CashCollateralValuationMethod
Type CDM 7.2.0This type is a generic structure that can represent the parameters of several mid-market valuation and replacement value methods described in the 2021 ISDA Definitions.
Extends —
Extended by —
Attributes 6
Namespace cdm.observable.asset
Attributes
All 6 declared on CashCollateralValuationMethod. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| applicableCsa | CsaTypeEnum | 0..1 | This may be used to specify what type of CSA (credit support annex/agreement) is to be used for cash settlement purposes. |
| cashCollateralCurrency | string | 0..1 | This may be used to indicate the currency of cash collateral for cash settlement purposes. |
| cashCollateralInterestRate | string | 0..1 | This may be used to indicate the interest rate to be used for cash collateral for cash settlement purposes. |
| agreedDiscountRate | string | 0..1 | This may be used to indicate the discount rate to be used for cash collateral for cash settlement purposes. |
| protectedParty | PartyDeterminationEnum | 0..2 | This may be used to specify which party is protected (e.g. under Replacement Value cash settlement methods). |
| prescribedDocumentationAdjustment | boolean | 0..1 | This may be used to indicate that 'prescribed documentation adjustment' is applicable. |
Referenced by
1 type holds a CashCollateralValuationMethod as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapCashCollateralValuationMethod | returns | — |
| MapValuationMethod | takes | — |
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