LSEG Data Library for TypeScript

Built with Pandora

VolatilityAdjustmentType

VolatilityAdjustment method.

Name Value
VolatilityAdjustmentType.PbUndefined 'PbUndefined'
VolatilityAdjustmentType.ConstantCaplet 'ConstantCaplet'
VolatilityAdjustmentType.NormalizedCaplet 'NormalizedCaplet'
VolatilityAdjustmentType.ConstantCap 'ConstantCap'
VolatilityAdjustmentType.NormalizedCap 'NormalizedCap'
VolatilityAdjustmentType.ShiftedCap 'ShiftedCap'
16 words (0:05 mins)