CreditLimitTypeEnum
Enum CDM 7.2.0The enumeration values to qualify the type of credit limits.
Values 6
Namespace cdm.event.workflow
Values
6 permitted values.
| Value | Description |
|---|---|
| CS01 | The type of credit line expressed in CS01. The sensitivity with respect to changes in the CDS spread. |
| DV01 | The type of credit line expressed in DV01. The dollar value of a one basis point decrease in interest rates. It shows the change in a bond's price compared to a decrease in the bond's yield. |
| IM | The type of credit line expressed in Initial Margin value. |
| Notional | The type of credit line expressed in Notional amount. |
| NPV | The type of credit line expressed as a Net Present Value. |
| PV01 | The type of credit line expressed in PV01. The value of a one dollar or one basis point annuity. |
Referenced by
1 type holds a CreditLimitTypeEnum as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapCreditLimitTypeEnum | returns | — |
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