Enum: QuotationStyleEnum
The enumerated values to specify the actual quotation style (e.g. PointsUpFront, TradedSpread) used to quote a credit default swap fee leg.
URI: common_domain_model:QuotationStyleEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| PointsUpFront | None | When quotation style is 'PointsUpFront', the initialPoints element of the Cre... |
| TradedSpread | None | When quotation style is 'TradedSpread', the marketFixedRate element of the Cr... |
| Price | None | When quotation style is 'Price', the marketPrice element of the Credit Defaul... |
Slots
| Name | Description |
|---|---|
| quotationStyle | An optional element that contains the up-front points expressed as a percenta... |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: QuotationStyleEnum
description: The enumerated values to specify the actual quotation style (e.g. PointsUpFront,
TradedSpread) used to quote a credit default swap fee leg.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
PointsUpFront:
text: PointsUpFront
description: When quotation style is 'PointsUpFront', the initialPoints element
of the Credit Default Swap feeLeg should be populated
TradedSpread:
text: TradedSpread
description: When quotation style is 'TradedSpread', the marketFixedRate element
of the Credit Default Swap feeLeg should be populated
Price:
text: Price
description: When quotation style is 'Price', the marketPrice element of the Credit
Default Swap feeLeg should be populated