| settlementCurrency | Currency | ISDA 2003 Term: Settlement Currency. | Settlement currency. | | 0-1,
mfr | |
| @id | xsd:ID | | | | 1-1,
ncf | |
| valuationDate | ValuationDate | The number of business days after conditions to settlement have been satisfied when
the calculation agent obtains a price quotation on the Reference Obligation for purposes
of cash settlement. There may be one or more valuation dates. This is typically specified
if the cash settlement amount is not a fixed amount. ISDA 2003 Term: Valuation Date.
| Valuation date. | | 0-1,
ncf | |
| valuationTime | BusinessCenterTime | The time of day in the specified business center when the calculation agent seeks
quotations for an amount of the reference obligation for purposes of cash settlement.
ISDA 2003 Term: Valuation Time.
| Valuation time. | | 0-1,
ncf | |
| quotationMethod | QuotationRateTypeEnum | The type of price quotations to be requested from dealers when determining the market
value of the reference obligation for purposes of cash settlement. For example, Bid,
Offer or Mid-market. ISDA 2003 Term: Quotation Method.
| Quotation method. | | 0-1,
mfr | |
| quotationAmount | Money | In the determination of a cash settlement amount, if weighted average quotations are
to be obtained, the quotation amount specifies an upper limit to the outstanding principal
balance of the reference obligation for which the quote should be obtained. If not
specified, the ISDA definitions provide for a fallback amount equal to the floating
rate payer calculation amount. ISDA 2003 Term: Quotation Amount.
| Quotation amount. | | 0-1,
ncf | |
| minimumQuotationAmount | Money | In the determination of a cash settlement amount, if weighted average quotations are
to be obtained, the minimum quotation amount specifies a minimum intended threshold
amount of outstanding principal balance of the reference obligation for which the
quote should be obtained. If not specified, the ISDA definitions provide for a fallback
amount of the lower of either USD 1,000,000 (or its equivalent in the relevant obligation
currency) or the quotation amount. ISDA 2003 Term: Minimum Quotation Amount.
| Minimum quotation amount. | | 0-1,
ncf | |
| dealer | xsd:string | A dealer from whom quotations are obtained by the calculation agent on the reference
obligation for purposes of cash settlement. ISDA 2003 Term: Dealer.
| Dealer. | | 0-∞,
ncf | |
| cashSettlementBusinessDays | xsd:nonNegativeInteger | The number of business days used in the determination of the cash settlement payment
date. If a cash settlement amount is specified, the cash settlement payment date will
be this number of business days following the calculation of the final price. If a
cash settlement amount is not specified, the cash settlement payment date will be
this number of business days after all conditions to settlement are satisfied. ISDA
2003 Term: Cash Settlement Date.
| Cash settlement payment date. | | 0-1,
ncf | |
| Choice begin |
| Branch1 |
| cashSettlementAmount | Money | The amount paid by the seller to the buyer for cash settlement on the cash settlement
date. If not otherwise specified, would typically be calculated as 100 (or the Reference
Price) minus the price of the Reference Obligation (all expressed as a percentage)
times Floating Rate Payer Calculation Amount. ISDA 2003 Term: Cash Settlement Amount.
| Cash settlement amount. | | 1-1,
mre | |
| Branch2 |
| recoveryFactor | RestrictedPercentage | Used for fixed recovery, specifies the recovery level, determined at contract inception,
to be applied on a default. Used to calculate the amount paid by the seller to the
buyer for cash settlement on the cash settlement date. Amount calculation is (1 minus
the Recovery Factor) multiplied by the Floating Rate Payer Calculation Amount. The
currency will be derived from the Floating Rate Payer Calculation Amount.
| Recovery factor. | | 1-1,
mre,
mfr | |
| Choice end |
| fixedSettlement | xsd:boolean | Used for Recovery Lock, to indicate whether fixed Settlement is Applicable or Not
Applicable. If Buyer fails to deliver an effective Notice of Physical Settlement on
or before the Buyer NOPS Cut-off Date, and If Seller fails to deliver an effective
Seller NOPS on or before the Seller NOPS Cut-off Date, then either: (a) if Fixed Settlement
is specified in the related Confirmation as not applicable, then the Seller NOPS Cut-off
Date shall be the Termination Date; or (b) if Fixed Settlement is specified in the
related Confirmation as applicable, then: (i) if the Fixed Settlement Amount is a
positive number, Seller shall, subject to Section 3.1 (except for the requirement
of satisfaction of the Notice of Physical Settlement Condition to Settlement), pay
the Fixed Settlement Amount to Buyer on the Fixed Settlement Payment Date; and (ii)
if the Fixed Settlement Amount is a negative number, Buyer shall, subject to Section
3.1 (except for the requirement of satisfaction of the Notice of Physical Settlement
Condition to Settlement), pay the absolute value of the Fixed Settlement Amount to
Seller on the Fixed Settlement Payment Date.
| Fixed Settlement Amount. | | 0-1,
ncf | |
| accruedInterest | xsd:boolean | Indicates whether accrued interest is included (true) or not (false). For cash settlement
this specifies whether quotations should be obtained inclusive or not of accrued interest.
For physical settlement this specifies whether the buyer should deliver the obligation
with an outstanding principal balance that includes or excludes accrued interest.
ISDA 2003 Term: Include/Exclude Accrued Interest.
| Accrued interest. | | 0-1,
ncf | |
| valuationMethod | ValuationMethodEnum | The ISDA defined methodology for determining the final price of the reference obligation
for purposes of cash settlement. (ISDA 2003 Term: Valuation Method). For example,
Market, Highest etc.
| Valuation method. | | 0-1,
ncf | |