Price Variable
A Price Variable is a World Variable which is used to specify the price of a security. Although the price currency
must be specified, it does not have to be the same as the security's transaction currency.
The following is a display of a Price Variable:
Naming Convention:
The World Variable Data variables that are used to specify the Price Variable Data are named
automatically. These names are generated by first adding the valuation currency name
after the Price Variable name and then adding the appropriate suffix from the
following list:
- MIDMKT for Mid-Market prices;
- SPREAD for Spread prices;
- BID for Bid prices;
- ASK for Ask prices.