name: MasterConfirmationTypeEnum
value: ISDA FpML_Coding_Scheme schemeLocation http://www.fpml.org/coding-scheme/master-confirmation-type
description: The enumerated values to specify the type of master confirmation agreement
governing the transaction. While FpML positions the date a prefix, the CDM positions
it as the suffix to handle grammar type constraints.
from_schema: https://w3id.org/lmodel/common-domain-model
- http://www.fpml.org/coding-scheme/master-confirmation-type
description: Used for CDS Index trades. Relevant Master Confirmation determined
by the contents of the creditDefaultSwap element. Best practice is to use the
most specific code that applies.
2004EquityEuropeanInterdealer:
text: 2004EquityEuropeanInterdealer
description: A privately negotiated European Interdealer Master Confirmation Agreement
- _2004EquityEuropeanInterdealer
2005VarianceSwapEuropeanInterdealer:
text: 2005VarianceSwapEuropeanInterdealer
description: A privately negotiated European Interdealer Master Confirmation Agreement
- _2005VarianceSwapEuropeanInterdealer
2006DividendSwapEuropean:
text: 2006DividendSwapEuropean
description: A European Interdealer Master Confirmation Agreement not defined
by ISDA, and modified by the parties to the transaction applies.
- _2006DividendSwapEuropean
2006DividendSwapEuropeanInterdealer:
text: 2006DividendSwapEuropeanInterdealer
description: A European Interdealer Master Confirmation Agreement not defined
- _2006DividendSwapEuropeanInterdealer
description: Dummy MCA value mirroring the matrix term value AsiaCorporate.
text: 2014CreditAsiaFinancial
description: Dummy MCA value mirroring the matrix term value AsiaFinancialCorporate.
- _2014CreditAsiaFinancial
2014CreditAustraliaNewZealand:
text: 2014CreditAustraliaNewZealand
description: Dummy MCA value mirroring the matrix term value AustraliaCorporate/NewZealandCorporate.
- _2014CreditAustraliaNewZealand
2014CreditAustraliaNewZealandFinancial:
text: 2014CreditAustraliaNewZealandFinancial
description: Dummy MCA value mirroring the matrix term value AustraliaFinancialCorporate/NewZealandFinancialCorporate.
- _2014CreditAustraliaNewZealandFinancial
description: Dummy MCA value mirroring the matrix term value EuropeanCorporate.
2014CreditEuropeanCoCoFinancial:
text: 2014CreditEuropeanCoCoFinancial
description: Dummy MCA value mirroring the matrix term value EuropeanCoCoFinancialCorporate.
- _2014CreditEuropeanCoCoFinancial
2014CreditEuropeanFinancial:
text: 2014CreditEuropeanFinancial
description: Dummy MCA value mirroring the matrix term value EuropeanFinancialCorporate.
- _2014CreditEuropeanFinancial
description: Dummy MCA value mirroring the matrix term value JapanCorporate.
2014CreditJapanFinancial:
text: 2014CreditJapanFinancial
description: Dummy MCA value mirroring the matrix term value JapanFinancialCorporate.
- _2014CreditJapanFinancial
text: 2014CreditNorthAmerican
description: Dummy MCA value mirroring the matrix term value NorthAmericanCorporate.
- _2014CreditNorthAmerican
2014CreditNorthAmericanFinancial:
text: 2014CreditNorthAmericanFinancial
description: Dummy MCA value mirroring the matrix term value NorthAmericanFinancialCorporate.
- _2014CreditNorthAmericanFinancial
text: 2014CreditSingapore
description: Dummy MCA value mirroring the matrix term values SingaporeCorporate.
2014CreditSingaporeFinancial:
text: 2014CreditSingaporeFinancial
description: Dummy MCA value mirroring the matrix term values SingaporeFinancialCorporate.
- _2014CreditSingaporeFinancial
text: 2014CreditSovereignAsia
description: Dummy MCA value mirroring the matrix term value AsiaSovereign.
- _2014CreditSovereignAsia
2014CreditSovereignEmergingEuropeanAndMiddleEastern:
text: 2014CreditSovereignEmergingEuropeanAndMiddleEastern
description: Dummy MCA value mirroring the matrix term value EmergingEuropeanAndMiddleEasternSovereign.
- _2014CreditSovereignEmergingEuropeanAndMiddleEastern
2014CreditSovereignJapan:
text: 2014CreditSovereignJapan
description: Dummy MCA value mirroring the matrix term value JapanSovereign.
- _2014CreditSovereignJapan
2014CreditSovereignLatinAmerican:
text: 2014CreditSovereignLatinAmerican
description: Dummy MCA value mirroring the matrix term value LatinAmericaSovereign.
- _2014CreditSovereignLatinAmerican
2014CreditSovereignWesternEuropean:
text: 2014CreditSovereignWesternEuropean
description: Dummy MCA value mirroring the matrix term value WesternEuropeanSovereign.
- _2014CreditSovereignWesternEuropean
text: 2014StandardCreditAsia
description: Dummy MCA value mirroring the matrix term values StandardAsiaCorporate.
- _2014StandardCreditAsia
2014StandardCreditAsiaFinancial:
text: 2014StandardCreditAsiaFinancial
description: Dummy MCA value mirroring the matrix term values StandardAsiaFinancialCorporate.
- _2014StandardCreditAsiaFinancial
2014StandardCreditAustraliaNewZealand:
text: 2014StandardCreditAustraliaNewZealand
description: Dummy MCA value mirroring the matrix term values StandardAustraliaCorporate
and StandardNewZealandCorporate.
- _2014StandardCreditAustraliaNewZealand
2014StandardCreditAustraliaNewZealandFinancial:
text: 2014StandardCreditAustraliaNewZealandFinancial
description: Dummy MCA value mirroring the matrix term values StandardAustraliaFinancialCorporate
and StandardNewZealandFinancialCorporate.
- _2014StandardCreditAustraliaNewZealandFinancial
2014StandardCreditEuropean:
text: 2014StandardCreditEuropean
description: Dummy MCA value mirroring the matrix term value StandardEuropeanCorporate.
- _2014StandardCreditEuropean
2014StandardCreditEuropeanCoCoFinancial:
text: 2014StandardCreditEuropeanCoCoFinancial
description: Dummy MCA value mirroring the matrix term value StandardEuropeanCoCoFinancialCorporate.
- _2014StandardCreditEuropeanCoCoFinancial
2014StandardCreditEuropeanFinancial:
text: 2014StandardCreditEuropeanFinancial
description: Dummy MCA value mirroring the matrix term value StandardEuropeanFinancialCorporate.
- _2014StandardCreditEuropeanFinancial
text: 2014StandardCreditJapan
description: Dummy MCA value mirroring the matrix term values StandardJapanCorporate.
- _2014StandardCreditJapan
2014StandardCreditJapanFinancial:
text: 2014StandardCreditJapanFinancial
description: Dummy MCA value mirroring the matrix term value StandardJapanFinancialCorporate.
- _2014StandardCreditJapanFinancial
2014StandardCreditNorthAmerican:
text: 2014StandardCreditNorthAmerican
description: Dummy MCA value mirroring the matrix term value StandardNorthAmericanCorporate.
- _2014StandardCreditNorthAmerican
2014StandardCreditNorthAmericanFinancial:
text: 2014StandardCreditNorthAmericanFinancial
description: Dummy MCA value mirroring the matrix term value standardNorthAmericanFinancialCorporate.
- _2014StandardCreditNorthAmericanFinancial
2014StandardCreditSingapore:
text: 2014StandardCreditSingapore
description: Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate.
- _2014StandardCreditSingapore
2014StandardCreditSingaporeFinancial:
text: 2014StandardCreditSingaporeFinancial
description: Dummy MCA value mirroring the matrix term value StandardSingaporeFinancialCorporate.
- _2014StandardCreditSingaporeFinancial
2014StandardCreditSovereignAsia:
text: 2014StandardCreditSovereignAsia
description: Dummy MCA value mirroring the matrix term value StandardAsiaSovereign.
- _2014StandardCreditSovereignAsia
2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern:
text: 2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern
description: Dummy MCA value mirroring the matrix term value StandardEmergingEuropeanAndMiddleEasternSovereign.
- _2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern
2014StandardCreditSovereignJapan:
text: 2014StandardCreditSovereignJapan
description: Dummy MCA value mirroring the matrix term values StandardJapanSovereign.
- _2014StandardCreditSovereignJapan
2014StandardCreditSovereignLatinAmerican:
text: 2014StandardCreditSovereignLatinAmerican
description: Dummy MCA value mirroring the matrix term value StandardLatinAmericaSovereign.
- _2014StandardCreditSovereignLatinAmerican
2014StandardCreditSovereignWesternEuropean:
text: 2014StandardCreditSovereignWesternEuropean
description: Dummy MCA value mirroring the matrix term value StandardWesternEuropeanSovereign.
- _2014StandardCreditSovereignWesternEuropean
description: Used for CDS Index trades executed under the Dow Jones CDX Emerging
Markets Master Confirmation.
description: Used for CDS Index trades executed under the Dow Jones CDX Emerging
Markets Diversified Master Confirmation.
description: Used for CDS Index trades executed under the Dow Jones CDX Master
Confirmation that covers CDX.NA.IG, CDX.NA.HY, and CDX.NA.XO.
description: Used for CDS Index trades executed under the Dow Jones iTraxx Europe
Master Confirmation Agreement.
description: A general reference to the types of Americas Master Confirmation
Agreements. Use the more specific values to reference a specific type of Americas
Master Confirmation Agreement.
description: A general reference to the types of Asia Master Confirmation Agreements.
Use the more specific values to reference a specific type of Asia Master Confirmation
description: A general reference to the types of European Master Confirmation
Agreements. Use the more specific values to reference a specific type of European
Master Confirmation Agreement.
description: ISDA 1999 Master Credit Derivatives Confirmation Agreement
description: ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted
as if Asia had been specified as the relevant Transaction Type in the Transaction
ISDA2003CreditAustraliaNewZealand:
text: ISDA2003CreditAustraliaNewZealand
description: ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted
as if Australia and New Zealand had been specified as the relevant Transaction
Type in the Transaction Supplement.
text: ISDA2003CreditEuropean
description: ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted
as if European had been specified as the relevant Transaction Type in the Transaction
text: ISDA2003CreditJapan
description: ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted
as if Japan had been specified as the relevant Transaction Type in the Transaction
ISDA2003CreditNorthAmerican:
text: ISDA2003CreditNorthAmerican
description: ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted
as if North American had been specified as the relevant Transaction Type in
the Transaction Supplement.
text: ISDA2003CreditSingapore
description: ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted
as if Singapore had been specified as the relevant Transaction Type in the Transaction
ISDA2003CreditSovereignAsia:
text: ISDA2003CreditSovereignAsia
description: ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement
interpreted as if Asia had been specified as the relevant Transaction Type in
the Transaction Supplement. The 2003 Sovereign Master Confirmation has been
ISDA2003CreditSovereignCentralAndEasternEurope:
text: ISDA2003CreditSovereignCentralAndEasternEurope
description: ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement
interpreted as if Central and Eastern Europe had been specified as the relevant
Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation
has been superceded by the 2004.
ISDA2003CreditSovereignJapan:
text: ISDA2003CreditSovereignJapan
description: ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement
interpreted as if Japan had been specified as the relevant Transaction Type
in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been
ISDA2003CreditSovereignLatinAmerica:
text: ISDA2003CreditSovereignLatinAmerica
description: ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement
interpreted as if Latin America had been specified as the relevant Transaction
Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has
been superceded by the 2004.
ISDA2003CreditSovereignMiddleEast:
text: ISDA2003CreditSovereignMiddleEast
description: ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement
interpreted as if Middle East had been specified as the relevant Transaction
Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has
been superceded by the 2004.
ISDA2003CreditSovereignWesternEurope:
text: ISDA2003CreditSovereignWesternEurope
description: ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement
interpreted as if Western Europe had been specified as the relevant Transaction
Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has
been superceded by the 2004.
ISDA2003StandardCreditAsia:
text: ISDA2003StandardCreditAsia
description: Dummy MCA value mirroring the matrix term values StandardAsiaCorporate.
ISDA2003StandardCreditAustraliaNewZealand:
text: ISDA2003StandardCreditAustraliaNewZealand
description: Dummy MCA value mirroring the matrix term values StandardAustraliaCorporate/Sovereign
and StandardNewZealandCorporate/Sovereign.
ISDA2003StandardCreditEuropean:
text: ISDA2003StandardCreditEuropean
description: Dummy MCA value mirroring the matrix term value StandardEuropeanCorporate.
ISDA2003StandardCreditJapan:
text: ISDA2003StandardCreditJapan
description: Dummy MCA value mirroring the matrix term values StandardJapanCorporate.
ISDA2003StandardCreditNorthAmerican:
text: ISDA2003StandardCreditNorthAmerican
description: Dummy MCA value mirroring the matrix term value StandardNorthAmericanCorporate.
ISDA2003StandardCreditSingapore:
text: ISDA2003StandardCreditSingapore
description: Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate/Sovereign.
ISDA2004CreditSovereignAsia:
text: ISDA2004CreditSovereignAsia
description: ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement
interpreted as if Asia had been specified as the relevant Transaction Type in
the Transaction Supplement.
ISDA2004CreditSovereignEmergingEuropeanAndMiddleEastern:
text: ISDA2004CreditSovereignEmergingEuropeanAndMiddleEastern
description: ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement
interpreted as if Emerging European and Middle Eastern had been specified as
the relevant Transaction Type in the Transaction Supplement.
ISDA2004CreditSovereignJapan:
text: ISDA2004CreditSovereignJapan
description: ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement
interpreted as if Japan had been specified as the relevant Transaction Type
in the Transaction Supplement.
ISDA2004CreditSovereignLatinAmerican:
text: ISDA2004CreditSovereignLatinAmerican
description: ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement
interpreted as if Latin American had been specified as the relevant Transaction
Type in the Transaction Supplement.
ISDA2004CreditSovereignWesternEuropean:
text: ISDA2004CreditSovereignWesternEuropean
description: ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement
interpreted as if Western European had been specified as the relevant Transaction
Type in the Transaction Supplement.
ISDA2004EquityAmericasInterdealer:
text: ISDA2004EquityAmericasInterdealer
description: The ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation
ISDA2004EquityAmericasInterdealerRev1:
text: ISDA2004EquityAmericasInterdealerRev1
description: The Revised ISDA 2004 Americas Interdealer Master Equity Derivatives
Confirmation Agreement applies.
ISDA2004StandardCreditSovereignAsia:
text: ISDA2004StandardCreditSovereignAsia
description: Dummy MCA value mirroring the matrix term values StandardAsiaSovereign.
ISDA2004StandardCreditSovereignEmergingEuropeanAndMiddleEastern:
text: ISDA2004StandardCreditSovereignEmergingEuropeanAndMiddleEastern
description: Dummy MCA value mirroring the matrix term value StandardEmergingEuropeanAndMiddleEasternSovereign.
ISDA2004StandardCreditSovereignJapan:
text: ISDA2004StandardCreditSovereignJapan
description: Dummy MCA value mirroring the matrix term values StandardJapanSovereign.
ISDA2004StandardCreditSovereignLatinAmerican:
text: ISDA2004StandardCreditSovereignLatinAmerican
description: Dummy MCA value mirroring the matrix term value StandardLatinAmericaSovereign.
ISDA2004StandardCreditSovereignWesternEuropean:
text: ISDA2004StandardCreditSovereignWesternEuropean
description: Dummy MCA value mirroring the matrix term value StandardWesternEuropeanSovereign.
ISDA2005EquityAsiaExcludingJapanInterdealer:
text: ISDA2005EquityAsiaExcludingJapanInterdealer
description: ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives
Confirmation Agreement applies.
ISDA2005EquityAsiaExcludingJapanInterdealerRev2:
text: ISDA2005EquityAsiaExcludingJapanInterdealerRev2
description: Second Revised ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master
Equity Derivatives Confirmation Agreement applies.
ISDA2005EquityJapaneseInterdealer:
text: ISDA2005EquityJapaneseInterdealer
description: The ISDA 2005 Japanese Interdealer Master Equity Derivatives Confirmation
ISDA2006VarianceSwapJapanese:
text: ISDA2006VarianceSwapJapanese
description: ISDA 2006 Variance Swap Japanese Confirmation Agreement applies.
ISDA2006VarianceSwapJapaneseInterdealer:
text: ISDA2006VarianceSwapJapaneseInterdealer
description: ISDA 2006 Variance Swap Japanese Interdealer Confirmation Agreement
text: ISDA2007EquityEuropean
description: The ISDA 2007 European Master Equity Derivatives Confirmation Agreement
ISDA2007VarianceSwapAmericas:
text: ISDA2007VarianceSwapAmericas
description: The ISDA 2007 Americas Master Variance Swap Confirmation Agreement
ISDA2007VarianceSwapAsiaExcludingJapan:
text: ISDA2007VarianceSwapAsiaExcludingJapan
description: The ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies.
ISDA2007VarianceSwapAsiaExcludingJapanRev1:
text: ISDA2007VarianceSwapAsiaExcludingJapanRev1
description: The Revised ISDA 2007 AEJ Master Variance Swap Confirmation Agreement
ISDA2007VarianceSwapAsiaExcludingJapanRev2:
text: ISDA2007VarianceSwapAsiaExcludingJapanRev2
description: The Second Revised ISDA 2007 AEJ Master Variance Swap Confirmation
ISDA2007VarianceSwapEuropean:
text: ISDA2007VarianceSwapEuropean
description: The ISDA 2007 European Variance Swap Master Confirmation Agreement
ISDA2007VarianceSwapEuropeanRev1:
text: ISDA2007VarianceSwapEuropeanRev1
description: The Revised ISDA 2007 European Variance Swap Master Confirmation
ISDA2008DividendSwapJapan:
text: ISDA2008DividendSwapJapan
description: The ISDA 2008 Japanese Dividend Swap Master Confirmation Agreement
ISDA2008DividendSwapJapaneseRev1:
text: ISDA2008DividendSwapJapaneseRev1
description: The Revised ISDA 2008 Japanese Dividend Swap Master Confirmation
text: ISDA2008EquityAmericas
description: The ISDA 2008 Americas Master Designated/Exchange-Traded Contract
Option Confirmation Agreement applies.
ISDA2008EquityAsiaExcludingJapan:
text: ISDA2008EquityAsiaExcludingJapan
description: The ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives
Confirmation Agreement applies.
ISDA2008EquityAsiaExcludingJapanRev1:
text: ISDA2008EquityAsiaExcludingJapanRev1
description: The Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives
Confirmation Agreement applies.
text: ISDA2008EquityJapan
description: The ISDA 2008 Japanese Master Equity Derivatives Confirmation Agreement
text: ISDA2009EquityAmericas
description: The ISDA 2009 Americas Master Equity Derivatives Confirmation Agreement
ISDA2009EquityEuropeanInterdealer:
text: ISDA2009EquityEuropeanInterdealer
description: The ISDA 2009 European Interdealer Master Equity Derivatives Confirmation
text: ISDA2009EquityPanAsia
description: 2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation
ISDA2010EquityEMEAInterdealer:
text: ISDA2010EquityEMEAInterdealer
description: The ISDA 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation
ISDA2013VolatilitySwapAmericas:
text: ISDA2013VolatilitySwapAmericas
description: The ISDA 2013 Americas Master Volatility Swap Confirmation Agreement
ISDA2013VolatilitySwapAsiaExcludingJapan:
text: ISDA2013VolatilitySwapAsiaExcludingJapan
description: The ISDA 2013 AEJ Master Volatility Swap Confirmation Agreement applies.
ISDA2013VolatilitySwapEuropean:
text: ISDA2013VolatilitySwapEuropean
description: The ISDA 2013 European Volatility Swap Master Confirmation Agreement
ISDA2013VolatilitySwapJapanese:
text: ISDA2013VolatilitySwapJapanese
description: The ISDA 2013 Volatility Swap Japanese Confirmation Agreement applies.