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Guaranteed Exposure

Guaranteed Exposure​

Acronym: CEGE
Identifier: guaranteedExposure
Group: Counterparty
Type: Enum
Default: ``

Description​

Defines which value of the exposure is covered:

  • NO: Nominal Value
  • NI: Nominal plus Interest
  • MV: Market Value

Allowed Values​

  • Nominal Value (NO) (nominalValue / 0): Nominal value of the exposure is covered.
  • Nominal Value plus Interest (NI) (nominalValuePlusInterest / 1): Nominal value of the exposure plus interest accrued is covered.
  • Market Value (MV) (marketValue / 2): Market value of the exposure is covered.