MarketDisruptionEnum
Enum CDM 7.2.0The enumerated values to specify the handling of an averaging date market disruption for an equity derivative transaction.
Values 3
Namespace cdm.observable.event
Values
3 permitted values.
| Value | Description |
|---|---|
| ModifiedPostponement | As defined in section 6.7 paragraph (c) sub-paragraph (iii) of the ISDA 2002 Equity Derivative definitions. |
| Omission | As defined in section 6.7 paragraph (c) sub-paragraph (i) of the ISDA 2002 Equity Derivative definitions. |
| Postponement | As defined in section 6.7 paragraph (c) sub-paragraph (ii) of the ISDA 2002 Equity Derivative definitions. |
Referenced by
1 type holds a MarketDisruptionEnum 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 |
|---|---|---|
| MapMarketDisruptionEnum | returns | — |
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