Base class for representing economic dependencies. Economic dependencies are a way of indicating how one concept depends upon another. For example, when pricing an instrument with a particular model, that model will declare that it has an EconomicDependency for each bit of market data that it needs to complete the calculation. Concretely, a pricing an FxForward will declare a dependency on the exchange rate between the two currencies at the forward date. Another example is when data is included in a data-structure only by reference. Concretely, an object depending on a FlowConvention that is referenced only semantically via a FlowConventionName will declare a FlowConventionDependency so that the full data-structure of the referenced FlowConvention can be retrieved. For deserialization purposes, this class contains a discriminator EconomicDependencyType to indicate the derived type.
| Name |
Type |
Description |
Notes |
| dependencyType |
DependencyTypeEnum |
The available values are: OpaqueDependency, CashDependency, DiscountingDependency, EquityCurveDependency, EquityVolDependency, FxDependency, FxForwardsDependency, FxVolDependency, IndexProjectionDependency, IrVolDependency, QuoteDependency, Vendor, CalendarDependency, InflationFixingDependency |
|
| Name |
Value |
| OPAQUEDEPENDENCY |
"OpaqueDependency" |
| CASHDEPENDENCY |
"CashDependency" |
| DISCOUNTINGDEPENDENCY |
"DiscountingDependency" |
| EQUITYCURVEDEPENDENCY |
"EquityCurveDependency" |
| EQUITYVOLDEPENDENCY |
"EquityVolDependency" |
| FXDEPENDENCY |
"FxDependency" |
| FXFORWARDSDEPENDENCY |
"FxForwardsDependency" |
| FXVOLDEPENDENCY |
"FxVolDependency" |
| INDEXPROJECTIONDEPENDENCY |
"IndexProjectionDependency" |
| IRVOLDEPENDENCY |
"IrVolDependency" |
| QUOTEDEPENDENCY |
"QuoteDependency" |
| VENDOR |
"Vendor" |
| CALENDARDEPENDENCY |
"CalendarDependency" |
| INFLATIONFIXINGDEPENDENCY |
"InflationFixingDependency" |
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