Enum: TimeTypeEnum
The enumerated values to specify points in the day when option exercise and valuation can occur.
URI: common_domain_model:TimeTypeEnum
Permissible Values
Section titled “Permissible Values”| Value | Meaning | Description |
|---|---|---|
| Close | None | The official closing time of the exchange on the valuation date |
| Open | None | The official opening time of the exchange on the valuation date |
| OSP | None | The time at which the official settlement price is determined |
| SpecificTime | None | The time specified in the element equityExpirationTime or valuationTime (as a… |
| XETRA | None | The time at which the official settlement price (following the auction by the… |
| DerivativesClose | None | The official closing time of the derivatives exchange on which a derivative c… |
| AsSpecifiedInMasterConfirmation | None | The time is determined as provided in the relevant Master Confirmation |
| Name | Description |
|---|---|
| valuationTimeType | The time of day at which the calculation agent values the underlying, for exa… |
| observationTimeType | The enumerated values to specify points in the day when option exercise and v… |
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: TimeTypeEnumdescription: The enumerated values to specify points in the day when option exercise and valuation can occur.from_schema: https://w3id.org/lmodel/common-domain-modelrank: 1000permissible_values: Close: text: Close description: The official closing time of the exchange on the valuation date. Open: text: Open description: The official opening time of the exchange on the valuation date. OSP: text: OSP description: The time at which the official settlement price is determined. SpecificTime: text: SpecificTime description: The time specified in the element equityExpirationTime or valuationTime (as appropriate). XETRA: text: XETRA description: The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. DerivativesClose: text: DerivativesClose description: The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlier. AsSpecifiedInMasterConfirmation: text: AsSpecifiedInMasterConfirmation description: The time is determined as provided in the relevant Master Confirmation.