repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

PriceComposite

FINOS-CDM-6.0-d07
Blue ID: 6PGnQf7JYSWF8rSyy3zbsQJ3ttWupxmXqgHRYqU8cJKB

Defines the inputs required to calculate a price as a simple composite of 2 other values. The inputs consist of 2 numbers and a simple arithmetic operator. This generic data type applies to a variety of use cases where a price is obtained by simple composition, e.g. dirty = clean + accrued (Bond), forward rate = spot rate + forward point (FX) etc.

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FINOS-CDM-6.0-d07/PriceComposite
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