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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

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, …
Name Description
quotationMethod The type of price quotations to be requested from dealers when determining th…
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.