Enum: DeterminationMethodEnum
The enumerated values to specify the method according to which an amount or a date is determined.
URI: common_domain_model:DeterminationMethodEnum
Permissible Values
Slots
| Name | Description |
|---|---|
| determinationMethod | Specifies the method according to which an amount or a date is determined |
| initialLevelSource | In this context, this is AgreedInitialPrice - a specified Initial Index Level |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: DeterminationMethodEnum
description: The enumerated values to specify the method according to which an amount
or a date is determined.
from_schema: https://w3id.org/lmodel/common-domain-model
exact_mappings:
- http://www.fpml.org/coding-scheme/determination-method
rank: 1000
permissible_values:
AgreedInitialPrice:
text: AgreedInitialPrice
description: Agreed separately between the parties.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#AgreedInitialPrice
AsSpecifiedInMasterConfirmation:
text: AsSpecifiedInMasterConfirmation
description: As specified in Master Confirmation.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#AsSpecifiedInMasterConfirmation
CalculationAgent:
text: CalculationAgent
description: Determined by the Calculation Agent.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#CalculationAgent
ClosingPrice:
text: ClosingPrice
description: Official Closing Price.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#ClosingPrice
DividendCurrency:
text: DividendCurrency
description: Determined by the Currency of Equity Dividends.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#DividendCurrency
ExpiringContractLevel:
text: ExpiringContractLevel
description: The initial Index Level is the level of the Expiring Contract as
provided in the Master Confirmation.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#ExpiringContractLevel
HedgeExecution:
text: HedgeExecution
description: Determined by the Hedging Party.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#HedgeExecution
IssuerPaymentCurrency:
text: IssuerPaymentCurrency
description: Issuer Payment Currency.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#IssuerPaymentCurrency
NAV:
text: NAV
description: Net Asset Value.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#NAV
OpenPrice:
text: OpenPrice
description: Opening Price of the Market.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#OpenPrice
OSPPrice:
text: OSPPrice
description: OSP Price.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#OSPPrice
SettlementCurrency:
text: SettlementCurrency
description: Settlement Currency.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#SettlementCurrency
StrikeDateDetermination:
text: StrikeDateDetermination
description: Date on which the strike is determined in respect of a forward starting
swap.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#StrikeDateDetermination
TWAPPrice:
text: TWAPPrice
description: Official TWAP Price.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#TWAPPrice
TWAPVE:
text: TWAPVE
description: TWAP VE Price.
TWAPVEExcludingClose:
text: TWAPVEExcludingClose
description: TWAP VE Calculated by Excluding Closing price.
ValuationTime:
text: ValuationTime
description: Price determined at valuation time.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#ValuationTime
VWAPPrice:
text: VWAPPrice
description: Official VWAP Price.
meaning: http://www.fpml.org/coding-scheme/determination-method-3-4#VWAPPrice
VWAPVE:
text: VWAPVE
description: VWAP VE Price.
VWAPVEExcludingClose:
text: VWAPVEExcludingClose
description: VWAP VE Calculated by Excluding Closing price.