|
Name | creditCurve |
---|---|
Type | CreditCurve |
Nillable | no |
Abstract | no |
'The name of the structure, e.g \"USDLIBOR-3M EOD Curve\".'
'The currency that the structure is expressed in (this is relevant mostly for the Interes Rates asset class).'
'An XML reference a credit entity defined elsewhere in the document.'
'The level of seniority of the deliverable obligation.'
'Whether the deliverable obligation is secured or unsecured.'
'The currency of denomination of the deliverable obligation.'
'The underlying obligations of the reference entity on which you are buying or selling protection'
'What sort of obligation may be delivered in the event of the credit event. ISDA 2003 Term: Obligation Category/Deliverable Obligation Category'