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common-domain-model

Enum: MasterConfirmationAnnexTypeEnum

The enumerated values to specify the type of annex to be used with master confirmation agreement governing the transaction.

URI: common_domain_model:MasterConfirmationAnnexTypeEnum

Permissible Values

Section titled “Permissible Values”
Value Meaning Description
ISDA2004IndexVarianceSwapAmericasInterdealer None The Index Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Mast…
ISDA2004ShareVarianceSwapAmericasInterdealer None The Share Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Mast…
ISDA2007DispersionVarianceSwapEuropean None The Dispersion Variance Swap Annex to the Revised 2007 ISDA European Variance…
ISDA2007EquityFinanceSwapEuropean None The EFS (Equity Share Finance Swap) 2007 Annex to the ISDA 2007 European Mast…
ISDA2007IndexVarianceSwapAmericasInterdealer None The Index Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdea…
ISDA2007ShareVarianceSwapAmericasInterdealer None The Share Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdea…
ISDA2007VarianceOptionEuropean None The Variance Option Standard Terms Appendix to the Revised ISDA 2007 European…
ISDA2008EquityFinanceSwapAsiaExcludingJapan None The Cash-settled Open Market EFS (Equity Finance Share Swap) 2008 Annex to th…
ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1 None The Cash-settled Open Market EFS (Equity Finance Share Swap) Annex to the Rev…
ISDA2008EquityOptionAsiaExcludingJapan None The Open Market Equity Option 2008 Annex to the ISDA 2008 AEJ (Asia Excluding…
ISDA2008EquityOptionAsiaExcludingJapanRev1 None The Open Market Equity Option Annex to the Revised ISDA 2008 AEJ (Asia Exclud…
ISDA2008EquityOptionJapan None The Equity Option 2008 Annex to the ISDA 2008 Japanese Master Equity Derivati…
ISDA2009ClosedMarketsOptionsAsiaExcludingJapan None The Cash-settled Closed Market Index and Share Options 2009 Annex to the Revi…
ISDA2009EquityEuropeanInterdealerSS None The Interdealer Share Swap 2009 Annex to the ISDA 2009 European Interdealer M…
ISDA2009EquityEuropeanIS None The Index Swap 2009 Annex to the ISDA 2007 European Master Equity Derivatives…
ISDA2009IndexShareOptionAmericas None The Index and Share Options 2009 Annex to the ISDA 2009 Americas Master Equit…
ISDA2009IndexSwapEuropeanInterdealer None The Interdealer Index Swap 2009 Annex to the ISDA 2009 European Interdealer M…
ISDA2009IndexSwapPanAsiaInterdealer None The Index Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master Equity…
ISDA2009ShareSwapPanAsia None The Share Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master Equity…
ISDA2010FairValueShareSwapEuropeanInterdealer None The Fair Value Interdealer Share Swap 2010 Annex to the ISDA 2009 European In…
ISDA2010IndexShareOptionEMEAInterdealer None The Cash-settled Index Option/Cash/Physically-settled Share Option 2010 Annex…

Slots

Section titled “Slots”
Name Description
masterConfirmationAnnexType The type of master confirmation annex executed between the parties

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/master-confirmation-annex-type

Schema Source

Section titled “Schema Source”

LinkML Source

Section titled “LinkML Source”
name: MasterConfirmationAnnexTypeEnum
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA FpML_Coding_Scheme schemeLocation http://www.fpml.org/coding-scheme/master-confirmation-annex-type
description: The enumerated values to specify the type of annex to be used with master
  confirmation agreement governing the transaction.
from_schema: https://w3id.org/lmodel/common-domain-model
see_also:
- http://www.fpml.org/coding-scheme/master-confirmation-annex-type
rank: 1000
permissible_values:
  ISDA2004IndexVarianceSwapAmericasInterdealer:
    text: ISDA2004IndexVarianceSwapAmericasInterdealer
    description: The Index Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer
      Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004
      Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
  ISDA2004ShareVarianceSwapAmericasInterdealer:
    text: ISDA2004ShareVarianceSwapAmericasInterdealer
    description: The Share Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer
      Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004
      Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
  ISDA2007DispersionVarianceSwapEuropean:
    text: ISDA2007DispersionVarianceSwapEuropean
    description: The Dispersion Variance Swap Annex to the Revised 2007 ISDA European
      Variance Swap Master Confirmation Agreement applies.
  ISDA2007EquityFinanceSwapEuropean:
    text: ISDA2007EquityFinanceSwapEuropean
    description: The EFS (Equity Share Finance Swap) 2007 Annex to the ISDA 2007 European
      Master Equity Derivatives Confirmation Agreement applies.
  ISDA2007IndexVarianceSwapAmericasInterdealer:
    text: ISDA2007IndexVarianceSwapAmericasInterdealer
    description: The Index Variance Swap 2007 Annex to the Revised ISDA 2004 Americas
      Interdealer Master Equity Derivatives Confirmation Agreement applies.
  ISDA2007ShareVarianceSwapAmericasInterdealer:
    text: ISDA2007ShareVarianceSwapAmericasInterdealer
    description: The Share Variance Swap 2007 Annex to the Revised ISDA 2004 Americas
      Interdealer Master Equity Derivatives Confirmation Agreement applies.
  ISDA2007VarianceOptionEuropean:
    text: ISDA2007VarianceOptionEuropean
    description: The Variance Option Standard Terms Appendix to the Revised ISDA 2007
      European Variance Swap Master Confirmation Agreement applies.
  ISDA2008EquityFinanceSwapAsiaExcludingJapan:
    text: ISDA2008EquityFinanceSwapAsiaExcludingJapan
    description: The Cash-settled Open Market EFS (Equity Finance Share Swap) 2008
      Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives
      Confirmation Agreement applies.
  ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1:
    text: ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1
    description: The Cash-settled Open Market EFS (Equity Finance Share Swap) Annex
      to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives
      Confirmation Agreement applies.
  ISDA2008EquityOptionAsiaExcludingJapan:
    text: ISDA2008EquityOptionAsiaExcludingJapan
    description: The Open Market Equity Option 2008 Annex to the ISDA 2008 AEJ (Asia
      Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
  ISDA2008EquityOptionAsiaExcludingJapanRev1:
    text: ISDA2008EquityOptionAsiaExcludingJapanRev1
    description: The Open Market Equity Option Annex to the Revised ISDA 2008 AEJ
      (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
  ISDA2008EquityOptionJapan:
    text: ISDA2008EquityOptionJapan
    description: The Equity Option 2008 Annex to the ISDA 2008 Japanese Master Equity
      Derivatives Confirmation Agreement applies.
  ISDA2009ClosedMarketsOptionsAsiaExcludingJapan:
    text: ISDA2009ClosedMarketsOptionsAsiaExcludingJapan
    description: The Cash-settled Closed Market Index and Share Options 2009 Annex
      to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives
      Confirmation Agreement applies.
  ISDA2009EquityEuropeanInterdealerSS:
    text: ISDA2009EquityEuropeanInterdealerSS
    description: The Interdealer Share Swap 2009 Annex to the ISDA 2009 European Interdealer
      Master Equity Derivatives Confirmation Agreement applies.
  ISDA2009EquityEuropeanIS:
    text: ISDA2009EquityEuropeanIS
    description: The Index Swap 2009 Annex to the ISDA 2007 European Master Equity
      Derivatives Confirmation Agreement applies.
  ISDA2009IndexShareOptionAmericas:
    text: ISDA2009IndexShareOptionAmericas
    description: The Index and Share Options 2009 Annex to the ISDA 2009 Americas
      Master Equity Derivatives Confirmation Agreement applies.
  ISDA2009IndexSwapEuropeanInterdealer:
    text: ISDA2009IndexSwapEuropeanInterdealer
    description: The Interdealer Index Swap 2009 Annex to the ISDA 2009 European Interdealer
      Master Equity Derivatives Confirmation Agreement applies.
  ISDA2009IndexSwapPanAsiaInterdealer:
    text: ISDA2009IndexSwapPanAsiaInterdealer
    description: The Index Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master
      Equity Derivatives Confirmation Agreement applies.
  ISDA2009ShareSwapPanAsia:
    text: ISDA2009ShareSwapPanAsia
    description: The Share Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master
      Equity Derivatives Confirmation Agreement applies.
  ISDA2010FairValueShareSwapEuropeanInterdealer:
    text: ISDA2010FairValueShareSwapEuropeanInterdealer
    description: The Fair Value Interdealer Share Swap 2010 Annex to the ISDA 2009
      European Interdealer Master Equity Derivatives Confirmation Agreement applies.
  ISDA2010IndexShareOptionEMEAInterdealer:
    text: ISDA2010IndexShareOptionEMEAInterdealer
    description: The Cash-settled Index Option/Cash/Physically-settled Share Option
      2010 Annex to the ISDA 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation
      Agreement applies.