Super-types: | None |
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Sub-types: | None |
Name | Correlation |
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Used by (from the same schema document) | Complex Type LegAmount |
Abstract | no |
Documentation | A type describing the correlation amount of a correlation swap |
'If present and true then take the closing level for each stock in the basket prior to calculating the correlation'
'Number of data series, normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific, each of these geographic areas will have its own data series to avoid contagion'