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Enum: MarketDisruptionEnum

The enumerated values to specify the handling of an averaging date market disruption for an equity derivative transaction.

URI: common_domain_model:MarketDisruptionEnum

Permissible Values

Value Meaning Description
ModifiedPostponement http://www.fpml.org/coding-scheme/market-disruption-1-0#ModifiedPostponement As defined in section 6
Omission http://www.fpml.org/coding-scheme/market-disruption-1-0#Omission As defined in section 6
Postponement http://www.fpml.org/coding-scheme/market-disruption-1-0#Postponement As defined in section 6

Slots

Name Description
marketDisruption The market disruption event as defined by ISDA 2002 Definitions

Identifier and Mapping Information

Schema Source

LinkML Source

name: MarketDisruptionEnum
description: The enumerated values to specify the handling of an averaging date market
  disruption for an equity derivative transaction.
from_schema: https://w3id.org/lmodel/common-domain-model
exact_mappings:
- http://www.fpml.org/coding-scheme/market-disruption
rank: 1000
permissible_values:
  ModifiedPostponement:
    text: ModifiedPostponement
    description: As defined in section 6.7 paragraph (c) sub-paragraph (iii) of the
      ISDA 2002 Equity Derivative definitions.
    meaning: http://www.fpml.org/coding-scheme/market-disruption-1-0#ModifiedPostponement
  Omission:
    text: Omission
    description: As defined in section 6.7 paragraph (c) sub-paragraph (i) of the
      ISDA 2002 Equity Derivative definitions.
    meaning: http://www.fpml.org/coding-scheme/market-disruption-1-0#Omission
  Postponement:
    text: Postponement
    description: As defined in section 6.7 paragraph (c) sub-paragraph (ii) of the
      ISDA 2002 Equity Derivative definitions.
    meaning: http://www.fpml.org/coding-scheme/market-disruption-1-0#Postponement