PortfolioReturnTerms
Type CDM 7.2.0Specifies an individual type of return of a Performance Payout, when such individual return is part of an aggregation of multiple similar returns, at Performance Payout level.
Attributes
6 declared on PortfolioReturnTerms, 5 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| priceReturnTerms | PriceReturnTerms | 0..1 | Return terms based upon the underlier's observed price. | ReturnTerms |
| dividendReturnTerms | DividendReturnTerms | 0..1 | Return terms based upon dividend payments associated to the underlier. | ReturnTerms |
| varianceReturnTerms | VarianceReturnTerms | 0..1 | Return terms based upon the observed variance of the underlier's price. | ReturnTerms |
| volatilityReturnTerms | VolatilityReturnTerms | 0..1 | Return terms based upon the observed volatility of the underlier's price. | ReturnTerms |
| correlationReturnTerms | CorrelationReturnTerms | 0..1 | Return terms based upon the observed correlation between the components of the underlying basket. | ReturnTerms |
| payerReceiver | PayerReceiver | 1..1 | Canonical representation of the payer and receiver parties applicable to each individual return leg. | — |
| underlier | Observable | 1..1 | Defines the product that is the subject of a tradable product definition, an underlying product definition, a physical exercise, a position, or other purposes. | — |
| quantity | NonNegativeQuantitySchedule | 0..1 | Specifies a quantity schedule for the underlier, which applies to each individual return leg. | — |
| initialValuationPrice | PriceSchedule | 0..* | Specifies the initial valuation price(s) of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document. | — |
| interimValuationPrice | PriceSchedule | 0..* | Specifies the initial valuation price(s) of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document. | — |
| finalValuationPrice | PriceSchedule | 0..* | 2018 ISDA CDM Equity Confirmation for Security Equity Swap: Final Price | Specifies the final valuation price of the underlier. This price can be expressed either as an actual amount/currency, as a determination method, or by reference to another value specified in the swap document. | — |
Referenced by
1 type holds a PortfolioReturnTerms as an attribute.
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