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common-domain-model

Enum: CashSettlementMethodEnum

Defines the different cash settlement methods for a product where cash settlement is applicable.

URI: common_domain_model:CashSettlementMethodEnum

Permissible Values

Section titled “Permissible Values”
Value Meaning Description
CashPriceMethod None An ISDA defined cash settlement method used for the determination of the appl…
CashPriceAlternateMethod None An ISDA defined cash settlement method used for the determination of the appl…
ParYieldCurveAdjustedMethod None An ISDA defined cash settlement method used for the determination of the appl…
ZeroCouponYieldAdjustedMethod None An ISDA defined cash settlement method used for the determination of the appl…
ParYieldCurveUnadjustedMethod None An ISDA defined cash settlement method used for the determination of the appl…
CrossCurrencyMethod None An ISDA defined cash settlement method used for the determination of the appl…
CollateralizedCashPriceMethod None An ISDA defined cash settlement method (yield curve) used for the determinati…
MidMarketIndicativeQuotations None An ISDA defined cash settlement method used for the determination of the appl…
MidMarketIndicativeQuotationsAlternate None An ISDA defined cash settlement method used for the determination of the appl…
MidMarketCalculationAgentDetermination None An ISDA defined cash settlement method used for the determination of the appl…
ReplacementValueFirmQuotations None An ISDA defined cash settlement method used for the determination of the appl…
ReplacementValueCalculationAgentDetermination None An ISDA defined cash settlement method used for the determination of the appl…

Slots

Section titled “Slots”
Name Description
cashSettlementMethod Specifies the type of cash settlement method: cash price, yield curve etc

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

LinkML Source

Section titled “LinkML Source”
name: CashSettlementMethodEnum
description: Defines the different cash settlement methods for a product where cash
  settlement is applicable.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  CashPriceMethod:
    text: CashPriceMethod
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2006
      ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (a).
  CashPriceAlternateMethod:
    text: CashPriceAlternateMethod
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2006
      ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (b).
  ParYieldCurveAdjustedMethod:
    text: ParYieldCurveAdjustedMethod
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2006
      ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (c).
  ZeroCouponYieldAdjustedMethod:
    text: ZeroCouponYieldAdjustedMethod
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2006
      ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (d).
  ParYieldCurveUnadjustedMethod:
    text: ParYieldCurveUnadjustedMethod
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2006
      ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
  CrossCurrencyMethod:
    text: CrossCurrencyMethod
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2006
      ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (f) (published
      in Supplement number 23).
  CollateralizedCashPriceMethod:
    text: CollateralizedCashPriceMethod
    description: An ISDA defined cash settlement method (yield curve) used for the
      determination of the applicable cash settlement amount. The method is defined
      in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph
      (g) (published in Supplement number 28). The method is defined in the 2021 ISDA
      Definitions, section 18.2.6.
  MidMarketIndicativeQuotations:
    text: MidMarketIndicativeQuotations
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2021
      ISDA Definitions, Section 18.2.1.
  MidMarketIndicativeQuotationsAlternate:
    text: MidMarketIndicativeQuotationsAlternate
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2021
      ISDA Definitions, Section 18.2.2.
  MidMarketCalculationAgentDetermination:
    text: MidMarketCalculationAgentDetermination
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2021
      ISDA Definitions, Section 18.2.3.
  ReplacementValueFirmQuotations:
    text: ReplacementValueFirmQuotations
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2021
      ISDA Definitions, Section 18.2.4.
  ReplacementValueCalculationAgentDetermination:
    text: ReplacementValueCalculationAgentDetermination
    description: An ISDA defined cash settlement method used for the determination
      of the applicable cash settlement amount. The method is defined in the 2021
      ISDA Definitions, Section 18.2.5