FactSet.AnalyticsAPI.Engines.Model.FISecurity
Properties
| Name |
Type |
Description |
Notes |
| Settlement |
string |
Settlement date |
[optional] |
| CallMethod |
string |
Call Method |
[optional] |
| ReferenceSecurity |
FIReferenceSecurity |
|
[optional] |
| BankLoans |
FIBankLoans |
|
[optional] |
| MunicipalBonds |
FIMunicipalBonds |
|
[optional] |
| Loss |
FILoss |
|
[optional] |
| Prepay |
FIPrepay |
|
[optional] |
| MatrixSpreadAdjustment |
double |
Matrix Spread Adjustment |
[optional] |
| MatrixMultiplier |
double |
Matrix Multiplier |
[optional] |
| StructuredProducts |
FIStructuredProductsForSecurities |
|
[optional] |
| Attribution |
FIAttributionForSecurities |
|
[optional] |
| CalcFromMethod |
string |
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 |
Calculation from value |
|
| Face |
double |
Face |
[optional] [default to 1D] |
| FaceType |
string |
Face type |
[optional] [default to FaceTypeEnum.Current] |
| Symbol |
string |
Symbol |
|
| DiscountCurve |
string |
Discount curve |
[optional] |
[Back to Model list] [Back to API list] [Back to README]