BoundedCorrelation
Type CDM 7.2.0Describes correlation bounds, which form a cap and a floor on the realized correlation.
Extends —
Extended by —
Attributes 2
Namespace cdm.product.asset
Attributes
All 2 declared on BoundedCorrelation. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| minimumBoundaryPercent | number | 0..1 | Minimum Boundary as a percentage of the Strike Price. |
| maximumBoundaryPercent | number | 0..1 | Maximum Boundary as a percentage of the Strike Price. |
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