Enum: QuotationRateTypeEnum
The enumerated values to specify the type of quotation rate to be obtained from each cash settlement reference bank.
URI: common_domain_model:QuotationRateTypeEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| Bid | None | A bid rate |
| Ask | None | An ask rate |
| Mid | None | A mid-market rate |
| ExercisingPartyPays | None | If optional early termination is applicable to a swap transaction, the rate, ... |
Slots
| Name | Description |
|---|---|
| quotationMethod | The type of price quotations to be requested from dealers when determining th... |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: QuotationRateTypeEnum
description: The enumerated values to specify the type of quotation rate to be obtained
from each cash settlement reference bank.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
Bid:
text: Bid
description: A bid rate.
Ask:
text: Ask
description: An ask rate.
Mid:
text: Mid
description: A mid-market rate.
ExercisingPartyPays:
text: ExercisingPartyPays
description: If optional early termination is applicable to a swap transaction,
the rate, which may be a bid or ask rate, which would result, if seller is in-the-money,
in the higher absolute value of the cash settlement amount, or, is seller is
out-of-the-money, in the lower absolute value of the cash settlement amount.