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Slot: dealerOrCCP

Holds an identifier for the reference entity that is agreed by both parties as a basis for cash settlement calculations. This could be a dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement in a credit event. ISDA 2003 Term: Dealer. This could be the clearing organization (CCP, DCO) to which the trade should be cleared, as applicable for cash-settled swaptions.

URI: common_domain_model:dealerOrCCP

Name Description Modifies Slot
ValuationSource A class describing the method for obtaining a settlement rate, specified thro… no
Property Value
Range AncillaryEntity
Domain Of ValuationSource
Property Value
Owner ValuationSource
Mapping Type Mapped Value
self common_domain_model:dealerOrCCP
native common_domain_model:dealerOrCCP
name: dealerOrCCP
description: 'Holds an identifier for the reference entity that is agreed by both
parties as a basis for cash settlement calculations. This could be a dealer from
whom quotations are obtained by the calculation agent on the reference obligation
for purposes of cash settlement in a credit event. ISDA 2003 Term: Dealer. This
could be the clearing organization (CCP, DCO) to which the trade should be cleared,
as applicable for cash-settled swaptions.'
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
owner: ValuationSource
domain_of:
- ValuationSource
range: AncillaryEntity