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• ValuationMethodEnum.py

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src.cdm.observable.asset.ValuationMethodEnum.py Maven / Gradle / Ivy

from enum import Enum

all = ['ValuationMethodEnum']
  
class ValuationMethodEnum(Enum):
  """
  The enumerated values to specify the ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.
  """
  AVERAGE_BLENDED_HIGHEST = "AverageBlendedHighest"
  AVERAGE_BLENDED_MARKET = "AverageBlendedMarket"
  AVERAGE_HIGHEST = "AverageHighest"
  AVERAGE_MARKET = "AverageMarket"
  BLENDED_HIGHEST = "BlendedHighest"
  BLENDED_MARKET = "BlendedMarket"
  HIGHEST = "Highest"
  MARKET = "Market"