QuotationStyleEnum
Enum CDM 7.2.0The enumerated values to specify the actual quotation style (e.g. PointsUpFront, TradedSpread) used to quote a credit default swap fee leg.
Values 3
Namespace cdm.observable.asset
Values
3 permitted values.
| Value | Description |
|---|---|
| PointsUpFront | When quotation style is 'PointsUpFront', the initialPoints element of the Credit Default Swap feeLeg should be populated |
| TradedSpread | When quotation style is 'TradedSpread', the marketFixedRate element of the Credit Default Swap feeLeg should be populated |
| Price | When quotation style is 'Price', the marketPrice element of the Credit Default Swap feeLeg should be populated |
Referenced by
1 type holds a QuotationStyleEnum 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 |
|---|---|---|
| MapQuotationStyleEnum | returns | — |
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