ContractualSupplementTypeEnum
Enum CDM 7.2.0The enumerated values to define the supplements to a base set of ISDA Definitions that are applicable to the transaction.
Values
73 permitted values. The display name is the form that appears on the wire and in FpML.
| Value | Display name | Description |
|---|---|---|
| ABX | — | Standard Terms Supplement for ABX Transactions. |
| ABXTranche | — | Standard Terms Supplement for Asset-Backed Tranche Transactions. |
| CDSonLeveragedLoans | — | ISDA Standard Terms Supplement for use with Credit Derivative Transactions on Leveraged Loans. |
| CDSonMBS | — | ISDA Standard Terms Supplement for use with Credit Derivative Transactions on Mortgage-backed Security with Pay-As-You-Go or Physical Settlement. |
| CDX | — | Standard Terms Supplement for CDX Untranched Transactions. |
| CDXEmergingMarkets | — | Standard Terms Supplement for CDX Emerging Markets Untranched Transactions. |
| CDXEmergingMarketsDiversified | — | Standard Terms Supplement for CDX Emerging Markets Diversified Untranched Transactions.. |
| CDXSwaption | — | Standard Terms Supplement for CDX Swaption Transactions. |
| CDXTranche | — | Standard Terms Supplement for Dow Jones CDX Tranche Transactions. |
| CMBX | — | Standard Terms Supplement for CMBX Transactions. |
| EuropeanCMBS | — | Standard Terms Supplement for Single Name European CMBS Transactions. |
| EuropeanRMBS | — | Standard Terms Supplement for Single Name European RMBS Transactions. |
| IOS | — | Standard Terms Supplement for IOS Transactions. |
| ISDA1999CreditConvertibleExchangeableAccretingObligations | — | Supplement to the 1999 ISDA Credit Derivatives Definitions Relating to Convertible, Exchangeable or Accreting Obligations dated November 9, 2001. |
| ISDA1999CreditRestructuring | — | Restructuring Supplement to the 1999 ISDA Credit Derivatives Definitions dated May 11, 2001. |
| ISDA1999CreditSuccessorAndCreditEvents | — | Supplement Relating to Successor and Credit Events to the 1999 ISDA Credit Derivatives Definitions dated November 28, 2001. |
| ISDA2003AdditionalProvisionsLPN | — | Additional Provisions for LPN dated December 6, 2007. |
| ISDA2003ContingentCreditSpreadTransaction | — | Additional Provisions for Contingent Credit Spread Transactions dated August 15, 2008. |
| ISDA2003Credit2005MatrixSupplement | — | 2005 Matrix Supplement to the 2003 ISDA Credit Derivatives. |
| ISDA2003CreditArgentineRepublic | — | Additional Provisions for the Argentine Republic: Excluded Obligations and Excluded Deliverable Obligations dated December 21, 2005. |
| ISDA2003CreditAuctionSupplement | — | ISDA Credit Derivatives Determinations Committees and Auction Settlement Supplement to the 2003 ISDA Credit Derivatives Definitions (published on [TBD]). |
| ISDA2003CreditMay2003 | — | May 2003 Supplement to the 2003 ISDA Credit Derivatives Definitions. |
| ISDA2003CreditMonolineInsurers | — | Additional Provisions for Physically Settled Default Swaps Monoline Insurer as Reference Entity dated May 9, 2003. |
| ISDA2003CreditMonolineInsurers2005 | — | Additional Provisions for Physically Settled Default Swaps Monoline Insurer as Reference Entity dated January 21, 2005. |
| ISDA2003CreditRepublicOfHungary | — | Additional Provisions for the Republic of Hungary: Obligation Characteristics and Deliverable Obligation Characteristics dated August 13, 2004. |
| ISDA2003CreditRepublicOfHungary2005 | — | Additional Provisions for the Republic of Hungary: Obligation Characteristics and Deliverable Obligation Characteristics dated February 14, 2005. |
| ISDA2003CreditRussianFederation | — | Additional Provisions for the Russian Federation: Obligation Characteristics and Deliverable Obligation Characteristics dated August 13, 2004. |
| ISDA2003CreditUSMunicipals | — | Additional Provisions for Credit Derivative Transactions - U.S. Municipal Entity as Reference Entity dated September 17, 2004. |
| ISDA2003STMicroelectronicsNV | — | Additional Provisions for STMicroelectronics NV dated December 6, 2007. |
| ISDA2007FullLookthroughDepositoryReceiptSupplement | — | 2007 Full Lookthrough Depository Receipt Supplement to the 2002 Equity Derivatives Definitions. |
| ISDA2007PartialLookthroughDepositoryReceiptSupplement | — | 2007 Partial Lookthrough Depository Receipt Supplement to the 2002 ISDA Equity Derivatives Definitions. |
| ISDACreditMonolineInsurers | — | Additional Provisions for Physically Settled Default Swaps Monoline Insurer. |
| ISDADeliveryRestrictions | — | Additional Provisions for Fixed Recovery Credit Default Swap Transactions |
| ISDAFixedRecovery | — | Additional Provisions for Fixed Recovery Credit Default Swap Transactions. |
| ISDALPNReferenceEntities | — | Additional Provisions for LPN Reference Entities. |
| ISDAMarch2004EquityCanadianSupplement | — | Canadian Supplement to the 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement dated March 29, 2004. |
| ISDARecoveryLock | — | Additional Provisions for Recovery Lock Credit Default Swap Transactions. |
| ISDASecuredDeliverableObligationCharacteristic | — | Additional Provisions for Secured Deliverable Obligation Characteristic. |
| LCDX | — | Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Index Transactions. |
| LCDXTranche | — | Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Index Tranche Transactions. |
| MBX | — | Standard Terms Supplement for MBX Transactions. |
| MCDX | — | Standard Terms Supplement for Municipal CDX Untranched Transactions. |
| PO | — | Standard Terms Supplement for PO Index Transactions. |
| PrimeX | — | Standard Terms Supplement for PrimeX Transactions. |
| StandardCDXTranche | — | Standard Terms Supplement for Standard CDX Tranche Transactions. |
| StandardLCDS | — | Standard Syndicated Secured Loan Credit Default Swap Standard Terms Supplement. |
| StandardLCDSBullet | — | Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Bullet Transactions. |
| StandardLCDXBullet | — | Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Transactions. |
| StandardLCDXBulletTranche | — | Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Tranche Transactions. |
| StandardiTraxxEuropeTranche | — | Standard Terms Supplement for Standard iTraxx Europe Tranched Transactions. |
| SyndicatedSecuredLoanCDS | — | Syndicated Secured Loan Credit Default Swap Standard Terms Supplement. |
| TRX | — | Standard Terms Supplement for TRX Transactions. |
| TRX_II | TRX.II | Standard Terms Supplement for TRX.II Transactions. |
| iTraxxAsiaExJapan | — | Standard Terms Supplement for iTraxx Asia Excluding Japan. |
| iTraxxAsiaExJapanSwaption | — | Standard Terms Supplement for iTraxx Asia Ex-Japan Swaption Transactions. |
| iTraxxAsiaExJapanTranche | — | Standard Terms Supplement for iTraxx Asia Excluding Japan Tranched Transactions. |
| iTraxxAustralia | — | Standard Terms Supplement for iTraxx Australia. |
| iTraxxAustraliaSwaption | — | Standard Terms Supplement for iTraxx Australia Swaption Transactions. |
| iTraxxAustraliaTranche | — | Standard Terms Supplement for iTraxx Australia Tranched Transactions. |
| iTraxxCJ | — | Standard Terms Supplement for iTraxx CJ. |
| iTraxxCJTranche | — | Standard Terms Supplement for iTraxx CJ Tranched Transactions. |
| iTraxxEurope | — | Standard Terms Supplement for iTraxx Europe Transactions. |
| iTraxxEuropeDealer | — | Standard Terms Supplement for iTraxx Europe Dealer Form. |
| iTraxxEuropeNonDealer | — | Standard Terms Supplement for iTraxx Europe Non-Dealer Form. |
| iTraxxEuropeSwaption | — | Standard Terms Supplement for iTraxx Europe Swaption Transactions. |
| iTraxxEuropeTranche | — | Standard Terms Supplement for iTraxx Europe Tranched Transactions. |
| iTraxxJapan | — | Standard Terms Supplement for iTraxx Japan. |
| iTraxxJapanSwaption | — | Standard Terms Supplement for iTraxx Japan Swaption Transactions. |
| iTraxxJapanTranche | — | Standard Terms Supplement for iTraxx Japan Tranched Transactions. |
| iTraxxLevX | — | Standard Terms Supplement for iTraxx LevX. |
| iTraxxSDI75Dealer | — | Standard Terms Supplement for iTraxx SDI 75 Dealer Transactions. |
| iTraxxSDI75NonDealer | — | Standard Terms Supplement for iTraxx SDI 75 Non-Dealer Transactions. |
| iTraxxSovX | — | Standard Terms Supplement for iTraxx SovX. |
Referenced by
1 type holds a ContractualSupplementTypeEnum 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 |
|---|---|---|
| MapContractualSupplementTypeEnumWithScheme | returns | — |
| MapContractualSupplementTypeEnum | returns | — |
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