SettlementRateOption
Type CDM 7.2.0Defines the settlement rate option to use for fixing in case of cash settlement. Currently only applicable to foreign exchange fixing in case of cross-currency settlement.
Extends —
Extended by —
Attributes 2
Namespace cdm.observable.asset
Attributes
All 2 declared on SettlementRateOption. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| settlementRateOption | SettlementRateOptionEnum | 1..1 | The rate source for the conversion to the settlement currency. This source is specified through a scheme that reflects the terms of the Annex A to the 1998 FX and Currency Option Definitions. |
| priceSourceDisruption | PriceSourceDisruption | 0..1 | An attribute defining the parameters to get a new quote when a settlement rate option is disrupted. |
Referenced by
5 types hold a SettlementRateOption as an attribute.
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