Enum: TimeTypeEnum
The enumerated values to specify points in the day when option exercise and valuation can occur.
URI: common_domain_model:TimeTypeEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| Close | None | The official closing time of the exchange on the valuation date |
| Open | None | The official opening time of the exchange on the valuation date |
| OSP | None | The time at which the official settlement price is determined |
| SpecificTime | None | The time specified in the element equityExpirationTime or valuationTime (as a... |
| XETRA | None | The time at which the official settlement price (following the auction by the... |
| DerivativesClose | None | The official closing time of the derivatives exchange on which a derivative c... |
| AsSpecifiedInMasterConfirmation | None | The time is determined as provided in the relevant Master Confirmation |
Slots
| Name | Description |
|---|---|
| valuationTimeType | The time of day at which the calculation agent values the underlying, for exa... |
| observationTimeType | The enumerated values to specify points in the day when option exercise and v... |
| time | The feature payment time |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: TimeTypeEnum
description: The enumerated values to specify points in the day when option exercise
and valuation can occur.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
Close:
text: Close
description: The official closing time of the exchange on the valuation date.
Open:
text: Open
description: The official opening time of the exchange on the valuation date.
OSP:
text: OSP
description: The time at which the official settlement price is determined.
SpecificTime:
text: SpecificTime
description: The time specified in the element equityExpirationTime or valuationTime
(as appropriate).
XETRA:
text: XETRA
description: The time at which the official settlement price (following the auction
by the exchange) is determined by the exchange.
DerivativesClose:
text: DerivativesClose
description: The official closing time of the derivatives exchange on which a
derivative contract is listed on that security underlier.
AsSpecifiedInMasterConfirmation:
text: AsSpecifiedInMasterConfirmation
description: The time is determined as provided in the relevant Master Confirmation.