MatchAlgorithms Struct Reference

Matching Algorithms. More...

Public Types
enum	Enum {   Undefined = -1, Fifo = 'F', SplitFifoOrProRata = 'K', ProRata = 'C',   Allocation = 'A', FifoWithLmm = 'T', ThresholdProRata = 'O', FifoWithTopAndLmm = 'S',   ThresholdProRataWithLmm = 'Q', EuroDollarOptions = 'Y' }

Detailed Description

Matching Algorithms.

Member Enumeration Documentation

enum Enum

Enumerator
Fifo	FIFO.
SplitFifoOrProRata	Split FIFO or Pro-Rata.
ProRata	Pro-Rata.
Allocation	Allocation.
FifoWithLmm	FIFO with LMM.
ThresholdProRata	Threshold Pro-Rata.
FifoWithTopAndLmm	FIFO with top and LMM.
ThresholdProRataWithLmm	Threshold Pro-Rata with LMM.
EuroDollarOptions	Euro/Dollar options.