Guaranteed Exposure
Guaranteed Exposure
Acronym: CEGE
Identifier: guaranteedExposure
Group: Counterparty
Type: Enum
Default: ``
Description
Defines which value of the exposure is covered:
- NO: Nominal Value
- NI: Nominal plus Interest
- MV: Market Value
Allowed Values
- Nominal Value (
NO
) (nominalValue
/0
): Nominal value of the exposure is covered. - Nominal Value plus Interest (
NI
) (nominalValuePlusInterest
/1
): Nominal value of the exposure plus interest accrued is covered. - Market Value (
MV
) (marketValue
/2
): Market value of the exposure is covered.