FloatingRateIndexCategoryEnum
Enum CDM 7.2.0Top level ISDA FRO category.
Values 3
Namespace cdm.observable.asset.fro
Values
3 permitted values. The display name is the form that appears on the wire and in FpML.
| Value | Display name | Description |
|---|---|---|
| ScreenRate | Screen Rate | The rate is observed directly from a screen. |
| Calculated | Calculated Rate | The rate is calculated by the calculation agents from multiple observations. |
| ReferenceBanks | Reference Banks Rate | The rate is obtained by polling several other banks. |
Referenced by
1 type holds a FloatingRateIndexCategoryEnum as an attribute.
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