MatrixTypeEnum
Enum CDM 7.2.0The enumerated values to specify the identification the form of applicable matrix.
Values 3
Namespace cdm.legaldocumentation.common
Values
3 permitted values.
| Value | Description |
|---|---|
| CreditDerivativesPhysicalSettlementMatrix | The ISDA-published Credit Derivatives Physical Settlement Matrix. |
| EquityDerivativesMatrix | The ISDA-published Equity Derivatives Matrix. |
| SettlementMatrix | The ISDA-published 2000 ISDA Definitions Settlement Matrix for Early Terminations and Swaptions. |
Referenced by
1 type holds a MatrixTypeEnum 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 |
|---|---|---|
| MapMatrixTypeEnumWithScheme | returns | — |
| MapMatrixTypeEnum | returns | — |
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