Enum: ContractualSupplementTypeEnum
The enumerated values to define the supplements to a base set of ISDA Definitions that are applicable to the transaction.
URI: common_domain_model:ContractualSupplementTypeEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| ABX | None | Standard Terms Supplement for ABX Transactions |
| ABXTranche | None | Standard Terms Supplement for Asset-Backed Tranche Transactions |
| CDSonLeveragedLoans | None | ISDA Standard Terms Supplement for use with Credit Derivative Transactions on... |
| CDSonMBS | None | ISDA Standard Terms Supplement for use with Credit Derivative Transactions on... |
| CDX | None | Standard Terms Supplement for CDX Untranched Transactions |
| CDXEmergingMarkets | None | Standard Terms Supplement for CDX Emerging Markets Untranched Transactions |
| CDXEmergingMarketsDiversified | None | Standard Terms Supplement for CDX Emerging Markets Diversified Untranched Tra... |
| CDXSwaption | None | Standard Terms Supplement for CDX Swaption Transactions |
| CDXTranche | None | Standard Terms Supplement for Dow Jones CDX Tranche Transactions |
| CMBX | None | Standard Terms Supplement for CMBX Transactions |
| EuropeanCMBS | None | Standard Terms Supplement for Single Name European CMBS Transactions |
| EuropeanRMBS | None | Standard Terms Supplement for Single Name European RMBS Transactions |
| IOS | None | Standard Terms Supplement for IOS Transactions |
| ISDA1999CreditConvertibleExchangeableAccretingObligations | None | Supplement to the 1999 ISDA Credit Derivatives Definitions Relating to Conver... |
| ISDA1999CreditRestructuring | None | Restructuring Supplement to the 1999 ISDA Credit Derivatives Definitions date... |
| ISDA1999CreditSuccessorAndCreditEvents | None | Supplement Relating to Successor and Credit Events to the 1999 ISDA Credit De... |
| ISDA2003AdditionalProvisionsLPN | None | Additional Provisions for LPN dated December 6, 2007 |
| ISDA2003ContingentCreditSpreadTransaction | None | Additional Provisions for Contingent Credit Spread Transactions dated August ... |
| ISDA2003Credit2005MatrixSupplement | None | 2005 Matrix Supplement to the 2003 ISDA Credit Derivatives |
| ISDA2003CreditArgentineRepublic | None | Additional Provisions for the Argentine Republic: Excluded Obligations and Ex... |
| ISDA2003CreditAuctionSupplement | None | ISDA Credit Derivatives Determinations Committees and Auction Settlement Supp... |
| ISDA2003CreditMay2003 | None | May 2003 Supplement to the 2003 ISDA Credit Derivatives Definitions |
| ISDA2003CreditMonolineInsurers | None | Additional Provisions for Physically Settled Default Swaps Monoline Insurer a... |
| ISDA2003CreditMonolineInsurers2005 | None | Additional Provisions for Physically Settled Default Swaps Monoline Insurer a... |
| ISDA2003CreditRepublicOfHungary | None | Additional Provisions for the Republic of Hungary: Obligation Characteristics... |
| ISDA2003CreditRepublicOfHungary2005 | None | Additional Provisions for the Republic of Hungary: Obligation Characteristics... |
| ISDA2003CreditRussianFederation | None | Additional Provisions for the Russian Federation: Obligation Characteristics ... |
| ISDA2003CreditUSMunicipals | None | Additional Provisions for Credit Derivative Transactions - U |
| ISDA2003STMicroelectronicsNV | None | Additional Provisions for STMicroelectronics NV dated December 6, 2007 |
| ISDA2007FullLookthroughDepositoryReceiptSupplement | None | 2007 Full Lookthrough Depository Receipt Supplement to the 2002 Equity Deriva... |
| ISDA2007PartialLookthroughDepositoryReceiptSupplement | None | 2007 Partial Lookthrough Depository Receipt Supplement to the 2002 ISDA Equit... |
| ISDACreditMonolineInsurers | None | Additional Provisions for Physically Settled Default Swaps Monoline Insurer |
| ISDADeliveryRestrictions | None | Additional Provisions for Fixed Recovery Credit Default Swap Transactions |
| ISDAFixedRecovery | None | Additional Provisions for Fixed Recovery Credit Default Swap Transactions |
| ISDALPNReferenceEntities | None | Additional Provisions for LPN Reference Entities |
| ISDAMarch2004EquityCanadianSupplement | None | Canadian Supplement to the 2004 Americas Interdealer Master Equity Derivative... |
| ISDARecoveryLock | None | Additional Provisions for Recovery Lock Credit Default Swap Transactions |
| ISDASecuredDeliverableObligationCharacteristic | None | Additional Provisions for Secured Deliverable Obligation Characteristic |
| LCDX | None | Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Ind... |
| LCDXTranche | None | Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Ind... |
| MBX | None | Standard Terms Supplement for MBX Transactions |
| MCDX | None | Standard Terms Supplement for Municipal CDX Untranched Transactions |
| PO | None | Standard Terms Supplement for PO Index Transactions |
| PrimeX | None | Standard Terms Supplement for PrimeX Transactions |
| StandardCDXTranche | None | Standard Terms Supplement for Standard CDX Tranche Transactions |
| StandardLCDS | None | Standard Syndicated Secured Loan Credit Default Swap Standard Terms Supplemen... |
| StandardLCDSBullet | None | Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default... |
| StandardLCDXBullet | None | Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default... |
| StandardLCDXBulletTranche | None | Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default... |
| StandardiTraxxEuropeTranche | None | Standard Terms Supplement for Standard iTraxx Europe Tranched Transactions |
| SyndicatedSecuredLoanCDS | None | Syndicated Secured Loan Credit Default Swap Standard Terms Supplement |
| TRX | None | Standard Terms Supplement for TRX Transactions |
| TRX_II | None | Standard Terms Supplement for TRX |
| iTraxxAsiaExJapan | None | Standard Terms Supplement for iTraxx Asia Excluding Japan |
| iTraxxAsiaExJapanSwaption | None | Standard Terms Supplement for iTraxx Asia Ex-Japan Swaption Transactions |
| iTraxxAsiaExJapanTranche | None | Standard Terms Supplement for iTraxx Asia Excluding Japan Tranched Transactio... |
| iTraxxAustralia | None | Standard Terms Supplement for iTraxx Australia |
| iTraxxAustraliaSwaption | None | Standard Terms Supplement for iTraxx Australia Swaption Transactions |
| iTraxxAustraliaTranche | None | Standard Terms Supplement for iTraxx Australia Tranched Transactions |
| iTraxxCJ | None | Standard Terms Supplement for iTraxx CJ |
| iTraxxCJTranche | None | Standard Terms Supplement for iTraxx CJ Tranched Transactions |
| iTraxxEurope | None | Standard Terms Supplement for iTraxx Europe Transactions |
| iTraxxEuropeDealer | None | Standard Terms Supplement for iTraxx Europe Dealer Form |
| iTraxxEuropeNonDealer | None | Standard Terms Supplement for iTraxx Europe Non-Dealer Form |
| iTraxxEuropeSwaption | None | Standard Terms Supplement for iTraxx Europe Swaption Transactions |
| iTraxxEuropeTranche | None | Standard Terms Supplement for iTraxx Europe Tranched Transactions |
| iTraxxJapan | None | Standard Terms Supplement for iTraxx Japan |
| iTraxxJapanSwaption | None | Standard Terms Supplement for iTraxx Japan Swaption Transactions |
| iTraxxJapanTranche | None | Standard Terms Supplement for iTraxx Japan Tranched Transactions |
| iTraxxLevX | None | Standard Terms Supplement for iTraxx LevX |
| iTraxxSDI75Dealer | None | Standard Terms Supplement for iTraxx SDI 75 Dealer Transactions |
| iTraxxSDI75NonDealer | None | Standard Terms Supplement for iTraxx SDI 75 Non-Dealer Transactions |
| iTraxxSovX | None | Standard Terms Supplement for iTraxx SovX |
Slots
| Name | Description |
|---|---|
| contractualTermsSupplementType | Identifies the form of applicable contractual supplement |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: ContractualSupplementTypeEnum
description: The enumerated values to define the supplements to a base set of ISDA
Definitions that are applicable to the transaction.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
ABX:
text: ABX
description: Standard Terms Supplement for ABX Transactions.
ABXTranche:
text: ABXTranche
description: Standard Terms Supplement for Asset-Backed Tranche Transactions.
CDSonLeveragedLoans:
text: CDSonLeveragedLoans
description: ISDA Standard Terms Supplement for use with Credit Derivative Transactions
on Leveraged Loans.
CDSonMBS:
text: CDSonMBS
description: ISDA Standard Terms Supplement for use with Credit Derivative Transactions
on Mortgage-backed Security with Pay-As-You-Go or Physical Settlement.
CDX:
text: CDX
description: Standard Terms Supplement for CDX Untranched Transactions.
CDXEmergingMarkets:
text: CDXEmergingMarkets
description: Standard Terms Supplement for CDX Emerging Markets Untranched Transactions.
CDXEmergingMarketsDiversified:
text: CDXEmergingMarketsDiversified
description: Standard Terms Supplement for CDX Emerging Markets Diversified Untranched
Transactions..
CDXSwaption:
text: CDXSwaption
description: Standard Terms Supplement for CDX Swaption Transactions.
CDXTranche:
text: CDXTranche
description: Standard Terms Supplement for Dow Jones CDX Tranche Transactions.
CMBX:
text: CMBX
description: Standard Terms Supplement for CMBX Transactions.
EuropeanCMBS:
text: EuropeanCMBS
description: Standard Terms Supplement for Single Name European CMBS Transactions.
EuropeanRMBS:
text: EuropeanRMBS
description: Standard Terms Supplement for Single Name European RMBS Transactions.
IOS:
text: IOS
description: Standard Terms Supplement for IOS Transactions.
ISDA1999CreditConvertibleExchangeableAccretingObligations:
text: ISDA1999CreditConvertibleExchangeableAccretingObligations
description: Supplement to the 1999 ISDA Credit Derivatives Definitions Relating
to Convertible, Exchangeable or Accreting Obligations dated November 9, 2001.
ISDA1999CreditRestructuring:
text: ISDA1999CreditRestructuring
description: Restructuring Supplement to the 1999 ISDA Credit Derivatives Definitions
dated May 11, 2001.
ISDA1999CreditSuccessorAndCreditEvents:
text: ISDA1999CreditSuccessorAndCreditEvents
description: Supplement Relating to Successor and Credit Events to the 1999 ISDA
Credit Derivatives Definitions dated November 28, 2001.
ISDA2003AdditionalProvisionsLPN:
text: ISDA2003AdditionalProvisionsLPN
description: Additional Provisions for LPN dated December 6, 2007.
ISDA2003ContingentCreditSpreadTransaction:
text: ISDA2003ContingentCreditSpreadTransaction
description: Additional Provisions for Contingent Credit Spread Transactions dated
August 15, 2008.
ISDA2003Credit2005MatrixSupplement:
text: ISDA2003Credit2005MatrixSupplement
description: 2005 Matrix Supplement to the 2003 ISDA Credit Derivatives.
ISDA2003CreditArgentineRepublic:
text: ISDA2003CreditArgentineRepublic
description: 'Additional Provisions for the Argentine Republic: Excluded Obligations
and Excluded Deliverable Obligations dated December 21, 2005.'
ISDA2003CreditAuctionSupplement:
text: ISDA2003CreditAuctionSupplement
description: ISDA Credit Derivatives Determinations Committees and Auction Settlement
Supplement to the 2003 ISDA Credit Derivatives Definitions (published on [TBD]).
ISDA2003CreditMay2003:
text: ISDA2003CreditMay2003
description: May 2003 Supplement to the 2003 ISDA Credit Derivatives Definitions.
ISDA2003CreditMonolineInsurers:
text: ISDA2003CreditMonolineInsurers
description: Additional Provisions for Physically Settled Default Swaps Monoline
Insurer as Reference Entity dated May 9, 2003.
ISDA2003CreditMonolineInsurers2005:
text: ISDA2003CreditMonolineInsurers2005
description: Additional Provisions for Physically Settled Default Swaps Monoline
Insurer as Reference Entity dated January 21, 2005.
ISDA2003CreditRepublicOfHungary:
text: ISDA2003CreditRepublicOfHungary
description: 'Additional Provisions for the Republic of Hungary: Obligation Characteristics
and Deliverable Obligation Characteristics dated August 13, 2004.'
ISDA2003CreditRepublicOfHungary2005:
text: ISDA2003CreditRepublicOfHungary2005
description: 'Additional Provisions for the Republic of Hungary: Obligation Characteristics
and Deliverable Obligation Characteristics dated February 14, 2005. '
ISDA2003CreditRussianFederation:
text: ISDA2003CreditRussianFederation
description: 'Additional Provisions for the Russian Federation: Obligation Characteristics
and Deliverable Obligation Characteristics dated August 13, 2004.'
ISDA2003CreditUSMunicipals:
text: ISDA2003CreditUSMunicipals
description: Additional Provisions for Credit Derivative Transactions - U.S. Municipal
Entity as Reference Entity dated September 17, 2004.
ISDA2003STMicroelectronicsNV:
text: ISDA2003STMicroelectronicsNV
description: Additional Provisions for STMicroelectronics NV dated December 6,
2007.
ISDA2007FullLookthroughDepositoryReceiptSupplement:
text: ISDA2007FullLookthroughDepositoryReceiptSupplement
description: 2007 Full Lookthrough Depository Receipt Supplement to the 2002 Equity
Derivatives Definitions.
ISDA2007PartialLookthroughDepositoryReceiptSupplement:
text: ISDA2007PartialLookthroughDepositoryReceiptSupplement
description: 2007 Partial Lookthrough Depository Receipt Supplement to the 2002
ISDA Equity Derivatives Definitions.
ISDACreditMonolineInsurers:
text: ISDACreditMonolineInsurers
description: Additional Provisions for Physically Settled Default Swaps Monoline
Insurer.
ISDADeliveryRestrictions:
text: ISDADeliveryRestrictions
description: Additional Provisions for Fixed Recovery Credit Default Swap Transactions
ISDAFixedRecovery:
text: ISDAFixedRecovery
description: Additional Provisions for Fixed Recovery Credit Default Swap Transactions.
ISDALPNReferenceEntities:
text: ISDALPNReferenceEntities
description: Additional Provisions for LPN Reference Entities.
ISDAMarch2004EquityCanadianSupplement:
text: ISDAMarch2004EquityCanadianSupplement
description: Canadian Supplement to the 2004 Americas Interdealer Master Equity
Derivatives Confirmation Agreement dated March 29, 2004.
ISDARecoveryLock:
text: ISDARecoveryLock
description: Additional Provisions for Recovery Lock Credit Default Swap Transactions.
ISDASecuredDeliverableObligationCharacteristic:
text: ISDASecuredDeliverableObligationCharacteristic
description: Additional Provisions for Secured Deliverable Obligation Characteristic.
LCDX:
text: LCDX
description: Standard Terms Supplement for Syndicated Secured Loan Credit Default
Swap Index Transactions.
LCDXTranche:
text: LCDXTranche
description: Standard Terms Supplement for Syndicated Secured Loan Credit Default
Swap Index Tranche Transactions.
MBX:
text: MBX
description: Standard Terms Supplement for MBX Transactions.
MCDX:
text: MCDX
description: Standard Terms Supplement for Municipal CDX Untranched Transactions.
PO:
text: PO
description: Standard Terms Supplement for PO Index Transactions.
PrimeX:
text: PrimeX
description: Standard Terms Supplement for PrimeX Transactions.
StandardCDXTranche:
text: StandardCDXTranche
description: Standard Terms Supplement for Standard CDX Tranche Transactions.
StandardLCDS:
text: StandardLCDS
description: Standard Syndicated Secured Loan Credit Default Swap Standard Terms
Supplement.
StandardLCDSBullet:
text: StandardLCDSBullet
description: Standard Terms Supplement for Standard Syndicated Secured Loan Credit
Default Swap Bullet Transactions.
StandardLCDXBullet:
text: StandardLCDXBullet
description: Standard Terms Supplement for Standard Syndicated Secured Loan Credit
Default Swap Index Bullet Transactions.
StandardLCDXBulletTranche:
text: StandardLCDXBulletTranche
description: Standard Terms Supplement for Standard Syndicated Secured Loan Credit
Default Swap Index Bullet Tranche Transactions.
StandardiTraxxEuropeTranche:
text: StandardiTraxxEuropeTranche
description: Standard Terms Supplement for Standard iTraxx Europe Tranched Transactions.
SyndicatedSecuredLoanCDS:
text: SyndicatedSecuredLoanCDS
description: Syndicated Secured Loan Credit Default Swap Standard Terms Supplement.
TRX:
text: TRX
description: Standard Terms Supplement for TRX Transactions.
TRX_II:
text: TRX_II
description: Standard Terms Supplement for TRX.II Transactions.
aliases:
- TRX.II
iTraxxAsiaExJapan:
text: iTraxxAsiaExJapan
description: Standard Terms Supplement for iTraxx Asia Excluding Japan.
iTraxxAsiaExJapanSwaption:
text: iTraxxAsiaExJapanSwaption
description: Standard Terms Supplement for iTraxx Asia Ex-Japan Swaption Transactions.
iTraxxAsiaExJapanTranche:
text: iTraxxAsiaExJapanTranche
description: Standard Terms Supplement for iTraxx Asia Excluding Japan Tranched
Transactions.
iTraxxAustralia:
text: iTraxxAustralia
description: Standard Terms Supplement for iTraxx Australia.
iTraxxAustraliaSwaption:
text: iTraxxAustraliaSwaption
description: Standard Terms Supplement for iTraxx Australia Swaption Transactions.
iTraxxAustraliaTranche:
text: iTraxxAustraliaTranche
description: Standard Terms Supplement for iTraxx Australia Tranched Transactions.
iTraxxCJ:
text: iTraxxCJ
description: Standard Terms Supplement for iTraxx CJ.
iTraxxCJTranche:
text: iTraxxCJTranche
description: Standard Terms Supplement for iTraxx CJ Tranched Transactions.
iTraxxEurope:
text: iTraxxEurope
description: Standard Terms Supplement for iTraxx Europe Transactions.
iTraxxEuropeDealer:
text: iTraxxEuropeDealer
description: Standard Terms Supplement for iTraxx Europe Dealer Form.
iTraxxEuropeNonDealer:
text: iTraxxEuropeNonDealer
description: Standard Terms Supplement for iTraxx Europe Non-Dealer Form.
iTraxxEuropeSwaption:
text: iTraxxEuropeSwaption
description: Standard Terms Supplement for iTraxx Europe Swaption Transactions.
iTraxxEuropeTranche:
text: iTraxxEuropeTranche
description: Standard Terms Supplement for iTraxx Europe Tranched Transactions.
iTraxxJapan:
text: iTraxxJapan
description: Standard Terms Supplement for iTraxx Japan.
iTraxxJapanSwaption:
text: iTraxxJapanSwaption
description: Standard Terms Supplement for iTraxx Japan Swaption Transactions.
iTraxxJapanTranche:
text: iTraxxJapanTranche
description: Standard Terms Supplement for iTraxx Japan Tranched Transactions.
iTraxxLevX:
text: iTraxxLevX
description: Standard Terms Supplement for iTraxx LevX.
iTraxxSDI75Dealer:
text: iTraxxSDI75Dealer
description: Standard Terms Supplement for iTraxx SDI 75 Dealer Transactions.
iTraxxSDI75NonDealer:
text: iTraxxSDI75NonDealer
description: Standard Terms Supplement for iTraxx SDI 75 Non-Dealer Transactions.
iTraxxSovX:
text: iTraxxSovX
description: Standard Terms Supplement for iTraxx SovX.