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DROP Market

DROP Market holds the Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings.

Component Packages

  • Definition DROP Market Definition implements the IBOR, FX, Overnight Index Container.

  • Exchange DROP Market Exchange implements the Deliverable Swap, STIR, Treasury Futures.

  • Issue DROP Market Issue implements the Market Issued Treasury Setting Container.

  • OTC DROP Market OTC implements the OTC Dual Stream Option Container.

DROP Specifications