SecurityHaircut

A type defining a haircut applicable to a given collateral constituent in the transaction.

Field	Type	Description	Print form title	FFSM title	Properties	Conditions
haircutValue	xsd:decimal	Defines a haircut applicable to a given collateral constituent in the transaction.	Haircut value.		1-1, mre, mfr, afr
Choice begin
Branch1
haircutDivergence	xsd:decimal	Specifies maximum haircut divergence that determines collateral revaluation.	Maximum haircut divergence.		1-1, mre, mfr
Branch2
haircutHigh	xsd:decimal	Specifies haircut high value that determines collateral revaluation.	Haircut high value.		0-1, mfr
haircutLow	xsd:decimal	Specifies haircut low value that determines collateral revaluation.	Haircut low value.		0-1, mfr
Choice end

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SecurityHaircut

haircutValue(decimal)

	Defines a haircut applicable to a given collateral constituent in the transaction.

A choice of the limits of haircut value fluctuation.

haircutDivergence(decimal)

	Specifies maximum haircut divergence that determines collateral revaluation.

Sequence

haircutHigh(decimal)

	Specifies haircut high value that determines collateral revaluation.

haircutLow(decimal)

	Specifies haircut low value that determines collateral revaluation.