.cdm-java.6.0.0-dev.72.source-code.cdm-legaldocumentation-master-EquitySwapMasterConfirmation2018.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.legaldocumentation.master",
"type": "object",
"title": "EquitySwapMasterConfirmation2018",
"description": "Specification for the General Terms and Relationship Supplement Elections as provided in the 2018 ISDA CDM Equity Confirmation for Security Equity Swap.",
"properties": {
"typeOfSwapElection": {
"description": "Per Part 1 Section 4, 'Dividend Obligations', of the 2018 ISDA CDM Equity Confirmation, Para 4.2 'Dividend Returns'",
"$ref": "cdm-product-asset-ReturnTypeEnum.schema.json"
},
"pricingMethodElection": {
"description": "Per Part 1 Section 5, 'Pricing', of the 2018 ISDA CDM Equity Confirmation, Para 5.1",
"$ref": "cdm-product-asset-PriceReturnTerms.schema.json"
},
"linearInterpolationElection": {
"description": "Per Part 1 Section 3, 'Floating Obligations', of the 2018 ISDA CDM Equity Confirmation. Para 3.3",
"$ref": "cdm-observable-asset-InterpolationMethodEnum.schema.json"
},
"settlementTerms": {
"description": "Per Part 1 Section 8, 'Settlement', of the 2018 ISDA CDM Equity Confirmation for Security Equity Swap",
"$ref": "cdm-product-common-settlement-SettlementTerms.schema.json"
},
"valuationDates": {
"description": "The parameters used to generate the 'Equity Valuation Dates' schedule, including the Effective Date and Termination Date for the Swap.",
"$ref": "cdm-observable-asset-ValuationDates.schema.json"
},
"equityCashSettlementDates": {
"description": "The parameters used to generate the payment date schedule, relative to the equityCalculationPeriod. Per Part 1 Section 12, 'Definitions', of the 2018 ISDA CDM Equity Confirmation. Para 73",
"$ref": "cdm-product-common-schedule-PaymentDates.schema.json"
}
},
"required": [
"typeOfSwapElection",
"pricingMethodElection",
"linearInterpolationElection",
"settlementTerms",
"valuationDates",
"equityCashSettlementDates"
]
}
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