repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

ResolvablePriceQuantity

FINOS-CDM-6.0-d07
Blue ID: HRnre2NFtrybWEviuxyFN3CutF3HTzU5vwA5YAS8zDc9

Generic class to specify the quantity for different payout legs in a contractual product, when that quantity can vary across payout legs or across time. A resolvable quantity can always be resolved into a single quantity from the quantity notation which has a corresponding asset identifier. In addition to the base case, where quantity is directly specified as a number as part of the quantity notation, the other use cases are: (i) quantity based on some pre-defined schedule (eg amortising notional), (ii) quantity based on some pre-defined events (eg resetting cross-currency notional), or quantity set as reference to another quantity (eg equity notional as no. securities x price).

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FINOS-CDM-6.0-d07/ResolvablePriceQuantity
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