Enum: MarginApproachEnum
Values to specify the margin approach specific to Initial Margin agreements.
URI: common_domain_model:MarginApproachEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| Distinct | None | Distinct Margin Flow (IM) Approach |
| Allocated | None | Allocated Margin Flow (IM/IA) Approach |
| GreaterOf | None | Greater of Margin Flow (IM/IA) Approach |
Slots
| Name | Description |
|---|---|
| marginApproach | Specifies the margin approach specific to Initial Margin agreements |
Notes
- ISDA CSA_IM_NewYork_2018 paragraph "13"
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: MarginApproachEnum
description: Values to specify the margin approach specific to Initial Margin agreements.
notes:
- ISDA CSA_IM_NewYork_2018 paragraph "13"
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
Distinct:
text: Distinct
description: Distinct Margin Flow (IM) Approach.
Allocated:
text: Allocated
description: Allocated Margin Flow (IM/IA) Approach.
GreaterOf:
text: GreaterOf
description: Greater of Margin Flow (IM/IA) Approach.