src.cdm.product.asset.FinalPrincipalExchangeCalculationEnum.py Maven / Gradle / Ivy
# pylint: disable=missing-module-docstring, invalid-name, line-too-long
from enum import Enum
__all__ = ['FinalPrincipalExchangeCalculationEnum']
class FinalPrincipalExchangeCalculationEnum(Enum):
"""
To be specified only for products that embed a redemption payment.
"""
FLOORED = "Floored"
"""
If Floored is set then Principal Exchange takes the form: Notional Amount * Max(1, Index Final/ Index Base).
"""
NON_FLOORED = "NonFloored"
"""
If NonFloored is set then the Principal Exchange takes the form: Notional Amount * Index Final / Index Base.
"""
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