FactSet.AnalyticsAPI.Engines.Model.FIReferenceSecurity
Properties
| Name |
Type |
Description |
Notes |
| SecurityType |
string |
Reference Security Type |
[optional] |
| SecurityName |
string |
Reference Security Name |
[optional] |
| CalcFromMethod |
string |
Reference Calculation Method. Methods : Active Spread, Actual Spread, Actual Spread To Worst Call, OAS, Price, Yield, Yield To No Call, Act/Act Yield To No Call, Bond Equivalent Yield, Yield To Worst Call, Discount Yield, Discount Margin, Implied Volatility, Bullet Spread, Bullet Spread To Worst Call, Pricing Matrix |
[optional] |
| CalcFromValue |
double |
Reference CalcFromValue |
[optional] |
| Prepay |
FIReferencePrepay |
|
[optional] |
| Settlement |
string |
Reference Settlement Date |
[optional] |
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