Code Set
ProvisionCashSettlMethodCodeSet
| ID | 40108 |
| Type | int |
| Pedigree | Added EP161, Updated EP169 |
An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| CashPrice | 0 | Cash price | Added EP161 | |
| CashPriceAlternate | 1 | Cash price alternate | Added EP161 | |
| ParYieldCurveAdjusted | 2 | Par yield curve adjusted | Added EP161 | |
| ZeroCouponYieldCurveAdjusted | 3 | Zero coupon yield curve adjusted | Added EP161 | |
| ParYieldCurveUnadjusted | 4 | Par yield curve unadjusted | Added EP161 | |
| CrossCurrency | 5 | Cross currency | Added EP161 | |
| CollateralizedPrice | 6 | Collateralized price | Added EP161 |
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