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] |
Implemented Interfaces
- Serializable