CDSConvention

Introduction
Concepts and Design
Session Layer
- Introduction
- Session
- Transport
  - IpcBusService
Content Layer
- Introduction
- Pricing
  - Overview
  - Pricing.Definition
  - Pricing.Stream
  - Pricing.StreamEvent
  - OMM response state type
  - Metadata
  - Chain
- SymbolConversion
- HistoricalPricing
- News
- Search
- FundamentalAndReference
  - Overview
  - FundamentalAndReference.Definition
- IPA FinancialContracts
  - Overview
  - FinancialContracts.Definition
  - Outputs
  - Bond
  - Bond Future
  - Cap Floor
  - CDS
  - Fx Cross
  - IR Swap
  - Option
  - Repo
  - Swaption
  - Term Deposit
    - Overview
    - TermDeposit.Definition
- IPA Curves
  - Overview
  - ForwardCurve
  - ForwardCurves
    - Overview
    - ForwardCurves.Definition
  - ZcCurve
  - ZcCurves
    - Overview
    - ZcCurves.Definition
  - ZcCurveDefinition
    - Overview
    - ZcCurveDefinition.Definition
  - ZcCurveDefinitions
    - Overview
    - ZcCurveDefinitions.Definition
- IPA Surfaces
  - Overview
  - VolatilitySurfaces.Definition
  - Outputs
  - Cap
    - Overview
    - Cap.Definition
  - Eti
  - Fx
  - Swaption
Delivery Layer
- Introduction
- OMMStream
- RDPStream
- EndpointRequest
  - Overview
  - EndpointRequest.Definition

CDSConvention

CDSConvention for the financial instruments.

Possible values
CDSConvention.ISDA
CDSConvention.UserDefined