Enum: SensitivitiesEnum

Values to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.

URI: common_domain_model:SensitivitiesEnum

Permissible Values

Value	Meaning	Description
Alternative	None	The parties agree that in respect of the relevant sensitivities, the delta is…
Standard	None	The relevant sensitivities are addressed by the standard preferred approach w…

Slots

Name	Description
specifiedMethodology	The methodology according to which sensitivities will be computed, when speci…

Identifier and Mapping Information

Annotations

property	value
doc_reference	ISDA CSA_IM_2016 paragraph 13 General Principles clause (gg)(2)

Schema Source

• from schema: https://w3id.org/lmodel/common-domain-model

LinkML Source

name: SensitivitiesEnum
annotations:
  doc_reference:
    tag: doc_reference
    value: ISDA CSA_IM_2016 paragraph 13 General Principles clause (gg)(2)
description: Values to specify the methodology according to which sensitivities to
  (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Alternative:
    text: Alternative
    description: The parties agree that in respect of the relevant sensitivities,
      the delta is allocated back to individual constituents.
  Standard:
    text: Standard
    description: The relevant sensitivities are addressed by the standard preferred
      approach where the entire delta is put into the applicable asset class/category.