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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