StandardizedScheduleProductClassEnum
Enum CDM 7.2.0The model carries no description for this enumeration.
Values 29
Namespace cdm.margin.schedule
Values
29 permitted values.
| Value | Description |
|---|---|
| Swap | — |
| CrossCurrencySwap | — |
| Swaption | — |
| SwaptionStraddle | — |
| SwapWithCallableBermudanRightToEnterExitSwaps | — |
| IRExoticSwapWithAnExoticCouponAgainstAFloatingLeg | — |
| Option | — |
| ForwardRateAgreement | — |
| SingleNameCreditDefaultSwap | — |
| IndexCDS | — |
| IndexTranche | — |
| CreditNthToDefault | — |
| CreditTotalReturnSwapOnABond | — |
| DeliverableSwap | — |
| NonDeliverableCrossCurrencySwap | — |
| DeliverableForward | — |
| NonDeliverableForward | — |
| DeliverableOption | — |
| NonDeliverableOption | — |
| VarianceSwap | — |
| VolatilitySwap | — |
| CorrelationSwap | — |
| Forward | — |
| DividendSwap | — |
| DeliverableOptionF | — |
| ContractForDifference | — |
| SwapsAndPortfolioSwaps | — |
| FixedFloatSwap | — |
| BasisSwap | — |
Referenced by
2 types hold a StandardizedScheduleProductClassEnum 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 |
|---|---|---|
| StandardizedScheduleProductClass | returns | Identifies the product 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. |
Open StandardizedScheduleProductClassEnum in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the enumeration has changed. Free, no signup.