SensitivityMethodologiesPartyElection
Type CDM 7.2.0A class to specificy methodologies to compute sensitivities specific to the agreement.
Extends —
Extended by —
Attributes 3
Namespace cdm.legaldocumentation.csa
Attributes
All 3 declared on SensitivityMethodologiesPartyElection. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| party | CounterpartyRoleEnum | 1..1 | The party to which the election applies. |
| sensitivityToEquity | SensitivityToEquity | 1..1 | The methodology to compute sensitivities to equity indices, funds and ETFs for the purpose of Initial Margin agreements. |
| sensitivityToCommodity | SensitivityMethodology | 1..1 | The methodology to compute sensitivities to commodity indices for the purpose of Initial Margin agreements. |
Referenced by
1 type holds a SensitivityMethodologiesPartyElection as an attribute.
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