QuantityMultiplier
Type CDM 7.2.0Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation. At the moment this class only supports FX or Equity-linked notional and re-uses existing building blocks for those 2 cases, until such time when component can be made more generic. This captures the case of resetting cross-currency swaps and resetting equity swaps.
Attributes
All 2 declared on QuantityMultiplier. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| fxLinkedNotionalSchedule | FxLinkedNotionalSchedule | 0..1 | Multiplier specified as an FX-linked schedule, e.g. for a resetting cross-currency swap.. |
| multiplierValue | number | 0..1 | — |
Referenced by
1 type holds a QuantityMultiplier 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 |
|---|---|---|
| MapQuantityMultiplier | returns | — |
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