FINOS-CDM-6.0-d07
repository: Blue Repository
ValuationDate
FINOS-CDM-6.0-d07
Blue ID: Gwhruyi2cqX29mThcmD9cTU1veSQiZjYUi5hvnNqeVpY
A single object that represents the different methods to specify a valuation date, as used for cash settlement. The Single / Multiple ValuationDate is used for the determination of recovery in a credit event, the RelativeDateOffset is used for cash-settled option, and FxFixingDate is used for cross-currency settlement.
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Type Alias
FINOS-CDM-6.0-d07/ValuationDateType Definition
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Type References
DLRQwz7MQeCrzjy9bohPNwtCxKEBbKaMK65KBrwjfG6K:TextHwqWW55bo4bkhWeAb4ag6VeyerySjYpo4PnTrtjxbne7:FINOS-CDM-6.0-d07/FxFixingDateAG6NtvNFFwKWA7v6kDDiySGkSg45fwcTBYAoXYak7neg:FINOS-CDM-6.0-d07/AdjustableDates4TkQqBVPMgEdzPok16vjVk4mkCqDZppDE5LtZpJeHL3m:FINOS-CDM-6.0-d07/MultipleValuationDates3SZ8QwiGA5TqFWnvZvKbdFxb4iZJZvT9sYb93rdCBqgT:FINOS-CDM-6.0-d07/SingleValuationDatek9HgXaUDtMTpLPttfBXXf8LCfPgNGBwYyAkMswVBvas:FINOS-CDM-6.0-d07/RelativeDateOffset