7.0.0-dev.42

Product Model - Adding EquityIndexEnum

Background

When defining equity assets in an eligible collateral schedule it would be beneficial to have an enumeration list of common equity indices. This was agreed in the Collateral & Contribution Review Working Group discussions.

What is being released?

The Equity Index enum is defined in a new staticdata.asset.equity.enum namespace. The enum is added as an attribute under EquityIndex which extends IndexBase.

A condition restricts the EquityIndex type from having an enum value and a name.

Review Directions

Changes can be reviewed in PR: #4013