The name of a derivative contract underlying which can be used for all derivative asset classes:
- interest rate: a floating rate index: Libor, Euribor, Eonia. The designated maturity for the interest rate index can be entered in the underlying_index_tenor property.
- credit: a credit index such as CDX NA Investment Grade, iTraxx Europe
- equity: an equity index such as S&P500, FTSE100, EUROSTOXX50, etc.