/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.pricer.impl.credit.isda;
/**
* Which of the three accrual on default formulae to use.
*/
public enum AccrualOnDefaultFormulae {
/**
* The formula in v1.8.1 and below.
*/
ORIGINAL_ISDA,
/**
* The correction proposed by Markit (v 1.8.2).
*/
MARKIT_FIX,
/**
* The mathematically correct formula .
*/
CORRECT;
}