CashSettlement

A type to define the cash settlement terms for a product where cash settlement is applicable.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
cashSettlementValuationTime	BusinessCenterTime	The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.	Cash settlement amount valuation time.		0-1, ncf
cashSettlementValuationDate	RelativeDateOffset	The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.	Cash settlement amount valuation date.		0-1, ncf
cashSettlementPaymentDate	CashSettlementPaymentDate	The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention. This component would not be present for a mandatory early termination provision where the cash settlement payment date is the mandatory early termination date.	Cash settlement amount payment date.		0-1
Choice begin
Branch1
cashPriceMethod	CashPriceMethod	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 (a).	Cash price method.		1-1, mre, mfr
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cashPriceAlternateMethod	CashPriceMethod	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 (b).	Cash price alternate method.		1-1, mre, mfr
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parYieldCurveAdjustedMethod	YieldCurveMethod	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 (c).	Par yield curve adjusted method.		1-1, mre, mfr
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zeroCouponYieldAdjustedMethod	YieldCurveMethod	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 (d).	Zero coupon yield adjusted method.		1-1, mre, mfr
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parYieldCurveUnadjustedMethod	YieldCurveMethod	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).	Par yield curve unadjusted method.		1-1, mre, mfr
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crossCurrencyMethod	CrossCurrencyMethod	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 (f) (published in Supplement number 23).	Cross-currency method.		1-1, mre, mfr
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collateralizedCashPriceMethod	YieldCurveMethod	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 (g) (published in Supplement number 28).	Collateralized cash price method.		1-1, mre, mfr
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@id	xsd:ID				1-1, ncf

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CashSettlement

cashSettlementPaymentDate(CashSettlementPaymentDate)

The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention. This component would not be present for a mandatory early termination provision where the cash settlement payment date is the mandatory early termination date.

A choice of the date specification.

adjustableDates(AdjustableDates)

	A series of dates that shall be subject to adjustment if they would otherwise fall on a day that is not a business day in the specified business centers, together with the convention for adjusting the date.

unadjustedDate(IdentifiedDate)

	A date subject to adjustment.