repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

QuantityMultiplier

FINOS-CDM-6.0-d07
Blue ID: 221VuFFC6wFZrHpRHh1MU6JmqbrJ8k4mmH9uxU8Fy4mW

Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation. At the moment this class only supports FX or Equity-linked notional and re-uses existing building blocks for those 2 cases, until such time when component can be made more generic. This captures the case of resetting cross-currency swaps and resetting equity swaps.

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FINOS-CDM-6.0-d07/QuantityMultiplier
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