Skip to content

Enum: SensitivitiesEnum

Values to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.

URI: common_domain_model:SensitivitiesEnum

Permissible Values

Value Meaning Description
Alternative None The parties agree that in respect of the relevant sensitivities, the delta is...
Standard None The relevant sensitivities are addressed by the standard preferred approach w...

Slots

Name Description
specifiedMethodology The methodology according to which sensitivities will be computed, when speci...

Notes

  • ISDA CSA_IM_2016 paragraph "13 General Principles" clause "(gg)(2)"

Identifier and Mapping Information

Schema Source

LinkML Source

name: SensitivitiesEnum
description: Values to specify the methodology according to which sensitivities to
  (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.
notes:
- ISDA CSA_IM_2016 paragraph "13 General Principles" clause "(gg)(2)"
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Alternative:
    text: Alternative
    description: The parties agree that in respect of the relevant sensitivities,
      the delta is allocated back to individual constituents.
  Standard:
    text: Standard
    description: The relevant sensitivities are addressed by the standard preferred
      approach where the entire delta is put into the applicable asset class/category.