RestructuringEnum
Enum CDM 7.2.0The enumerated values to specify the form of the restructuring credit event that is applicable to the credit default swap.
Values 3
Namespace cdm.observable.event
Values
3 permitted values.
| Value | Description |
|---|---|
| ModModR | Restructuring (Section 4.7) and Modified Restructuring Maturity Limitation and Conditionally Transferable Obligation (2014 Definitions: Section 3.31, 2003 Definitions: 2.32) apply. |
| ModR | Restructuring (Section 4.7) and Restructuring Maturity Limitation and Fully Transferable Obligation (2014 Definitions: Section 3.31, 2003 Definitions: 2.32) apply. |
| R | Restructuring as defined in the applicable ISDA Credit Derivatives Definitions. (2003 or 2014). |
Referenced by
1 type holds a RestructuringEnum 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 |
|---|---|---|
| MapRestructuringEnum | returns | — |
Open RestructuringEnum in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the enumeration has changed. Free, no signup.