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.
Repository version
Type Alias
FINOS-CDM-6.0-d07/QuantityMultiplierType Definition
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Type References
DLRQwz7MQeCrzjy9bohPNwtCxKEBbKaMK65KBrwjfG6K:TextGxJKrxejsuBdnc5aEDjthazQ2NpDJAGjKFEBKF1EFJ4T:FINOS-CDM-6.0-d07/FxLinkedNotionalSchedule7pwXmXYCJtWnd348c2JQGBkm9C4renmZRwxbfaypsx5y:Double