EquitySwapMasterConfirmation2018
Type CDM 7.2.0Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.
Extended by —
Attributes 6
Namespace cdm.legaldocumentation.transaction
Attributes
All 6 declared on EquitySwapMasterConfirmation2018. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| typeOfSwapElection | ReturnTypeEnum | 1..1 | Per Part 1 Section 4, 'Dividend Obligations', of the 2018 ISDA CDM Equity Confirmation, Para 4.2 'Dividend Returns'. |
| pricingMethodElection | PriceReturnTerms | 1..1 | Per Part 1 Section 5, 'Pricing', of the 2018 ISDA CDM Equity Confirmation, Para 5.1. |
| linearInterpolationElection | InterpolationMethodEnum | 1..1 | Per Part 1 Section 3, 'Floating Obligations', of the 2018 ISDA CDM Equity Confirmation. Para 3.3. |
| settlementTerms | SettlementTerms | 1..1 | Per Part 1 Section 8, 'Settlement', of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap. |
| valuationDates | ValuationDates | 1..1 | The parameters used to generate the 'Equity Valuation Dates' schedule, including the Effective Date and Termination Date for the Swap. |
| equityCashSettlementDates | PaymentDates | 1..1 | The parameters used to generate the payment date schedule, relative to the equityCalculationPeriod. Per Part 1 Section 12, 'Definitions', of the 2018 ISDA CDM Equity Confirmation. Para 73. |
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 |
|---|---|---|
| NewEquitySwapProduct | takes | Function specification to create an Equity Swap according to the 2018 ISDA CDM Equity Confirmation Template, based on a minimum set of inputs which can (optionally) include a Master Confirmation Agreement. The inputs represent the minimum set of inputs required to create an Equity Swap, either based on an existing Master Confirmation Agreement or as a stand-alone Equity Swap |
| NewSingleNameEquityPerformancePayout | takes | Function specification to create the equity payout part of an Equity Swap according to the 2018 ISDA CDM Equity Confirmation template. |
| NewFloatingPayout | takes | Function specification to create the interest rate (floating) payout part of an Equity Swap according to the 2018 ISDA CDM Equity Confirmation template. |
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