FallbackReferencePrice
Type CDM 7.2.0The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
Extends —
Extended by —
Attributes 4
Namespace cdm.observable.asset
Attributes
All 4 declared on FallbackReferencePrice. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| valuationPostponement | ValuationPostponement | 0..1 | Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption. |
| fallBackSettlementRateOption | SettlementRateOptionEnum | 0..* | This settlement rate option will be used in its place. |
| fallbackSurveyValuationPostponement | boolean | 0..1 | Request rate quotes from the market. This element is set as type Empty in FpML. When present, the FpML synonym is mapped to a value True in the CDM. |
| calculationAgentDetermination | CalculationAgent | 0..1 | The calculation agent will decide the rate. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
MaximumDaysOfPostponement Condition
FpML specifies maximumDaysOfPostponement as a positive integer.
if valuationPostponement exists
then valuationPostponement -> maximumDaysOfPostponement > 0 FallbackCalculationAgent Condition
if calculationAgentDetermination -> calculationAgentParty exists
then calculationAgentDetermination -> calculationAgentParty = AncillaryRoleEnum -> CalculationAgentFallbackReferenced by
2 types hold a FallbackReferencePrice as an attribute.
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