QuotationRateTypeEnum
Enum CDM 7.2.0The enumerated values to specify the type of quotation rate to be obtained from each cash settlement reference bank.
Values 4
Namespace cdm.observable.asset
Values
4 permitted values.
| Value | Description |
|---|---|
| Bid | A bid rate. |
| Ask | An ask rate. |
| Mid | A mid-market rate. |
| ExercisingPartyPays | If optional early termination is applicable to a swap transaction, the rate, which may be a bid or ask rate, which would result, if seller is in-the-money, in the higher absolute value of the cash settlement amount, or, is seller is out-of-the-money, in the lower absolute value of the cash settlement amount. |
Referenced by
1 type holds a QuotationRateTypeEnum 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 |
|---|---|---|
| MapQuotationRateTypeEnum | returns | — |
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