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propertyunderlying_indexderivative

underlying_index

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.

derivative