Enum EventDateType
Represents the type of event associated with the contract. Supported Values: 8 - Swap / CDS Start Date 9 - Swap / CDS End Date 13 - First Delivery Date 111 - Unadjusted Next Coupon Date 112 - Unadjusted Previous Coupon Date 113 - Unadjusted Previous Previous Coupon Date 121 - Fixing Date
Namespace: OnixS.CmeStpHandler
Assembly: OnixS.CmeStpHandler.dll
Syntax
public enum EventDateType
Fields
Name | Description |
---|---|
FirstDeliveryDate | First Delivery Date |
FixingDate | Fixing Date |
None | Default value. Do not use it directly. |
SwapEndDate | Swap / CDS End Date |
SwapStartDate | Swap / CDS Start Date |
UnadjustedNextCouponDate | Unadjusted Next Coupon Date |
UnadjustedPreviousCouponDate | Unadjusted Previous Coupon Date |
UnadjustedPreviousPreviousCouponDate | Unadjusted Previous Previous Coupon Date |