TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
40108ProvisionCashSettlMethodSettlMethint

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).


ProvisionCashSettlMethodCodeSet
0=

Cash price

Added EP161 [CashPrice]
1=

Cash price alternate

Added EP161 [CashPriceAlternate]
2=

Par yield curve adjusted

Added EP161 [ParYieldCurveAdjusted]
3=

Zero coupon yield curve adjusted

Added EP161 [ZeroCouponYieldCurveAdjusted]
4=

Par yield curve unadjusted

Added EP161 [ParYieldCurveUnadjusted]
5=

Cross currency

Added EP161 [CrossCurrency]
6=

Collateralized price

Added EP161 [CollateralizedPrice]
Added EP161 Updated EP169

Used in components:
[ProvisionGrp]