sdk.lusid.models.counterparty_risk_information
LUSID API
FINBOURNE Technology # noqa: E501
Contact: info@finbourne.com Generated by OpenAPI Generator (https://openapi-generator.tech)
Do not edit the class manually.
Classes
In the event that the legal entity is a counterparty to an OTC transaction (as signatory to a counterparty agreement such as an ISDA 2002 Master Agreement), this information would be needed for calculations such as Credit-Valuation-Adjustments and Debit-Valuation-Adjustments (CVA, DVA, XVA etc). |