ValueSecuritiesEnum
Enum CDM 7.2.0Details of how securities collateral is valued when resolving disputes.
Values 5
Namespace cdm.legaldocumentation.csa
Values
5 permitted values. The display name is the form that appears on the wire and in FpML.
| Value | Display name | Description |
|---|---|---|
| BidPricePercentage | Securities - Bid Price multiplied by Valuation Percentage | Securities collateral is valued using the bid price multiplied by the valuation percentage. |
| BidPricePercentageLessHaircut | Securities - Bid Price multiplied by (Valuation Percentage - FX Haircut) | Securities collateral is valued using the bid price multiplied by the valuation percentage less the FX haircut. |
| MidPricePercentage | Securities - Mid Price multiplied by Valuation Percentage | Securities collateral is valued using the mid price multiplied by the valuation percentage. |
| MidPricePercentageLessHaircut | Securities - Mid Price multiplied by (Valuation Percentage - FX Haircut) | Securities collateral is valued using the mid price multiplied by the valuation percentage less the FX haircut. |
| Other | — | Exception value. |
Referenced by
2 types hold a ValueSecuritiesEnum as an attribute.
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