ExpirationTimeTypeEnum
Enum CDM 7.2.0The time of day at which the equity option expires, for example the official closing time of the exchange.
Values 7
Namespace cdm.product.template
Values
7 permitted values.
| Value | Description |
|---|---|
| Close | The official closing time of the exchange on the valuation date. |
| Open | The official opening time of the exchange on the valuation date. |
| OSP | The time at which the official settlement price is determined. |
| SpecificTime | The time specified in the element equityExpirationTime or valuationTime (as appropriate) |
| XETRA | The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. |
| DerivativesClose | The official closing time of the derivatives exchange on which a derivative contract is listed on that security underlyer. |
| AsSpecifiedInMasterConfirmation | The time is determined as provided in the relevant Master Confirmation. |
Referenced by
1 type holds an ExpirationTimeTypeEnum 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 |
|---|---|---|
| MapExpirationTimeTypeEnum | returns | — |
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