Enum Seniority

Namespace

NanoQL.Experimental

Assembly

NanoQL.dll

The seniority of a bond; also the ISDA tiers and seniorities of CDS conventional spreads.

[Experimental("NQL0001")]
public enum Seniority

Fields

JrSubT2 = 3

Junior subordinated upper tier 2.

NoSeniority = 5

No seniority assigned, which allows the default recovery quote.

PrefT1 = 4

Preference shares, tier 1.

SecDom = 0

Senior secured domestic.

SeniorSec = 0

Markit's name for SecDom.

SeniorUnSec = 1

Markit's name for SnrFor.

SnrFor = 1

Senior unsecured foreign.

SubLT2 = 2

Subordinated lower tier 2.

SubLoweTier2 = 2

Markit's name for SubLT2.

SubTier1 = 4

Markit's name for PrefT1.

SubUpperTier2 = 3

Markit's name for JrSubT2.

Remarks

Markit's names are members of equal value, as QuantLib's enum aliases are.