elEnumExposureTypes
Introduced in version: 21.8
Last modified in version : -
Purpose : retrieve the list of the risk factor buckets.
Last modified in version : -
Purpose : retrieve the list of the risk factor buckets.
Summary
The elEnumExposureTypes returns simply the list of the exposures that constitute the source of risk of an asset. The function has no parameters. When the function is called, 5 risk factors are displayed: RiskFreeZCBonds, RiskyZCBonds, Underlyings - spot, Underlyings - implied volatility, Cash.
Syntax
elEnumExposureTypes()