| Name | Type | Description | Notes |
|---|---|---|---|
| security_type | str | Reference Security Type | [optional] |
| security_name | str | Reference Security Name | [optional] |
| calc_from_method | str | 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] |
| calc_from_value | float | Reference CalcFromValue | [optional] |
| prepay | FIReferencePrepay | [optional] | |
| settlement | str | Reference Settlement Date | [optional] |