Asset classes Asset identifiers Current, original, etc. What is balance a fraction of? Option barriers ( down_and_out, etc. ) Cap, floor, or collar? Expected, scenario, etc. Gas, oil, etc. For interest-rate calculations Date generation rules Basic X/Y day counts How to handle accrual if default evant Equity dividend types Default, recovery, rating, etc. American, Bermudan, or European Periodic frequency Rate,currency, etc. Zero-coupon, year-on-year, etc. Fixed, variable, or perpetual? Corporate, government, etc. Long, short, or regular? Call, put, or chooser option? Coarse option classification Qualifiers Interest, Principal, etc. Periodic frequency only Principal amortization Long or short How prices are quoted Vanilla, OIS, CMS, etc. How to calculate returns Business date convention Coupon, dividend, etc. Security classifier Payment priority on default Cash or physical delivery? Pay, receive, or net? Swap leg classification Bond spread types Term structure types Forward, present, or horizon value Bond yield types