Enum: ValueSecuritiesEnum
Details of how securities collateral is valued when resolving disputes.
URI: common_domain_model:ValueSecuritiesEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| BidPricePercentage | None | Securities collateral is valued using the bid price multiplied by the valuati... |
| BidPricePercentageLessHaircut | None | Securities collateral is valued using the bid price multiplied by the valuati... |
| MidPricePercentage | None | Securities collateral is valued using the mid price multiplied by the valuati... |
| MidPricePercentageLessHaircut | None | Securities collateral is valued using the mid price multiplied by the valuati... |
| Other | None | Exception value |
Slots
| Name | Description |
|---|---|
| securities | Details of how securities collateral is valued when resolving disputes |
| securitiesCollateral | Details of how securities collateral is valued |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: ValueSecuritiesEnum
description: Details of how securities collateral is valued when resolving disputes.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
BidPricePercentage:
text: BidPricePercentage
description: Securities collateral is valued using the bid price multiplied by
the valuation percentage.
aliases:
- Securities - Bid Price multiplied by Valuation Percentage
BidPricePercentageLessHaircut:
text: BidPricePercentageLessHaircut
description: Securities collateral is valued using the bid price multiplied by
the valuation percentage less the FX haircut.
aliases:
- Securities - Bid Price multiplied by (Valuation Percentage - FX Haircut)
MidPricePercentage:
text: MidPricePercentage
description: Securities collateral is valued using the mid price multiplied by
the valuation percentage.
aliases:
- Securities - Mid Price multiplied by Valuation Percentage
MidPricePercentageLessHaircut:
text: MidPricePercentageLessHaircut
description: Securities collateral is valued using the mid price multiplied by
the valuation percentage less the FX haircut.
aliases:
- Securities - Mid Price multiplied by (Valuation Percentage - FX Haircut)
Other:
text: Other
description: Exception value.