LSEG Data Library for TypeScript

CapFloor.ConvexityAdjustmentMethod

ConvexityAdjustmentMethod for the financial instruments:

Name Value
ConvexityAdjustmentMethod.None 'None'
ConvexityAdjustmentMethod.BlackScholes 'BlackScholes'
ConvexityAdjustmentMethod.Replication 'Replication'
ConvexityAdjustmentMethod.LinearSwapModel 'LinearSwapModel'
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