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common-domain-model

Enum: DeterminationMethodEnum

The enumerated values to specify the method according to which an amount or a date is determined.

URI: common_domain_model:DeterminationMethodEnum

Permissible Values

Section titled “Permissible Values”
Value Meaning Description
AgreedInitialPrice None Agreed separately between the parties
AsSpecifiedInMasterConfirmation None As specified in Master Confirmation
CalculationAgent None Determined by the Calculation Agent
ClosingPrice None Official Closing Price
DividendCurrency None Determined by the Currency of Equity Dividends
ExpiringContractLevel None The initial Index Level is the level of the Expiring Contract as provided in …
HedgeExecution None Determined by the Hedging Party
IssuerPaymentCurrency None Issuer Payment Currency
NAV None Net Asset Value
OpenPrice None Opening Price of the Market
OSPPrice None OSP Price
SettlementCurrency None Settlement Currency
StrikeDateDetermination None Date on which the strike is determined in respect of a forward starting swap
TWAPPrice None Official TWAP Price
TWAPVE None TWAP VE Price
TWAPVEExcludingClose None TWAP VE Calculated by Excluding Closing price
ValuationTime None Price determined at valuation time
VWAPPrice None Official VWAP Price
VWAPVE None VWAP VE Price
VWAPVEExcludingClose None VWAP VE Calculated by Excluding Closing price

Slots

Section titled “Slots”
Name Description
determinationMethod Specifies the method according to which an amount or a date is determined
initialLevelSource In this context, this is AgreedInitialPrice - a specified Initial Index Level

See Also

Section titled “See Also”

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Annotations

Section titled “Annotations”
property value
doc_reference ISDA FpML_Coding_Scheme schemeLocation http://www.fpml.org/coding-scheme/determination-method

Schema Source

Section titled “Schema Source”

LinkML Source

Section titled “LinkML Source”
name: DeterminationMethodEnum
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA FpML_Coding_Scheme schemeLocation http://www.fpml.org/coding-scheme/determination-method
description: The enumerated values to specify the method according to which an amount
  or a date is determined.
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- http://www.fpml.org/coding-scheme/determination-method
rank: 1000
permissible_values:
  AgreedInitialPrice:
    text: AgreedInitialPrice
    description: Agreed separately between the parties.
  AsSpecifiedInMasterConfirmation:
    text: AsSpecifiedInMasterConfirmation
    description: As specified in Master Confirmation.
  CalculationAgent:
    text: CalculationAgent
    description: Determined by the Calculation Agent.
  ClosingPrice:
    text: ClosingPrice
    description: Official Closing Price.
  DividendCurrency:
    text: DividendCurrency
    description: Determined by the Currency of Equity Dividends.
  ExpiringContractLevel:
    text: ExpiringContractLevel
    description: The initial Index Level is the level of the Expiring Contract as
      provided in the Master Confirmation.
  HedgeExecution:
    text: HedgeExecution
    description: Determined by the Hedging Party.
  IssuerPaymentCurrency:
    text: IssuerPaymentCurrency
    description: Issuer Payment Currency.
  NAV:
    text: NAV
    description: Net Asset Value.
  OpenPrice:
    text: OpenPrice
    description: Opening Price of the Market.
  OSPPrice:
    text: OSPPrice
    description: OSP Price.
  SettlementCurrency:
    text: SettlementCurrency
    description: Settlement Currency.
  StrikeDateDetermination:
    text: StrikeDateDetermination
    description: Date on which the strike is determined in respect of a forward starting
      swap.
  TWAPPrice:
    text: TWAPPrice
    description: Official TWAP Price.
  TWAPVE:
    text: TWAPVE
    description: TWAP VE Price.
  TWAPVEExcludingClose:
    text: TWAPVEExcludingClose
    description: TWAP VE Calculated by Excluding Closing price.
  ValuationTime:
    text: ValuationTime
    description: Price determined at valuation time.
  VWAPPrice:
    text: VWAPPrice
    description: Official VWAP Price.
  VWAPVE:
    text: VWAPVE
    description: VWAP VE Price.
  VWAPVEExcludingClose:
    text: VWAPVEExcludingClose
    description: VWAP VE Calculated by Excluding Closing price.