PriceReturnTerms
Type CDM 7.2.0The model carries no description for this type.
Extends —
Extended by —
Attributes 3
Namespace cdm.product.asset
Attributes
All 3 declared on PriceReturnTerms. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| returnType | ReturnTypeEnum | 1..1 | The type of return associated with the equity swap. |
| conversionFactor | number | 0..1 | Defines the conversion applied if the quantity unit on contract is different from unit on referenced underlier. |
| performance | calculation | 0..1 | Performance calculation, in accordance with Part 1 Section 12 of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap, Para 75. 'Equity Performance'. Cumulative performance is used as a notional multiplier factor on both legs of an Equity Swap. |
Referenced by
2 types hold a PriceReturnTerms as an attribute.
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