Enum: MarketDisruptionEnum
The enumerated values to specify the handling of an averaging date market disruption for an equity derivative transaction.
URI: common_domain_model:MarketDisruptionEnum
Permissible Values
Section titled “Permissible Values”| Value | Meaning | Description |
|---|---|---|
| ModifiedPostponement | None | As defined in section 6 |
| Omission | None | As defined in section 6 |
| Postponement | None | As defined in section 6 |
| Name | Description |
|---|---|
| marketDisruption | The market disruption event as defined by ISDA 2002 Definitions |
Identifier and Mapping Information
Section titled “Identifier and Mapping Information”Schema Source
Section titled “Schema Source”- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
Section titled “LinkML Source”name: MarketDisruptionEnumdescription: The enumerated values to specify the handling of an averaging date market disruption for an equity derivative transaction.from_schema: https://w3id.org/lmodel/common-domain-modelrank: 1000permissible_values: ModifiedPostponement: text: ModifiedPostponement description: As defined in section 6.7 paragraph (c) sub-paragraph (iii) of the ISDA 2002 Equity Derivative definitions. Omission: text: Omission description: As defined in section 6.7 paragraph (c) sub-paragraph (i) of the ISDA 2002 Equity Derivative definitions. Postponement: text: Postponement description: As defined in section 6.7 paragraph (c) sub-paragraph (ii) of the ISDA 2002 Equity Derivative definitions.