StandardizedScheduleAssetClassEnum
Enum CDM 7.2.0The model carries no description for this enumeration.
Values 5
Namespace cdm.margin.schedule
Values
5 permitted values.
| Value | Description |
|---|---|
| InterestRates | — |
| Credit | — |
| ForeignExchange | — |
| Equity | — |
| Commodity | — |
Referenced by
2 types hold a StandardizedScheduleAssetClassEnum 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 |
|---|---|---|
| StandardizedScheduleAssetClass | returns | Identifies the asset class of a trade from qualifying functions, according to the standardized schedule classification. |
| StandardizedScheduleNotional | takes | Extracts the notional amount of a trade, according to the product class-depending extraction method defined in the ISDA industry survey. |
| StandardizedScheduleNotionalCurrency | takes | Extracts the notional currency of a trade, according to the product class-depending extraction method defined in the ISDA industry survey. |
| StandardizedScheduleDuration | takes | Extracts the duration of a trade, according to the product class-depending extraction method defined in the ISDA industry survey. |
| GetStandardizedScheduleMarginRate | takes | Computes the margin rate, which is required in the calculation of the gross initial margin. It depends exclusively on the asset class of the trade and, in some cases, on the duration as well. |
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