |
| Entity Category EntityCategory | BE | High-level kind of legal entity (corporation, government, fund, partnership, bank, broker-dealer, exchange, regulator, index administrator). | Sarah Chen |
| Entity Classification EntityClassification | BE | Assignment of a legal entity to a category in a classification scheme (e.g., a bank classified under the 'Financials' GICS sector). | Sarah Chen |
| Entity Status EntityStatus | BE | Operational state of a legal entity (active, inactive, merged, dissolved). | Sarah Chen |
| Equity EquityInstrument | SEC | An ownership share in a corporation, conferring residual claims on assets and (often) voting rights. | Sarah Chen |
| Event Identifier EventIdentifier | PROJECT | Internal surrogate key for a corporate-action event. | Sarah Chen |
| Event Status EventStatus | CAE | Lifecycle state of a corporate-action event (announced, confirmed, completed, cancelled). | Sarah Chen |
| Event Type EventType | CAE | Kind of corporate action (cash dividend, stock dividend, stock split, reverse split, spinoff, merger, rights issue). | Sarah Chen |
| Ex Date ExDate | CAE | Date on and after which buyers of the security are not entitled to the upcoming corporate-action benefit. | Sarah Chen |
| Exchange Ratio ExchangeRatio | CAE | Number of acquirer shares received for each target share in a stock-for-stock merger. | Sarah Chen |
| Executed Price ExecutedPrice | FBC | Price at which an execution actually occurred. | Sarah Chen |
| Executed Quantity ExecutedQuantity | FBC | Number of units filled in an execution. | Sarah Chen |
| Execution Identifier ExecutionIdentifier | PROJECT | Internal surrogate key for a trade execution. | Sarah Chen |
| Expiry Date ExpiryDate | DER | The date a derivative contract expires; for options, the last date the right to exercise is available. | Sarah Chen |
| Exposure | PROJECT | Aggregate position value of a fund along a given dimension (asset class, sector, country, currency, factor), reported as gross, net, long, and short. | Sarah Chen |
| Exposure Bucket ExposureBucket | PROJECT | Specific value of an exposure dimension being aggregated (e.g., 'EQUITY' under ASSET_CLASS, 'US' under COUNTRY). | Sarah Chen |
| Exposure Dimension ExposureDimension | PROJECT | Axis along which exposures are aggregated: ASSET_CLASS, SECTOR, COUNTRY, CURRENCY, or FACTOR. | Sarah Chen |
| External Account Number ExternalAccountNumber | FBC | Account number assigned by the custodian or external system for reconciliation. | Sarah Chen |
| FIGI | SEC | Financial Instrument Global Identifier — 12-character open identifier maintained by Bloomberg. | Sarah Chen |
| FX Rate FXRate | MD | Exchange rate between two currencies — how many units of the quote currency one unit of the base currency buys. | Sarah Chen |
| Face Value FaceValue | SEC | The principal amount of a bond, payable at maturity. Coupons accrue against face value. | Sarah Chen |
| Fees | FBC | Other transaction costs charged by venues, regulators, or clearing houses. | Sarah Chen |
| Financial Account FinancialAccount | FBC | An account held at a custodian or broker that records cash and/or securities for a fund. | Sarah Chen |
| Financial Instrument FinancialInstrument | SEC | A tradable contract or asset of monetary value, including equities, bonds, derivatives, indices, and fund units. | Sarah Chen |
| Floating Rate Note (FRN) FloatingRateNote | SEC | A debt instrument whose coupon resets periodically based on a reference rate (e.g., SOFR + 150 bps). | Sarah Chen |
| Floor Rate FloorRate | SEC | Minimum coupon rate on a floating-rate instrument, regardless of how low the benchmark falls. | Sarah Chen |
| Fund | FBC | An investment vehicle that pools investor capital and invests it under a defined strategy. Has its own legal entity, base currency, and inception date. | Sarah Chen |
| Fund Administrator FundAdministrator | FBC | Service provider that handles a fund's back-office operations: NAV calculation, investor record-keeping, regulatory filings. | Sarah Chen |
| Fund Domicile FundDomicile | FBC | The country of legal registration of a fund, which determines its regulatory and tax regime. | Sarah Chen |
| Fund Identifier FundIdentifier | PROJECT | Internal surrogate key uniquely identifying a fund within this system. | Sarah Chen |
| Fund Strategy FundStrategy | FBC | The investment approach a fund follows (e.g., long-only equity, multi-strategy, fixed-income core, global macro, market-neutral). | Sarah Chen |
| Fund Subscription / Redemption FundSubscription | FBC | An investor's contribution of capital into a fund (subscription) or withdrawal from it (redemption), recorded as units issued or cancelled at the prevailing NAV. | Sarah Chen |
| Fund Units Units | FBC | The shares or units of ownership a fund issues to its investors. NAV per unit is the value of one unit. | Sarah Chen |
| Future | DER | A standardized exchange-traded contract obligating delivery (or cash settlement) of an underlying at a specified expiry. | Sarah Chen |
| Geographic Region Region | FND | A grouping of countries (e.g., Americas, Europe, Asia) used for reporting exposures and concentrations. | Sarah Chen |
| Gross Amount GrossAmount | FBC | Trade quantity × price, before commissions and fees. | Sarah Chen |
| Gross Exposure GrossExposure | PROJECT | Sum of absolute values of long and short positions — captures total economic activity regardless of direction. | Sarah Chen |
| Gross NAV GrossNAV | FBC | Total assets of a fund before deducting liabilities and accrued fees. | Sarah Chen |
| High Price HighPrice | MD | Highest traded price during the session. | Sarah Chen |
| Holiday | FND | A non-business day designated by a jurisdiction or venue, on which markets are closed. | Sarah Chen |
| ISIN | SEC | International Securities Identification Number — 12-character ISO 6166 code uniquely identifying a security globally. | Sarah Chen |
| Identifier | FND | A label assigned by an authority that uniquely refers to a thing (entity, instrument, account, etc.) within a given naming scheme. | Sarah Chen |
| Identifier Scheme IdentifierScheme | FND | The naming system that defines how identifiers are formed and assigned (e.g., LEI, ISIN, CUSIP, FIGI). | Sarah Chen |
| Implied Volatility ImpliedVolatility | MD | The volatility input that, when fed to an option pricing model, reproduces the option's market price. | Sarah Chen |
| Incorporation Date IncorporationDate | BE | Date on which the legal entity was formally registered or incorporated. | Sarah Chen |
| Index | IND | A weighted basket of instruments tracked over time to represent a market or strategy. | Sarah Chen |
| Index Administrator IndexAdministrator | FBC | Organization that owns the methodology and produces values for a financial index (e.g., S&P Dow Jones, MSCI, FTSE Russell). | Sarah Chen |
| Index Constituent IndexConstituent | IND | An instrument that is a component of an index, with an associated weight effective over a date range. | Sarah Chen |
| Index Methodology IndexMethodology | IND | Rule used to compute index values from constituents (market-cap weighted, equal weighted, price weighted, etc.). | Sarah Chen |
| Index Weight IndexWeight | IND | The proportion of an index represented by a constituent, between 0 and 1. | Sarah Chen |
| Instrument Identifier InstrumentIdentifier | SEC | A code under a recognized scheme (ISIN, CUSIP, SEDOL, FIGI, ticker) that uniquely identifies a financial instrument. | Sarah Chen |
| Instrument Surrogate ID InstrumentSurrogateID | PROJECT | Internal surrogate key uniquely identifying a financial instrument within this system. External identifiers (ISIN, CUSIP, FIGI) live in instrument_identifier. | Sarah Chen |
| Interest Rate InterestRate | MD | Cost of borrowing or return on lending, expressed as an annualized percentage. | Sarah Chen |
| Interest Rate Benchmark InterestRateBenchmark | IND | A reference interest rate published by an administrator (e.g., SOFR, SONIA, EURIBOR, ESTR) used to price floating-rate instruments and swaps. | Sarah Chen |
| Investment Grade InvestmentGrade | MD | Rating of BBB- (S&P/Fitch) or Baa3 (Moody's) and higher; below this is high-yield (sub-investment-grade). | Sarah Chen |
| Investment Mandate InvestmentMandate | FBC | The contractual instructions to a fund manager about what may be invested in, including allowed asset classes, benchmark, and concentration limits. | Sarah Chen |
| Investor | BE | A party that contributes capital to a fund expecting financial return. Includes pensions, endowments, sovereigns, insurers, family offices, fund-of-funds, and high-net-worth individuals. | Sarah Chen |
| Investor Identifier InvestorIdentifier | PROJECT | Internal surrogate key uniquely identifying an investor within this system. | Sarah Chen |
| Investor Type InvestorType | BE | Classification of an investor by institutional kind (pension, endowment, sovereign, insurance, family office, fund of funds, HNW individual). | Sarah Chen |
| Is Active Active | FND | Flag indicating whether a reference-data record is currently in use. | Sarah Chen |
| Is Current IsCurrent | FND | Flag indicating whether a versioned record is the currently active version for its natural key. | Sarah Chen |
| Issue Date IssueDate | SEC | The date on which a financial instrument was first sold to investors by its issuer. | Sarah Chen |
| Issuer | BE | A legal entity that creates and offers a financial instrument (e.g., a corporation issuing shares or bonds, a government issuing sovereign debt). | Sarah Chen |
| Ledger Transaction LedgerTransaction | FBC | A row in the books of record posting cash to an account: trades, fees, dividends, interest, subscriptions, redemptions, FX. | Sarah Chen |
| Legal Entity LegalEntity | BE | An organization formed under the law that can hold assets, enter contracts, and bear obligations. Includes corporations, partnerships, governments, regulators, funds, and exchanges. | Sarah Chen |
| Legal Entity Identifier (LEI) LegalEntityIdentifier | BE | Globally unique 20-character code (ISO 17442) assigned to a legal entity for identification in financial transactions. | Sarah Chen |
| Legal Name LegalName | BE | The official registered name of a legal entity. | Sarah Chen |
| Listed Derivative ListedDerivative | DER | A standardized derivative traded on an exchange, such as a futures contract or listed option. | Sarah Chen |
| Listing | SEC | A relationship recording that an instrument is admitted to trading on a particular venue, with start and (optional) end dates. | Sarah Chen |
| Long Exposure LongExposure | PROJECT | Sum of market values of long (positive-quantity) positions. | Sarah Chen |
| Low Price LowPrice | MD | Lowest traded price during the session. | Sarah Chen |
| Mandate Identifier MandateIdentifier | PROJECT | Internal surrogate key for an investment mandate. | Sarah Chen |
| Mandate Restrictions MandateRestrictions | FBC | Investment limits embedded in a mandate (e.g., max single-name concentration, leverage cap, allowed ratings). | Sarah Chen |
| Mandate Rule MandateRule | PROJECT | A constraint embedded in a fund's investment mandate — concentration limits, ratings floors, leverage caps, restricted countries — to be monitored continuously. | Sarah Chen |
| Market Identifier Code (MIC) MarketIdentifierCode | FBC | Four-letter ISO 10383 code uniquely identifying a trading venue (e.g., XNYS for NYSE, XLON for LSE). | Sarah Chen |
| Market Value MarketValue | FBC | Quantity × current price, expressed in the instrument's currency. The value at which the position would settle if liquidated at the prevailing price. | Sarah Chen |
| Maturity Date MaturityDate | SEC | The date on which a bond's principal is scheduled to be repaid in full. | Sarah Chen |
| Merger Event MergerEvent | CAE | Combination of two legal entities, typically with one acquiring the other, often involving an exchange of cash, stock, or both. | Sarah Chen |
| Mid Price MidPrice | MD | Midpoint between bid and ask, often used as a fair-value reference. | Sarah Chen |
| Minor Unit MinorUnit | FND | Number of decimal places used when expressing amounts in a currency (e.g., 2 for USD, 0 for JPY). | Sarah Chen |
| NAV per Unit NAVPerUnit | FBC | Net Asset Value divided by units outstanding — the value attributable to each fund unit. | Sarah Chen |
| Net Amount NetAmount | FBC | Gross amount adjusted for commissions and fees — the cash that actually moves between accounts. | Sarah Chen |
| Net Asset Value (NAV) NetAssetValue | FBC | Total value of a fund's assets minus liabilities, expressed in its base currency. The basis on which subscriptions and redemptions price. | Sarah Chen |
| Net Exposure NetExposure | PROJECT | Long positions minus short positions — captures directional bias. | Sarah Chen |
| Net NAV NetNAV | FBC | Gross NAV minus all liabilities, accrued fees, and accrued performance — the value attributable to investors. | Sarah Chen |
| Notes | FND | Free-text annotation for a record. | Sarah Chen |
| Notional Amount Notional | DER | The face amount referenced by a derivative against which payments are computed; not exchanged in most swaps. | Sarah Chen |
| OTC Derivative OTCDerivative | DER | A bilaterally negotiated derivative traded directly between two counterparties (e.g., interest-rate swap, credit-default swap, FX forward). | Sarah Chen |
| OTC Product Type OTCProductType | DER | Kind of OTC derivative (interest-rate swap, credit-default swap, FX forward, FX swap, equity swap, total-return swap). | Sarah Chen |
| Open Price OpenPrice | MD | Price at the start of the trading session. | Sarah Chen |
| Operating MIC OperatingMIC | FBC | MIC of the operating organization that owns or runs a venue, used to group sub-markets under a parent operator. | Sarah Chen |
| Option | DER | A contract giving the holder the right (not obligation) to buy (call) or sell (put) the underlying at a specified strike on or before expiry. | Sarah Chen |
| Option Delta Delta | PROJECT | Sensitivity of an option's price to a $1 change in the underlying price. | Sarah Chen |
| Option Type OptionType | DER | CALL (right to buy) or PUT (right to sell). | Sarah Chen |
| Order | FBC | An instruction to buy or sell a quantity of an instrument under specified conditions, submitted to a broker or venue. | Sarah Chen |
| Order Identifier OrderIdentifier | PROJECT | Internal surrogate key for an order. | Sarah Chen |
| Order Side OrderSide | FBC | Direction of the order (buy, sell, short sell, cover). | Sarah Chen |
| Order Status OrderStatus | FBC | Lifecycle state of an order (new, partially filled, filled, cancelled, rejected). | Sarah Chen |
| Order Type OrderType | FBC | How an order is to be matched: market (immediate at best price), limit (at or better than a specified price), stop, stop-limit. | Sarah Chen |
| Ownership Percent OwnershipPercent | BE | Share of equity or voting power one entity holds in another, expressed as a percentage of the total. | Sarah Chen |
| Ownership Relation Ownership | BE | An economic interest one legal entity holds in another, expressed as a percentage and effective over a date range. | Sarah Chen |
| Par Value ParValue | SEC | The nominal value of a share or bond stated by the issuer; for equities largely accounting-only, for bonds the face value redeemed at maturity. | Sarah Chen |
| Parent Entity ParentEntity | BE | The legal entity that owns or controls another entity in a corporate hierarchy. | Sarah Chen |
| Parent Order ParentOrder | FBC | An aggregate order from which child orders are split for execution (e.g., to slice a large block over time). | Sarah Chen |
| Payment Date PaymentDate | CAE | Date on which the corporate-action benefit (e.g., dividend) is delivered to entitled holders. | Sarah Chen |
| Performance Attribution PerformanceAttribution | PROJECT | Decomposition of return into contributions from allocation, selection, currency, and other factors. | Sarah Chen |
| Portfolio Manager PortfolioManager | FBC | Person who decides which orders to place to implement a strategy. | Sarah Chen |
| Position | FBC | Holding of an instrument in an account: a quantity, cost basis, market value, and unrealized P&L as of a date. | Sarah Chen |
| Posting Date PostingDate | FND | The date a transaction is recorded against an account in the books of record. | Sarah Chen |
| Price Quote PriceQuote | MD | An observed price for an instrument at a point in time, possibly with bid/ask, volume, and OHLC for the period. | Sarah Chen |
| Primary Listing PrimaryListing | SEC | The principal venue on which an instrument is listed; secondary or cross-listings exist on additional venues. | Sarah Chen |
| Putable | SEC | Whether the holder has the right to demand early repayment from the issuer. | Sarah Chen |
| Quantity | FBC | Number of units (shares, contracts, face value) held or traded. | Sarah Chen |
| Rating Rank RatingRank | MD | Numerical position of a rating in its scale (1 = highest quality), used for comparison across agencies. | Sarah Chen |
| Rating Watch / Outlook RatingWatch | MD | Short-term direction of a rating (positive, negative, stable, developing) signaling possible upcoming changes. | Sarah Chen |
| Record Date RecordDate | CAE | Date on which the issuer determines holders entitled to receive the corporate-action benefit. | Sarah Chen |
| Reference ID ReferenceID | PROJECT | Identifier in the referenced source table. | Sarah Chen |
| Reference Table ReferenceTable | PROJECT | Name of the source table the ledger entry references (trade, corporate_action_event, subscription). | Sarah Chen |
| Regulator | FBC | A governmental or self-regulatory body that oversees and enforces rules in a financial market (e.g., SEC, FCA, BaFin). | Sarah Chen |
| Reset Frequency ResetFrequency | SEC | How often a floating-rate instrument's coupon is recalculated against its reference rate (monthly, quarterly, semi-annual). | Sarah Chen |
| Risk Metric RiskMetric | PROJECT | Quantitative measure of risk (Value-at-Risk, duration, delta, beta, tracking error, etc.) computed for a position, account, or fund. | Sarah Chen |
| Risk Metric Code MetricCode | PROJECT | Identifier for which risk metric a row represents (VAR_95_1D, DURATION, DELTA, BETA, etc.). | Sarah Chen |
| Risk Scope RiskScope | PROJECT | What level of aggregation a risk metric is computed at: POSITION, ACCOUNT, or FUND. | Sarah Chen |
| Role | FND | A function performed by a party in a relationship or process (e.g., issuer, broker, custodian, regulator). | Sarah Chen |
| Rule Expression RuleExpression | PROJECT | Structured (JSON) representation of a mandate rule's logic — dimension, threshold, operator, units. | Sarah Chen |
| Rule Identifier RuleIdentifier | PROJECT | Internal surrogate key for a mandate rule. | Sarah Chen |
| Rule Severity RuleSeverity | PROJECT | How seriously a rule must be treated: WARNING (advisory), HARD_LIMIT (must not be exceeded), REGULATORY (legally mandated). | Sarah Chen |
| SEDOL | SEC | Seven-character Stock Exchange Daily Official List code identifying UK and Irish securities. | Sarah Chen |
| Seniority | SEC | The position of a debt claim in the capital structure (senior secured, senior unsecured, subordinated), determining order of repayment in default. | Sarah Chen |
| Settlement | FBC | Process and record of completing a trade by exchanging cash and securities. Tracks status (settled, failed, pending). | Sarah Chen |
| Settlement Date SettlementDate | FBC | Date on which cash and securities exchange hands to complete a trade (commonly T+1 or T+2 for equities). | Sarah Chen |
| Settlement Identifier SettlementIdentifier | PROJECT | Internal surrogate key for a settlement record. | Sarah Chen |
| Settlement Status SettlementStatus | FBC | Lifecycle state of a settlement (pending, settled, failed, cancelled). | Sarah Chen |
| Settlement Type SettlementType | DER | How a derivative settles at expiry — by physical delivery of the underlying or by cash payment. | Sarah Chen |
| Share Class ShareClass | SEC | A category of equity issued by a corporation with specific economic and voting characteristics (common, preferred, Class A, Class B). | Sarah Chen |
| Shares Outstanding SharesOutstanding | SEC | Total number of shares of a class currently held by investors (excluding treasury shares). | Sarah Chen |
| Short Exposure ShortExposure | PROJECT | Sum of market values of short (negative-quantity) positions, expressed as a non-positive number. | Sarah Chen |
| Split Ratio SplitRatio | CAE | Ratio of new shares to old shares (e.g., 2:1, 3:2). Numerator is new, denominator is old. | Sarah Chen |
| Spread (basis points) SpreadBPS | SEC | Premium added to a reference rate or curve, in basis points (1 bp = 0.01%). | Sarah Chen |
| Stock Split StockSplit | CAE | Action that changes the number of shares outstanding by a ratio without changing aggregate value (e.g., 2-for-1 doubles shares, halves price). | Sarah Chen |
| Strike Price Strike | DER | The price at which an option holder can exercise the right to buy or sell the underlying. | Sarah Chen |
| Subscription Identifier SubscriptionIdentifier | PROJECT | Internal surrogate key for a fund subscription or redemption record. | Sarah Chen |
| Swap Leg SwapLeg | DER | One side of a swap's cash-flow exchange (e.g., the fixed leg pays fixed coupon; the floating leg pays a benchmark rate). | Sarah Chen |
| Tenor | IND | Time-to-maturity bucket for a rate or instrument (e.g., overnight, 1M, 3M, 6M, 1Y, 10Y). | Sarah Chen |
| Tenor (years) TenorYears | MD | Tenor expressed numerically in years (e.g., 0.25 for 3M, 10.0 for 10Y). | Sarah Chen |
| Termination Date TerminationDate | DER | The date a swap or other contract ends. | Sarah Chen |
| Ticker | SEC | A short alphabetic code by which an instrument is referred to on a particular trading venue. | Sarah Chen |
| Time in Force TimeInForce | FBC | How long an order remains active before cancellation (DAY, GTC = good-till-cancelled, IOC = immediate-or-cancel, FOK = fill-or-kill). | Sarah Chen |
| Trade | FBC | A booked transaction in an account: a quantity of an instrument bought or sold at a price, with associated economics and a settlement date. | Sarah Chen |
| Trade Date TradeDate | FBC | Date on which a trade was executed. | Sarah Chen |
| Trade Execution TradeExecution | FBC | A fill against an order — quantity executed at a price on a particular venue, possibly via a broker. | Sarah Chen |
| Trade Identifier TradeIdentifier | PROJECT | Internal surrogate key for a booked trade. | Sarah Chen |
| Trader | FBC | Person responsible for executing orders on behalf of a portfolio manager. | Sarah Chen |
| Trading Venue TradingVenue | FBC | A platform on which financial instruments are traded — exchange, multilateral trading facility, OTC market, or systematic internalizer. | Sarah Chen |
| Transaction Identifier TransactionIdentifier | PROJECT | Internal surrogate key for a ledger transaction. | Sarah Chen |
| Transaction Type TransactionType | FBC | Kind of ledger entry (TRADE_BUY, TRADE_SELL, DIVIDEND, INTEREST, FEE_BROKER, FEE_MGMT, FX, SUBSCRIPTION, REDEMPTION, CORPORATE_ACTION). | Sarah Chen |
| Underlying | DER | The instrument, index, or rate that a derivative's value is referenced to. | Sarah Chen |
| Units Outstanding UnitsOutstanding | FBC | Total number of fund units issued and not yet redeemed. | Sarah Chen |
| Unrealized P&L UnrealizedPnL | FBC | Market value minus cost basis — the gain or loss that would be realized if the position were closed at the prevailing price. | Sarah Chen |
| VWAP | MD | Volume-Weighted Average Price — average traded price over a period, weighted by volume traded at each price. | Sarah Chen |
| Valid From Date ValidFromDate | FND | The date a record's information became effective. Together with Valid To Date and Is Current, supports point-in-time history (slowly-changing dimension). | Sarah Chen |
| Valid To Date ValidToDate | FND | The date a record's information stopped being effective. NULL means still in force. | Sarah Chen |
| Value-at-Risk (VaR) ValueAtRisk | PROJECT | Estimated worst-case loss at a given confidence level over a given horizon (e.g., VAR_95_1D = 95th-percentile loss over one day). | Sarah Chen |
| Venue Type VenueType | FBC | Kind of trading venue (regulated exchange, multilateral trading facility, organized trading facility, systematic internalizer, OTC). | Sarah Chen |
| Volatility Surface VolatilitySurface | MD | Implied volatility of options on an underlying as a function of strike and expiry. | Sarah Chen |
| Volume | MD | Number of units (shares, contracts) traded over the period. | Sarah Chen |
| Voting Rights VotingRights | SEC | Entitlement to vote on corporate matters at shareholder meetings. | Sarah Chen |
| Withholding Tax Percent WithholdingPercent | CAE | Portion of dividend withheld at source for tax, expressed as a percentage. | Sarah Chen |
| Yield Curve YieldCurve | MD | Set of interest rates for a single currency at different tenors, used to discount cash flows and price fixed income. | Sarah Chen |