Enum: CashSettlementMethodEnum
Defines the different cash settlement methods for a product where cash settlement is applicable.
URI: common_domain_model:CashSettlementMethodEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| CashPriceMethod | None | An ISDA defined cash settlement method used for the determination of the appl... |
| CashPriceAlternateMethod | None | An ISDA defined cash settlement method used for the determination of the appl... |
| ParYieldCurveAdjustedMethod | None | An ISDA defined cash settlement method used for the determination of the appl... |
| ZeroCouponYieldAdjustedMethod | None | An ISDA defined cash settlement method used for the determination of the appl... |
| ParYieldCurveUnadjustedMethod | None | An ISDA defined cash settlement method used for the determination of the appl... |
| CrossCurrencyMethod | None | An ISDA defined cash settlement method used for the determination of the appl... |
| CollateralizedCashPriceMethod | None | An ISDA defined cash settlement method (yield curve) used for the determinati... |
| MidMarketIndicativeQuotations | None | An ISDA defined cash settlement method used for the determination of the appl... |
| MidMarketIndicativeQuotationsAlternate | None | An ISDA defined cash settlement method used for the determination of the appl... |
| MidMarketCalculationAgentDetermination | None | An ISDA defined cash settlement method used for the determination of the appl... |
| ReplacementValueFirmQuotations | None | An ISDA defined cash settlement method used for the determination of the appl... |
| ReplacementValueCalculationAgentDetermination | None | An ISDA defined cash settlement method used for the determination of the appl... |
Slots
| Name | Description |
|---|---|
| cashSettlementMethod | Specifies the type of cash settlement method: cash price, yield curve etc |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: CashSettlementMethodEnum
description: Defines the different cash settlement methods for a product where cash
settlement is applicable.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
CashPriceMethod:
text: CashPriceMethod
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2006
ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (a).
CashPriceAlternateMethod:
text: CashPriceAlternateMethod
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2006
ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (b).
ParYieldCurveAdjustedMethod:
text: ParYieldCurveAdjustedMethod
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2006
ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (c).
ZeroCouponYieldAdjustedMethod:
text: ZeroCouponYieldAdjustedMethod
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2006
ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (d).
ParYieldCurveUnadjustedMethod:
text: ParYieldCurveUnadjustedMethod
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2006
ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
CrossCurrencyMethod:
text: CrossCurrencyMethod
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2006
ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (f) (published
in Supplement number 23).
CollateralizedCashPriceMethod:
text: CollateralizedCashPriceMethod
description: An ISDA defined cash settlement method (yield curve) used for the
determination of the applicable cash settlement amount. The method is defined
in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph
(g) (published in Supplement number 28). The method is defined in the 2021 ISDA
Definitions, section 18.2.6.
MidMarketIndicativeQuotations:
text: MidMarketIndicativeQuotations
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2021
ISDA Definitions, Section 18.2.1.
MidMarketIndicativeQuotationsAlternate:
text: MidMarketIndicativeQuotationsAlternate
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2021
ISDA Definitions, Section 18.2.2.
MidMarketCalculationAgentDetermination:
text: MidMarketCalculationAgentDetermination
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2021
ISDA Definitions, Section 18.2.3.
ReplacementValueFirmQuotations:
text: ReplacementValueFirmQuotations
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2021
ISDA Definitions, Section 18.2.4.
ReplacementValueCalculationAgentDetermination:
text: ReplacementValueCalculationAgentDetermination
description: An ISDA defined cash settlement method used for the determination
of the applicable cash settlement amount. The method is defined in the 2021
ISDA Definitions, Section 18.2.5