FINXIS.

StandardizedScheduleProductClassEnum

Enum CDM 7.2.0

The model carries no description for this enumeration.

Values 29
Namespace cdm.margin.schedule

Values

29 permitted values.

ValueDescription
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.

FunctionRoleDescription
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.

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Parsed from CDM 7.2.0 · margin-schedule-enum.rosetta cdm.margin.schedule