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Slot: spread

URI: common_domain_model:spread

Name Description Modifies Slot
MakeWholeAmount A class to specify the amount to be paid by the buyer of the option if the op… no
SwapCurveValuation A class to specify a valuation swap curve, which is used as part of the strik… no
FloatingRateDefinition A data defining: parameters associated with a floating rate reset no
FloatingRateProcessingParameters Type to hold the processing parameters that should be or were used to calcula… no
CommodityPriceReturnTerms Defines parameters in which the commodity price is assessed no
Property Value
Range string
Domain Of SwapCurveValuation, FloatingRateDefinition, FloatingRateProcessingParameters, CommodityPriceReturnTerms
Mapping Type Mapped Value
self common_domain_model:spread
native common_domain_model:spread
name: spread
domain_of:
- SwapCurveValuation
- FloatingRateDefinition
- FloatingRateProcessingParameters
- CommodityPriceReturnTerms
range: string