AveragingFeature
Type CDM 7.2.0As per ISDA 2002 Definitions.
Extends —
Extended by —
Attributes 5
Namespace cdm.product.template
Attributes
All 5 declared on AveragingFeature. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| averagingCalculation | AveragingCalculation | 1..1 | Defines parameters for use in cases when a valuation or other term is based on an average of market observations. |
| averagingInOut | AveragingInOutEnum | 1..1 | — |
| strikeFactor | number | 0..1 | The factor of strike. |
| averagingPeriodIn | AveragingPeriod | 0..1 | The averaging in period. |
| averagingPeriodOut | AveragingPeriod | 0..1 | The averaging out period. |
Referenced by
1 type holds an AveragingFeature as an attribute.
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