SensitivitiesEnum
Enum CDM 7.2.0Values to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.
Values 2
Namespace cdm.legaldocumentation.csa
Values
2 permitted values.
| Value | Description |
|---|---|
| Alternative | The parties agree that in respect of the relevant sensitivities, the delta is allocated back to individual constituents. |
| Standard | The relevant sensitivities are addressed by the standard preferred approach where the entire delta is put into the applicable asset class/category. |
Referenced by
1 type holds a SensitivitiesEnum as an attribute.
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