RateTreatmentEnum
Enum CDM 7.2.0The enumerated values to specify the methods for converting rates from one basis to another.
Values 2
Namespace cdm.product.asset
Values
2 permitted values.
| Value | Description |
|---|---|
| BondEquivalentYield | Bond Equivalent Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (g). |
| MoneyMarketYield | Money Market Yield. Per Annex to the 2000 ISDA Definitions (June 2000 Version), Section 7.3. Certain General Definitions Relating to Floating Rate Options, paragraph (h). |
Referenced by
3 types hold a RateTreatmentEnum 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 |
|---|---|---|
| MapRateTreatmentEnum | returns | — |
| ApplyUSRateTreatment | takes | Apply the US rate treatment logic where applicable (Bond Equivalent Yield, Money Market Yield, as described in the 2021 ISDA Definitions, section 6.9. |
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