.cdm-java.6.0.0-dev.63.source-code.cdm-product-template-EarlyTerminationProvision.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.product.template",
"type": "object",
"title": "EarlyTerminationProvision",
"description": "A data defining: an early termination provision for a swap. This early termination is at fair value, i.e. on termination the fair value of the product must be settled between the parties.",
"properties": {
"mandatoryEarlyTermination": {
"description": "A mandatory early termination provision to terminate the swap at fair value.",
"$ref": "cdm-product-template-MandatoryEarlyTermination.schema.json"
},
"mandatoryEarlyTerminationDateTenor": {
"description": "Period after trade date of the mandatory early termination date.",
"$ref": "cdm-base-datetime-Period.schema.json"
},
"optionalEarlyTermination": {
"description": "An option for either or both parties to terminate the swap at fair value.",
"$ref": "cdm-product-template-OptionalEarlyTermination.schema.json"
},
"optionalEarlyTerminationParameters": {
"description": "Definition of the first early termination date and the frequency of the termination dates subsequent to that. American exercise is defined by having a frequency of one day.",
"$ref": "cdm-product-template-ExercisePeriod.schema.json"
}
}
}
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