DeterminationMethodEnum

Enum CDM 7.2.0

The enumerated values to specify the method according to which an amount or a date is determined.

Values 20

Namespace cdm.observable.common

Values

20 permitted values.

Value	Description
AgreedInitialPrice	Agreed separately between the parties.
AsSpecifiedInMasterConfirmation	As specified in Master Confirmation.
CalculationAgent	Determined by the Calculation Agent.
ClosingPrice	Official Closing Price.
DividendCurrency	Determined by the Currency of Equity Dividends.
ExpiringContractLevel	The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation.
HedgeExecution	Determined by the Hedging Party.
IssuerPaymentCurrency	Issuer Payment Currency.
NAV	Net Asset Value.
OpenPrice	Opening Price of the Market.
OSPPrice	OSP Price.
SettlementCurrency	Settlement Currency.
StrikeDateDetermination	Date on which the strike is determined in respect of a forward starting swap.
TWAPPrice	Official TWAP Price.
TWAPVE	TWAP VE Price.
TWAPVEExcludingClose	TWAP VE Calculated by Excluding Closing price.
ValuationTime	Price determined at valuation time.
VWAPPrice	Official VWAP Price.
VWAPVE	VWAP VE Price.
VWAPVEExcludingClose	VWAP VE Calculated by Excluding Closing price.

5 types hold a DeterminationMethodEnum as an attribute.

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
MapDeterminationMethodEnum	returns	—
ResolvePerformanceValuationTime	takes	Defines how to resolve the observation time from those specified in the Performance Valuation type.
ResolveTimeZoneFromTimeType	takes	Defines inputs and outputs needed to derive the time and time-zone for a product identifier

Walk the tree and the reference graph interactively, and switch releases to see how the enumeration has changed. Free, no signup.

Parsed from CDM 7.2.0 · observable-common-enum.rosetta cdm.observable.common