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