MarginApproachEnum
Enum CDM 7.2.0Values to specify the margin approach specific to Initial Margin agreements.
Values 3
Namespace cdm.legaldocumentation.csa
Values
3 permitted values.
| Value | Description |
|---|---|
| Distinct | Distinct Margin Flow (IM) Approach. |
| Allocated | Allocated Margin Flow (IM/IA) Approach. |
| GreaterOf | Greater of Margin Flow (IM/IA) Approach. |
Referenced by
1 type holds a MarginApproachEnum 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 |
|---|---|---|
| CreditSupportAmount | takes | Calculates the Credit Support Amount. |
| ReturnAmount | takes | — |
| DeliveryAmount | takes | — |
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