MortalityAssumption

Description
Mortality assumption.

Type : TC_MORTASSUMPTION
DescriptionNameValue
CurrentOLI_MORTASSMP_CURRENT3
Custom BlendedOLI_MORTASSMP_BLENDED4
Guaranteed (for dividends This means no dividends) - defaults to guaranteedOLI_MORTASSMP_GTD1
Mid PointOLI_MORTASSMP_MIDPOINT2
OtherOLI_OTHER2147483647
UnknownOLI_UNKNOWN0

Definition
Used to specify which mortality basis is used in calculations.

Parents
IRSPremCalcMethod RequestBasis ResultBasis