GroupType Struct Reference

Defines the type of instrument group. More...

Public Types
enum	Enum {   Undefined = 0, Option = 1, Forward = 2, Future = 3,   FRA = 4, Cash = 5, Payment = 6, ExchangeRate = 7,   InterestRateSwap = 8, Repo = 9, SyntheticBoxLeg = 10, StandardCombination = 11,   Guarantee = 12, OtcGeneral = 13, EquityWarrant = 14, SecurityLending = 15 }
	Defines the type of instrument group. More...

Detailed Description

Defines the type of instrument group.

Member Enumeration Documentation

enum Enum

Defines the type of instrument group.

Enumerator
Undefined	Undefined.
Option	Option.
Forward	Forward.
Future	Future.
FRA	FRA.
Cash	Cash.
Payment	Payment.
ExchangeRate	Exchange Rate.
InterestRateSwap	Interest Rate Swap.
Repo	REPO.
SyntheticBoxLeg	Synthetic Box Leg/Reference.
StandardCombination	Standard Combination.
Guarantee	Guarantee.
OtcGeneral	OTC General.
EquityWarrant	Equity Warrant.
SecurityLending	Security Lending.