23.8 Element Type - Market Value
Table 23-10 Types of Market Value Financial Elements
| Element Number | Element Name |
|---|---|
| 490 | Discount Rate - IS |
| 491 | Timing of Cash Flow (in days) |
| 492 | Discount Factor |
| 493 | Discount Factor Term (Days) |
| 494 | Rate Lookup Term (Days) |
| 495 | Market Value of TP Cash Flow (P+I) |
| 497 | Market Value of TP Interest Cash Flow |
| 710 | Market Value |
| 715 | Present Value of Principal Cash Flows |
| 716 | Present Value of Interest Cash Flows |
| 717 | Present Value of TP Interest Cash Flows |
| 720 | Duration |
| 721 | DV01 |
| 725 | Modified Duration |
| 755 | Discount Rate FTP |
| 1490 | Discount Rate LR |
| 1491 | Timing of Cash Flow |
| 1710 | Present Value of Cashflows - Scenarios |
| 1715 | Liquidity GAP PV of Principal Cash Flows |
| 1716 | Liquidity GAP PV of Interest Cash Flows |
| 1717 | Liquidity GAP PV of TP Interest Cash Flows |
| 1720 | Liquidity GAP Duration |
| 1721 | Liquidity GAP DV01 |
| 1725 | Liquidity GAP Modified Duration |