Org.Isda.Cdm.Enums.daml Maven / Gradle / Ivy
daml 1.2
-- | This file is auto-generated from the ISDA Common
-- Domain Model, do not edit.
-- @version 6.0.0-dev.82
module Org.Isda.Cdm.Enums
( module Org.Isda.Cdm.Enums ) where
-- | The enumeration values to qualify the type of
-- account.
data AccountTypeEnum
= AccountTypeEnum_AggregateClient
-- ^ Aggregate client account, as defined under ESMA
-- MiFIR.
| AccountTypeEnum_Client
-- ^ The account contains trading activity or positions
-- that belong to a client of the firm that opened the
-- account.
| AccountTypeEnum_House
-- ^ The account contains proprietary trading activity or
-- positions, belonging to the firm that is the owner of
-- the account.
deriving (Eq, Ord, Show)
-- | The enumeration values to specify the actions
-- associated with transactions.
data ActionEnum
= ActionEnum_Cancel
-- ^ A cancellation of a prior instance of the transaction
-- event. The eventIdentifier has an associated version
-- greater than 1.
| ActionEnum_Correct
-- ^ A correction of a prior instance of the transaction
-- event. The eventIdentifier has an associated version
-- greater than 1.
| ActionEnum_New
-- ^ A new instance of a transaction event, which is also
-- characterized by the fact that the eventIdentifier
-- has an associated version 1.
deriving (Eq, Ord, Show)
-- | Enumeration for the different types of affirmation
-- status.
data AffirmationStatusEnum
= AffirmationStatusEnum_Affirmed
| AffirmationStatusEnum_Unaffirmed
deriving (Eq, Ord, Show)
-- | If there is an alternative to interest amounts, how
-- is it specified?
data AlternativeToInterestAmountEnum
= AlternativeToInterestAmountEnum_ActualAmountReceived
-- ^ The standard calculation of the Interest Amount is
-- replaced with the amount of interest the secured
-- party actually receives in relation to the Cash
-- collateral.
| AlternativeToInterestAmountEnum_Other
-- ^ An other alternative option outside these choices
-- that can be described as an alternative provision.
| AlternativeToInterestAmountEnum_Standard
-- ^ Interest amount is not transferred if transfer would
-- create or increase a delivery amount.
| AlternativeToInterestAmountEnum_TransferIfDeliveryAmountBelowMTA
-- ^ Interest amount is not transferred if transfer would
-- create or increase a delivery amount. (This is the
-- 'Standard' provision). However, interest
-- Amount will be transferred if Delivery Amount is
-- below Minimum Transfer Amount.
deriving (Eq, Ord, Show)
-- | Defines the enumerated values to specify the
-- ancillary roles to the transaction. The product is
-- agnostic to the actual parties involved in the
-- transaction, with the party references abstracted
-- away from the product definition and replaced by the
-- AncillaryRoleEnum. The AncillaryRoleEnum can then be
-- positioned in the product and the AncillaryParty
-- type, which is positioned outside of the product
-- definition, allows the AncillaryRoleEnum to be
-- associated with an actual party reference.
data AncillaryRoleEnum
= AncillaryRoleEnum_CalculationAgentFallback
-- ^ Specifies the party responsible for deciding the
-- fallback rate.
| AncillaryRoleEnum_CalculationAgentIndependent
-- ^ Specifies the party responsible for performing
-- calculation agent duties as defined in the applicable
-- product definition.
| AncillaryRoleEnum_CalculationAgentMandatoryEarlyTermination
-- ^ Specifies the party responsible for performing
-- calculation agent duties associated with an mandatory
-- early termination.
| AncillaryRoleEnum_CalculationAgentOptionalEarlyTermination
-- ^ Specifies the party responsible for performing
-- calculation agent duties associated with an optional
-- early termination.
| AncillaryRoleEnum_DisruptionEventsDeterminingParty
-- ^ Specifies the party which determines additional
-- disruption events.
| AncillaryRoleEnum_ExerciseNoticeReceiverPartyCancelableProvision
-- ^ Specifies the party to which notice of a cancelable
-- provision exercise should be given.
| AncillaryRoleEnum_ExerciseNoticeReceiverPartyExtendibleProvision
-- ^ Specifies the party to which notice of a extendible
-- provision exercise should be given.
| AncillaryRoleEnum_ExerciseNoticeReceiverPartyManual
-- ^ Specifies the party to which notice of a manual
-- exercise should be given.
| AncillaryRoleEnum_ExerciseNoticeReceiverPartyOptionalEarlyTermination
-- ^ Specifies the party to which notice of a optional
-- early termination exercise should be given.
| AncillaryRoleEnum_ExtraordinaryDividendsParty
-- ^ Specifies the party which determines if dividends are
-- extraordinary in relation to normal levels.
| AncillaryRoleEnum_PredeterminedClearingOrganizationParty
-- ^ Specifies the clearing organization (CCP, DCO) which
-- the trade should be cleared.
deriving (Eq, Ord, Show)
-- | An arithmetic operator that can be passed to a
-- function
data ArithmeticOperationEnum
= ArithmeticOperationEnum_Add
-- ^ Addition of 2 values
| ArithmeticOperationEnum_Divide
-- ^ Division of 1st value by 2nd value
| ArithmeticOperationEnum_Max
-- ^ Maximum of 2 values
| ArithmeticOperationEnum_Min
-- ^ Minimum of 2 values
| ArithmeticOperationEnum_Multiply
-- ^ Multiplication of 2 values
| ArithmeticOperationEnum_Subtract
-- ^ Subtraction of 2nd value from 1st value
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the FpML asset class
-- categorization.
data AssetClassEnum
= AssetClassEnum_Commodity
-- ^ Commodity.
| AssetClassEnum_Credit
-- ^ Credit.
| AssetClassEnum_Equity
-- ^ Equity.
| AssetClassEnum_ForeignExchange
-- ^ ForeignExchange.
| AssetClassEnum_InterestRate
-- ^ InterestRate.
| AssetClassEnum_MoneyMarket
-- ^ Money Market Assets like CP and CD.
deriving (Eq, Ord, Show)
-- | Extends product identifiers with additional
-- identifier sources for Assets.
data AssetIdTypeEnum
= AssetIdTypeEnum_BBGID
-- ^ Published by Bloomberg, the BBGID is a 12-digit
-- alphanumeric randomly generated ID covering active
-- and non-active securities.
| AssetIdTypeEnum_BBGTICKER
-- ^ Published by Bloomberg as a short code to identify
-- publicly trades shares of a particular stock on a
-- specific exchange.
| AssetIdTypeEnum_CUSIP
-- ^ Derived from the Committee on Uniform Security
-- Identification Procedures, CUSIPs are 9-character
-- identifiers that capture an issue’s important
-- differentiating characteristics for issuers and their
-- financial instruments in the U.S. and Canada.
| AssetIdTypeEnum_ClearingCode
-- ^ The identifier follows the symbology set by the
-- clearing house which clears the asset.
| AssetIdTypeEnum_CurrencyCode
-- ^ Used to identify the currency of a Cash Asset.
| AssetIdTypeEnum_ExchangeCode
-- ^ The identifier follows the symbology set by the
-- exchange which lists the asset.
| AssetIdTypeEnum_FIGI
-- ^ Issued under the guidelines of the Object Management
-- Group, the Financial Instrument Global Identifier
-- (FIGI) is a 12 character, alphanumeric, randomly
-- generated ID covering hundreds of millions of active
-- and inactive instruments. The identifier acts as a
-- Uniform Resource Identifier (URI) to link to a set of
-- metadata that uniquely and clearly describes the
-- instrument.
| AssetIdTypeEnum_ISDACRP
-- ^ Issued by the International Swaps Dealers Association
-- as a string representing a Commodity Reference Price
-- used for purposes of determining a relevant price for
-- an underlying commodity in an OTC derivatives
-- contract.
| AssetIdTypeEnum_ISIN
-- ^ Issued by The International Securities Identification
-- Number (ISIN) Organization, the ISIN is a
-- 12-character alpha-numerical code used to uniformly
-- identify a security for trading and settlement
-- purposes. Securities with which ISINs can be used
-- include debt securities, such as notes or bonds as
-- well shares, such as common stock or shares of a
-- fund, options, derivatives, and futures. The ISIN
-- structure is defined in ISO 6166.
| AssetIdTypeEnum_Name
-- ^ The name of the product.
| AssetIdTypeEnum_Other
-- ^ Used when the source is not otherwise in this
-- enumerated list because it is internal or other
-- reasons. The source can be identified in the scheme
-- which is part of the identifier attribute.
| AssetIdTypeEnum_RIC
-- ^ Issued by Refinitiv (formerly Reuters), the Reuters
-- Instrument Codes(RIC) uniquely identifies financial
-- instruments, including where they are traded.
| AssetIdTypeEnum_SEDOL
-- ^ Assigned by the London Stock Exchange, the Stock
-- Exchange Daily Official List (SEDOL) is a list of
-- security identifiers used in the United Kingdom and
-- Ireland for clearing purposes. SEDOLs serve as the
-- National Securities Identifying Number for all
-- securities issued in the United Kingdom and are
-- therefore part of the security's ISIN as well.
| AssetIdTypeEnum_Sicovam
-- ^ Issued by the French Société Interprofessionnelle
-- pour la Compensation des Valeurs Mobilières (SICOVAM)
-- to identify French securities listed on French stock
-- exchanges.
| AssetIdTypeEnum_UPI
-- ^ Assigned by the Derivatives Service Bureau Ltd (DSB),
-- the Unique Product Identifier (UPI) is a unique code
-- to describe an over-the-counter (OTC) derivatives
-- product. The UPI is used for identifying the product
-- in transaction reporting data.
| AssetIdTypeEnum_Wertpapier
-- ^ Issued by the Institute for the Issuance and
-- Administration of Securities in Germany (Securities
-- Information), the Wertpapierkennnummer (WKN, WPKN,
-- WPK or simply Wert) consists of six digits or capital
-- letters (excluding I and O), and no check digit. It
-- is used to identify German securities.
deriving (Eq, Ord, Show)
-- | The qualification of the type of asset transfer.
data AssetTransferTypeEnum
= AssetTransferTypeEnum_FreeOfPayment()
-- ^ The transfer of assets takes place without a
-- corresponding exchange of payment.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to identify the asset
-- type.
data AssetTypeEnum
= AssetTypeEnum_Cash
-- ^ Indentifies cash in a currency form.
| AssetTypeEnum_Commodity
-- ^ Indentifies basic good used in commerce that is
-- interchangeable with other goods of the same type.
| AssetTypeEnum_Other
-- ^ Indentifies other asset types.
| AssetTypeEnum_Security
-- ^ Indentifies negotiable financial instrument of
-- monetary value with an issue ownership position.
deriving (Eq, Ord, Show)
-- | Enumeration to describe the type of
-- AvailableInventory
data AvailableInventoryTypeEnum
= AvailableInventoryTypeEnum_AvailableToLend
-- ^ Where a lender is broadcasting the securities that
-- they have available to lend
| AvailableInventoryTypeEnum_RequestToBorrow
-- ^ Where a party is asking a lender if they have
-- specific securities available for them to borrow
deriving (Eq, Ord, Show)
-- | Indicates the type of equity average trading volume
-- (single) the highest amount on one exchange, or
-- (consolidated) volumes across more than one exchange.
data AverageTradingVolumeMethodologyEnum
= AverageTradingVolumeMethodologyEnum_Consolidated
-- ^ Consolidated volume across more than one exchange.
| AverageTradingVolumeMethodologyEnum_Single
-- ^ Single, the highest amount on one exchange.
deriving (Eq, Ord, Show)
-- | Specifies enumerations for the type of averaging
-- calculation.
data AveragingCalculationMethodEnum
= AveragingCalculationMethodEnum_Arithmetic
-- ^ Refers to the calculation of an average by taking the
-- sum of observations divided by the count of
-- observations.
| AveragingCalculationMethodEnum_Geometric
-- ^ Refers to the calculation of an average by taking the
-- nth root of the product of n observations.
| AveragingCalculationMethodEnum_Harmonic
-- ^ Refers to the calculation of an average by taking the
-- reciprocal of the arithmetic mean of the reciprocals
-- of the observations.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of
-- averaging used in an Asian option.
data AveragingInOutEnum
= AveragingInOutEnum_Both
-- ^ The average price is used to derive both the strike
-- and the expiration price.
| AveragingInOutEnum_In
-- ^ The average price is used to derive the strike price.
-- Also known as 'Asian strike' style option.
| AveragingInOutEnum_Out
-- ^ The average price is used to derive the expiration
-- price. Also known as 'Asian price' style
-- option.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the method of
-- calculation to be used when averaging rates. Per ISDA
-- 2000 Definitions, Section 6.2. Certain Definitions
-- Relating to Floating Amounts.
data AveragingWeightingMethodEnum
= AveragingWeightingMethodEnum_Unweighted
-- ^ The arithmetic mean of the relevant rates for each
-- reset date.
| AveragingWeightingMethodEnum_Weighted
-- ^ The arithmetic mean of the relevant rates in effect
-- for each day in a calculation period calculated by
-- multiplying each relevant rate by the number of days
-- such relevant rate is in effect, determining the sum
-- of such products and dividing such sum by the number
-- of days in the calculation period.
deriving (Eq, Ord, Show)
-- | Defines whether the bank holidays are treated as
-- weekdays or weekends in terms of delivery profile in
-- the context of commodity products, in particular
-- those with peak or off-peak delivery profiles.
data BankHolidayTreatmentEnum
= BankHolidayTreatmentEnum_AsWeekday
-- ^ Bank holidays treated as weekdays.
| BankHolidayTreatmentEnum_AsWeekend
-- ^ Bank holidays treated as weekends.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the business
-- centers.
data BusinessCenterEnum
= BusinessCenterEnum_AEAB
-- ^ Abu Dhabi, Business Day (as defined in 2021 ISDA
-- Definitions Section 2.1.10 (ii))
| BusinessCenterEnum_AEAD
-- ^ Abu Dhabi, Settlement Day (as defined in 2021 ISDA
-- Definitions Section 2.1.10 (i))
| BusinessCenterEnum_AEDU
-- ^ Dubai, United Arab Emirates
| BusinessCenterEnum_AMYE
-- ^ Yerevan, Armenia
| BusinessCenterEnum_AOLU
-- ^ Luanda, Angola
| BusinessCenterEnum_ARBA
-- ^ Buenos Aires, Argentina
| BusinessCenterEnum_ATVI
-- ^ Vienna, Austria
| BusinessCenterEnum_AUAD
-- ^ Adelaide, Australia
| BusinessCenterEnum_AUBR
-- ^ Brisbane, Australia
| BusinessCenterEnum_AUCA
-- ^ Canberra, Australia
| BusinessCenterEnum_AUDA
-- ^ Darwin, Australia
| BusinessCenterEnum_AUME
-- ^ Melbourne, Australia
| BusinessCenterEnum_AUPE
-- ^ Perth, Australia
| BusinessCenterEnum_AUSY
-- ^ Sydney, Australia
| BusinessCenterEnum_AZBA
-- ^ Baku, Azerbaijan
| BusinessCenterEnum_BBBR
-- ^ Bridgetown, Barbados
| BusinessCenterEnum_BDDH
-- ^ Dhaka, Bangladesh
| BusinessCenterEnum_BEBR
-- ^ Brussels, Belgium
| BusinessCenterEnum_BGSO
-- ^ Sofia, Bulgaria
| BusinessCenterEnum_BHMA
-- ^ Manama, Bahrain
| BusinessCenterEnum_BMHA
-- ^ Hamilton, Bermuda
| BusinessCenterEnum_BNBS
-- ^ Bandar Seri Begawan, Brunei
| BusinessCenterEnum_BOLP
-- ^ La Paz, Bolivia
| BusinessCenterEnum_BRBD
-- ^ Brazil Business Day.
| BusinessCenterEnum_BRBR
-- ^ Brasilia, Brazil.
| BusinessCenterEnum_BRRJ
-- ^ Rio de Janeiro, Brazil.
| BusinessCenterEnum_BRSP
-- ^ Sao Paulo, Brazil.
| BusinessCenterEnum_BSNA
-- ^ Nassau, Bahamas
| BusinessCenterEnum_BWGA
-- ^ Gaborone, Botswana
| BusinessCenterEnum_BYMI
-- ^ Minsk, Belarus
| BusinessCenterEnum_CACL
-- ^ Calgary, Canada
| BusinessCenterEnum_CAFR
-- ^ Fredericton, Canada.
| BusinessCenterEnum_CAMO
-- ^ Montreal, Canada
| BusinessCenterEnum_CAOT
-- ^ Ottawa, Canada
| BusinessCenterEnum_CATO
-- ^ Toronto, Canada
| BusinessCenterEnum_CAVA
-- ^ Vancouver, Canada
| BusinessCenterEnum_CAWI
-- ^ Winnipeg, Canada
| BusinessCenterEnum_CHBA
-- ^ Basel, Switzerland
| BusinessCenterEnum_CHGE
-- ^ Geneva, Switzerland
| BusinessCenterEnum_CHZU
-- ^ Zurich, Switzerland
| BusinessCenterEnum_CIAB
-- ^ Abidjan, Cote d'Ivoire
| BusinessCenterEnum_CLSA
-- ^ Santiago, Chile
| BusinessCenterEnum_CMYA
-- ^ Yaounde, Cameroon
| BusinessCenterEnum_CNBE
-- ^ Beijing, China
| BusinessCenterEnum_CNSH
-- ^ Shanghai, China
| BusinessCenterEnum_COBO
-- ^ Bogota, Colombia
| BusinessCenterEnum_CRSJ
-- ^ San Jose, Costa Rica
| BusinessCenterEnum_CWWI
-- ^ Willemstad, Curacao
| BusinessCenterEnum_CYNI
-- ^ Nicosia, Cyprus
| BusinessCenterEnum_CZPR
-- ^ Prague, Czech Republic
| BusinessCenterEnum_DECO
-- ^ Cologne, Germany
| BusinessCenterEnum_DEDU
-- ^ Dusseldorf, Germany
| BusinessCenterEnum_DEFR
-- ^ Frankfurt, Germany
| BusinessCenterEnum_DEHA
-- ^ Hannover, Germany
| BusinessCenterEnum_DEHH
-- ^ Hamburg, Germany
| BusinessCenterEnum_DELE
-- ^ Leipzig, Germany
| BusinessCenterEnum_DEMA
-- ^ Mainz, Germany
| BusinessCenterEnum_DEMU
-- ^ Munich, Germany
| BusinessCenterEnum_DEST
-- ^ Stuttgart, Germany
| BusinessCenterEnum_DKCO
-- ^ Copenhagen, Denmark
| BusinessCenterEnum_DOSD
-- ^ Santo Domingo, Dominican Republic
| BusinessCenterEnum_DZAL
-- ^ Algiers, Algeria
| BusinessCenterEnum_ECGU
-- ^ Guayaquil, Ecuador
| BusinessCenterEnum_EETA
-- ^ Tallinn, Estonia
| BusinessCenterEnum_EGCA
-- ^ Cairo, Egypt
| BusinessCenterEnum_ESAS
-- ^ ESAS Settlement Day (as defined in 2006 ISDA
-- Definitions Section 7.1 and Supplement Number 15 to
-- the 2000 ISDA Definitions)
| BusinessCenterEnum_ESBA
-- ^ Barcelona, Spain
| BusinessCenterEnum_ESMA
-- ^ Madrid, Spain
| BusinessCenterEnum_ESSS
-- ^ San Sebastian, Spain
| BusinessCenterEnum_ETAA
-- ^ Addis Ababa, Ethiopia
| BusinessCenterEnum_EUR_ICESWAP
-- ^ Publication dates for ICE Swap rates based on
-- EUR-EURIBOR rates
| BusinessCenterEnum_EUTA
-- ^ TARGET Settlement Day
| BusinessCenterEnum_FIHE
-- ^ Helsinki, Finland
| BusinessCenterEnum_FRPA
-- ^ Paris, France
| BusinessCenterEnum_GBED
-- ^ Edinburgh, Scotland
| BusinessCenterEnum_GBLO
-- ^ London, United Kingdom
| BusinessCenterEnum_GBP_ICESWAP
-- ^ Publication dates for GBP ICE Swap rates
| BusinessCenterEnum_GETB
-- ^ Tbilisi, Georgia
| BusinessCenterEnum_GGSP
-- ^ Saint Peter Port, Guernsey
| BusinessCenterEnum_GHAC
-- ^ Accra, Ghana
| BusinessCenterEnum_GIGI
-- ^ Gibraltar, Gibraltar
| BusinessCenterEnum_GMBA
-- ^ Banjul, Gambia
| BusinessCenterEnum_GNCO
-- ^ Conakry, Guinea
| BusinessCenterEnum_GRAT
-- ^ Athens, Greece
| BusinessCenterEnum_GTGC
-- ^ Guatemala City, Guatemala
| BusinessCenterEnum_GUGC
-- ^ Guatemala City, Guatemala [DEPRECATED, to be removed
-- in 2024. Replaced by GTGC.]
| BusinessCenterEnum_HKHK
-- ^ Hong Kong, Hong Kong
| BusinessCenterEnum_HNTE
-- ^ Tegucigalpa, Honduras
| BusinessCenterEnum_HRZA
-- ^ Zagreb, Republic of Croatia
| BusinessCenterEnum_HUBU
-- ^ Budapest, Hungary
| BusinessCenterEnum_IDJA
-- ^ Jakarta, Indonesia
| BusinessCenterEnum_IEDU
-- ^ Dublin, Ireland
| BusinessCenterEnum_ILJE
-- ^ Jerusalem, Israel
| BusinessCenterEnum_ILS_TELBOR
-- ^ Publication dates of the ILS-TELBOR index.
| BusinessCenterEnum_ILTA
-- ^ Tel Aviv, Israel
| BusinessCenterEnum_INAH
-- ^ Ahmedabad, India
| BusinessCenterEnum_INBA
-- ^ Bangalore, India
| BusinessCenterEnum_INCH
-- ^ Chennai, India
| BusinessCenterEnum_INHY
-- ^ Hyderabad, India
| BusinessCenterEnum_INKO
-- ^ Kolkata, India
| BusinessCenterEnum_INMU
-- ^ Mumbai, India
| BusinessCenterEnum_INND
-- ^ New Delhi, India
| BusinessCenterEnum_IQBA
-- ^ Baghdad, Iraq
| BusinessCenterEnum_IRTE
-- ^ Teheran, Iran
| BusinessCenterEnum_ISRE
-- ^ Reykjavik, Iceland
| BusinessCenterEnum_ITMI
-- ^ Milan, Italy
| BusinessCenterEnum_ITRO
-- ^ Rome, Italy
| BusinessCenterEnum_ITTU
-- ^ Turin, Italy
| BusinessCenterEnum_JESH
-- ^ St. Helier, Channel Islands, Jersey
| BusinessCenterEnum_JMKI
-- ^ Kingston, Jamaica
| BusinessCenterEnum_JOAM
-- ^ Amman, Jordan
| BusinessCenterEnum_JPTO
-- ^ Tokyo, Japan
| BusinessCenterEnum_KENA
-- ^ Nairobi, Kenya
| BusinessCenterEnum_KHPP
-- ^ Phnom Penh, Cambodia
| BusinessCenterEnum_KRSE
-- ^ Seoul, Republic of Korea
| BusinessCenterEnum_KWKC
-- ^ Kuwait City, Kuwait
| BusinessCenterEnum_KYGE
-- ^ George Town, Cayman Islands
| BusinessCenterEnum_KZAL
-- ^ Almaty, Kazakhstan
| BusinessCenterEnum_LAVI
-- ^ Vientiane, Laos
| BusinessCenterEnum_LBBE
-- ^ Beirut, Lebanon
| BusinessCenterEnum_LKCO
-- ^ Colombo, Sri Lanka
| BusinessCenterEnum_LULU
-- ^ Luxembourg, Luxembourg
| BusinessCenterEnum_LVRI
-- ^ Riga, Latvia
| BusinessCenterEnum_MACA
-- ^ Casablanca, Morocco
| BusinessCenterEnum_MARA
-- ^ Rabat, Morocco
| BusinessCenterEnum_MCMO
-- ^ Monaco, Monaco
| BusinessCenterEnum_MNUB
-- ^ Ulan Bator, Mongolia
| BusinessCenterEnum_MOMA
-- ^ Macau, Macao
| BusinessCenterEnum_MTVA
-- ^ Valletta, Malta
| BusinessCenterEnum_MUPL
-- ^ Port Louis, Mauritius
| BusinessCenterEnum_MVMA
-- ^ Male, Maldives
| BusinessCenterEnum_MWLI
-- ^ Lilongwe, Malawi
| BusinessCenterEnum_MXMC
-- ^ Mexico City, Mexico
| BusinessCenterEnum_MYKL
-- ^ Kuala Lumpur, Malaysia
| BusinessCenterEnum_MYLA
-- ^ Labuan, Malaysia
| BusinessCenterEnum_MZMA
-- ^ Maputo, Mozambique
| BusinessCenterEnum_NAWI
-- ^ Windhoek, Namibia
| BusinessCenterEnum_NGAB
-- ^ Abuja, Nigeria
| BusinessCenterEnum_NGLA
-- ^ Lagos, Nigeria
| BusinessCenterEnum_NLAM
-- ^ Amsterdam, Netherlands
| BusinessCenterEnum_NLRO
-- ^ Rotterdam, Netherlands
| BusinessCenterEnum_NOOS
-- ^ Oslo, Norway
| BusinessCenterEnum_NPKA
-- ^ Kathmandu, Nepal
| BusinessCenterEnum_NYFD
-- ^ New York Fed Business Day (as defined in 2006 ISDA
-- Definitions Section 1.9, 2000 ISDA Definitions
-- Section 1.9, and 2021 ISDA Definitions Section 2.1.7)
| BusinessCenterEnum_NYSE
-- ^ New York Stock Exchange Business Day (as defined in
-- 2006 ISDA Definitions Section 1.10, 2000 ISDA
-- Definitions Section 1.10, and 2021 ISDA Definitions
-- Section 2.1.8)
| BusinessCenterEnum_NZAU
-- ^ Auckland, New Zealand
| BusinessCenterEnum_NZWE
-- ^ Wellington, New Zealand
| BusinessCenterEnum_OMMU
-- ^ Muscat, Oman
| BusinessCenterEnum_PAPC
-- ^ Panama City, Panama
| BusinessCenterEnum_PELI
-- ^ Lima, Peru
| BusinessCenterEnum_PHMA
-- ^ Manila, Philippines
| BusinessCenterEnum_PHMK
-- ^ Makati, Philippines
| BusinessCenterEnum_PKKA
-- ^ Karachi, Pakistan
| BusinessCenterEnum_PLWA
-- ^ Warsaw, Poland
| BusinessCenterEnum_PRSJ
-- ^ San Juan, Puerto Rico
| BusinessCenterEnum_PTLI
-- ^ Lisbon, Portugal
| BusinessCenterEnum_QADO
-- ^ Doha, Qatar
| BusinessCenterEnum_ROBU
-- ^ Bucharest, Romania
| BusinessCenterEnum_RSBE
-- ^ Belgrade, Serbia
| BusinessCenterEnum_RUMO
-- ^ Moscow, Russian Federation
| BusinessCenterEnum_SAAB
-- ^ Abha, Saudi Arabia
| BusinessCenterEnum_SAJE
-- ^ Jeddah, Saudi Arabia
| BusinessCenterEnum_SARI
-- ^ Riyadh, Saudi Arabia
| BusinessCenterEnum_SEST
-- ^ Stockholm, Sweden
| BusinessCenterEnum_SGSI
-- ^ Singapore, Singapore
| BusinessCenterEnum_SILJ
-- ^ Ljubljana, Slovenia
| BusinessCenterEnum_SKBR
-- ^ Bratislava, Slovakia
| BusinessCenterEnum_SLFR
-- ^ Freetown, Sierra Leone
| BusinessCenterEnum_SNDA
-- ^ Dakar, Senegal
| BusinessCenterEnum_SVSS
-- ^ San Salvador, El Salvador
| BusinessCenterEnum_THBA
-- ^ Bangkok, Thailand
| BusinessCenterEnum_TNTU
-- ^ Tunis, Tunisia
| BusinessCenterEnum_TRAN
-- ^ Ankara, Turkey
| BusinessCenterEnum_TRIS
-- ^ Istanbul, Turkey
| BusinessCenterEnum_TTPS
-- ^ Port of Spain, Trinidad and Tobago
| BusinessCenterEnum_TWTA
-- ^ Taipei, Taiwan
| BusinessCenterEnum_TZDA
-- ^ Dar es Salaam, Tanzania
| BusinessCenterEnum_TZDO
-- ^ Dodoma, Tanzania
| BusinessCenterEnum_UAKI
-- ^ Kiev, Ukraine
| BusinessCenterEnum_UGKA
-- ^ Kampala, Uganda
| BusinessCenterEnum_USBO
-- ^ Boston, Massachusetts, United States
| BusinessCenterEnum_USCH
-- ^ Chicago, United States
| BusinessCenterEnum_USCR
-- ^ Charlotte, North Carolina, United States
| BusinessCenterEnum_USDC
-- ^ Washington, District of Columbia, United States
| BusinessCenterEnum_USDN
-- ^ Denver, United States
| BusinessCenterEnum_USDT
-- ^ Detroit, Michigan, United States
| BusinessCenterEnum_USD_ICESWAP
-- ^ Publication dates for ICE Swap rates based on
-- USD-LIBOR rates
| BusinessCenterEnum_USD_MUNI
-- ^ Publication dates for the USD-Municipal Swap Index
| BusinessCenterEnum_USGS
-- ^ U.S. Government Securities Business Day (as defined
-- in 2006 ISDA Definitions Section 1.11 and 2000 ISDA
-- Definitions Section 1.11)
| BusinessCenterEnum_USHL
-- ^ Honolulu, Hawaii, United States
| BusinessCenterEnum_USHO
-- ^ Houston, United States
| BusinessCenterEnum_USLA
-- ^ Los Angeles, United States
| BusinessCenterEnum_USMB
-- ^ Mobile, Alabama, United States
| BusinessCenterEnum_USMN
-- ^ Minneapolis, United States
| BusinessCenterEnum_USNY
-- ^ New York, United States
| BusinessCenterEnum_USPO
-- ^ Portland, Oregon, United States
| BusinessCenterEnum_USSA
-- ^ Sacramento, California, United States
| BusinessCenterEnum_USSE
-- ^ Seattle, United States
| BusinessCenterEnum_USSF
-- ^ San Francisco, United States
| BusinessCenterEnum_USWT
-- ^ Wichita, United States
| BusinessCenterEnum_UYMO
-- ^ Montevideo, Uruguay
| BusinessCenterEnum_UZTA
-- ^ Tashkent, Uzbekistan
| BusinessCenterEnum_VECA
-- ^ Caracas, Venezuela
| BusinessCenterEnum_VGRT
-- ^ Road Town, Virgin Islands (British)
| BusinessCenterEnum_VNHA
-- ^ Hanoi, Vietnam
| BusinessCenterEnum_VNHC
-- ^ Ho Chi Minh (formerly Saigon), Vietnam
| BusinessCenterEnum_YEAD
-- ^ Aden, Yemen
| BusinessCenterEnum_ZAJO
-- ^ Johannesburg, South Africa
| BusinessCenterEnum_ZMLU
-- ^ Lusaka, Zambia
| BusinessCenterEnum_ZWHA
-- ^ Harare, Zimbabwe
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the convention for
-- adjusting any relevant date if it would otherwise
-- fall on a day that is not a valid business day.
data BusinessDayConventionEnum
= BusinessDayConventionEnum_FOLLOWING
-- ^ The non-business date will be adjusted to the first
-- following day that is a business day
| BusinessDayConventionEnum_FRN
-- ^ Per 2000 ISDA Definitions, Section 4.11. FRN
-- Convention; Eurodollar Convention. FRN is included
-- here as a type of business day convention although it
-- does not strictly fall within ISDA's definition
-- of a Business Day Convention and does not conform to
-- the simple definition given above.
| BusinessDayConventionEnum_MODFOLLOWING
-- ^ The non-business date will be adjusted to the first
-- following day that is a business day unless that day
-- falls in the next calendar month, in which case that
-- date will be the first preceding day that is a
-- business day.
| BusinessDayConventionEnum_MODPRECEDING
-- ^ The non-business date will be adjusted to the first
-- preceding day that is a business day unless that day
-- falls in the previous calendar month, in which case
-- that date will be the first following day that us a
-- business day.
| BusinessDayConventionEnum_NEAREST
-- ^ The non-business date will be adjusted to the nearest
-- day that is a business day - i.e. if the non-business
-- day falls on any day other than a Sunday or a Monday,
-- it will be the first preceding day that is a business
-- day, and will be the first following business day if
-- it falls on a Sunday or a Monday.
| BusinessDayConventionEnum_NONE
-- ^ The date will not be adjusted if it falls on a day
-- that is not a business day.
| BusinessDayConventionEnum_NotApplicable
-- ^ The date adjustments conventions are defined
-- elsewhere, so it is not required to specify them
-- here.
| BusinessDayConventionEnum_PRECEDING
-- ^ The non-business day will be adjusted to the first
-- preceding day that is a business day.
deriving (Eq, Ord, Show)
-- | What calculation type is required, averaging or
-- compounding. This enumeration is used to represent
-- the definitions of modular calculated rates as
-- described in the 2021 ISDA Definitions, section 7.
data CalculationMethodEnum
= CalculationMethodEnum_Averaging
-- ^ Averaging, i.e. arithmetic averaging.
| CalculationMethodEnum_CompoundedIndex
-- ^ A rate based on an index that is computed by a rate
-- administrator. The user is responsible for backing
-- out the rate by applying a simple formula.
| CalculationMethodEnum_Compounding
-- ^ Compounding, i.e. geometric averaging following an
-- ISDA defined formula.
deriving (Eq, Ord, Show)
-- | the specific calculation method, e.g. lookback. This
-- enumeration is used to represent the definitions of
-- modular calculated rates as described in the 2021
-- ISDA Definitions, section 7.
data CalculationShiftMethodEnum
= CalculationShiftMethodEnum_Lookback
-- ^ Calculations and weighting are done with respect to
-- the calculation period, but observations are shifted
-- back by several days.
| CalculationShiftMethodEnum_NoShift
-- ^ calculations occur without any shifting, e.g. OIS
-- Compounding/Basic Averaging style.
| CalculationShiftMethodEnum_ObservationPeriodShift
-- ^ the observation period is shifted by several days
-- prior to rate setting, and weightings are done with
-- respect to the obseration period.
| CalculationShiftMethodEnum_RateCutOff
-- ^ Calculations cut the rate off several business days
-- prior to rate setting (Lockout).
deriving (Eq, Ord, Show)
-- | Represents the enumeration values that indicate the
-- intended status of message type, such as expected
-- call, notification of a call or a margin call.
data CallTypeEnum
= CallTypeEnum_ExpectedCall
-- ^ Identifies an expected Margin Call instruction for
-- either party to notify the other or their service
-- provider of an expected margin call movement.
| CallTypeEnum_MarginCall
-- ^ Identifies an actionable Margin Call.
| CallTypeEnum_Notification
-- ^ Identifies a notification of a Margin Call for legal
-- obligation to notify other party to initiate a margin
-- call when notifying party is calculation or valuation
-- agent.
deriving (Eq, Ord, Show)
-- | Identifies a party to the on-demand repo transaction
-- that has a right to demand for termination of the
-- Security Finance transaction.
data CallingPartyEnum
= CallingPartyEnum_AsDefinedInMasterAgreement
-- ^ As defined in Master Agreement.
| CallingPartyEnum_Either
-- ^ Either, Buyer or Seller to the repo transaction.
| CallingPartyEnum_InitialBuyer
-- ^ Initial buyer to the repo transaction.
| CallingPartyEnum_InitialSeller
-- ^ Initial seller to the repo transaction.
deriving (Eq, Ord, Show)
-- | Provides enumerated values for capacity units,
-- generally used in the context of defining quantities
-- for commodities.
data CapacityUnitEnum
= CapacityUnitEnum_ALW
-- ^ Denotes Allowances as standard unit.
| CapacityUnitEnum_BBL
-- ^ Denotes a Barrel as a standard unit.
| CapacityUnitEnum_BCF
-- ^ Denotes Billion Cubic Feet as a standard unit.
| CapacityUnitEnum_BDFT
-- ^ Denotes Board Feet as a standard unit.
| CapacityUnitEnum_CBM
-- ^ Denotes Cubic Meters as a standard unit.
| CapacityUnitEnum_CER
-- ^ Denotes Certified Emissions Reduction as a standard
-- unit.
| CapacityUnitEnum_CRT
-- ^ Denotes Climate Reserve Tonnes as a standard unit.
| CapacityUnitEnum_DAG
-- ^ Denotes 10 grams as a standard unit used in precious
-- metals contracts (e.g MCX).
| CapacityUnitEnum_DAY
-- ^ Denotes a single day as a standard unit used in time
-- charter trades.
| CapacityUnitEnum_DMTU
-- ^ Denotes Dry Metric Ton (Tonne) Units - Consists of a
-- metric ton of mass excluding moisture.
| CapacityUnitEnum_ENVCRD
-- ^ Denotes Environmental Credit as a standard unit.
| CapacityUnitEnum_ENVOFST
-- ^ Denotes Environmental Offset as a standard unit.
| CapacityUnitEnum_FEU
-- ^ Denotes a 40 ft. Equivalent Unit container as a
-- standard unit.
| CapacityUnitEnum_G
-- ^ Denotes a Gram as a standard unit.
| CapacityUnitEnum_GBBSH
-- ^ Denotes a GB Bushel as a standard unit.
| CapacityUnitEnum_GBBTU
-- ^ Denotes a GB British Thermal Unit as a standard unit.
| CapacityUnitEnum_GBCWT
-- ^ Denotes a GB Hundredweight unit as standard unit.
| CapacityUnitEnum_GBGAL
-- ^ Denotes a GB Gallon unit as standard unit.
| CapacityUnitEnum_GBMBTU
-- ^ Denotes a Thousand GB British Thermal Units as a
-- standard unit.
| CapacityUnitEnum_GBMMBTU
-- ^ Denotes a Million GB British Thermal Units as a
-- standard unit.
| CapacityUnitEnum_GBT
-- ^ Denotes a GB Ton as a standard unit.
| CapacityUnitEnum_GBTHM
-- ^ Denotes a GB Thermal Unit as a standard unit.
| CapacityUnitEnum_GJ
-- ^ Denotes a Gigajoule as a standard unit.
| CapacityUnitEnum_GW
-- ^ Denotes a Gigawatt as a standard unit.
| CapacityUnitEnum_GWH
-- ^ Denotes a Gigawatt-hour as a standard unit.
| CapacityUnitEnum_HL
-- ^ Denotes a Hectolitre as a standard unit.
| CapacityUnitEnum_HOGB
-- ^ Denotes a 100-troy ounces Gold Bar as a standard
-- unit.
| CapacityUnitEnum_ISOBTU
-- ^ Denotes an ISO British Thermal Unit as a standard
-- unit.
| CapacityUnitEnum_ISOMBTU
-- ^ Denotes a Thousand ISO British Thermal Unit as a
-- standard unit.
| CapacityUnitEnum_ISOMMBTU
-- ^ Denotes a Million ISO British Thermal Unit as a
-- standard unit.
| CapacityUnitEnum_ISOTHM
-- ^ Denotes an ISO Thermal Unit as a standard unit.
| CapacityUnitEnum_J
-- ^ Denotes a Joule as a standard unit.
| CapacityUnitEnum_KG
-- ^ Denotes a Kilogram as a standard unit.
| CapacityUnitEnum_KL
-- ^ Denotes a Kilolitre as a standard unit.
| CapacityUnitEnum_KW
-- ^ Denotes a Kilowatt as a standard unit.
| CapacityUnitEnum_KWD
-- ^ Denotes a Kilowatt-day as a standard unit.
| CapacityUnitEnum_KWH
-- ^ Denotes a Kilowatt-hour as a standard unit.
| CapacityUnitEnum_KWM
-- ^ Denotes a Kilowatt-month as a standard unit.
| CapacityUnitEnum_KWMIN
-- ^ Denotes a Kilowatt-minute as a standard unit.
| CapacityUnitEnum_KWY
-- ^ Denotes a Kilowatt-year as a standard unit.
| CapacityUnitEnum_L
-- ^ Denotes a Litre as a standard unit.
| CapacityUnitEnum_LB
-- ^ Denotes a Pound as a standard unit.
| CapacityUnitEnum_MB
-- ^ Denotes a Thousand Barrels as a standard unit.
| CapacityUnitEnum_MBF
-- ^ Denotes a Thousand board feet, which are used in
-- contracts on forestry underlyers as a standard unit.
| CapacityUnitEnum_MJ
-- ^ Denotes a Megajoule as a standard unit.
| CapacityUnitEnum_MMBBL
-- ^ Denotes a Million Barrels as a standard unit.
| CapacityUnitEnum_MMBF
-- ^ Denotes a Million board feet, which are used in
-- contracts on forestry underlyers as a standard unit.
| CapacityUnitEnum_MSF
-- ^ Denotes a Thousand square feet as a standard unit.
| CapacityUnitEnum_MT
-- ^ Denotes a Metric Ton as a standard unit.
| CapacityUnitEnum_MW
-- ^ Denotes a Megawatt as a standard unit.
| CapacityUnitEnum_MWD
-- ^ Denotes a Megawatt-day as a standard unit.
| CapacityUnitEnum_MWH
-- ^ Denotes a Megawatt-hour as a standard unit.
| CapacityUnitEnum_MWM
-- ^ Denotes a Megawatt-month as a standard unit.
| CapacityUnitEnum_MWMIN
-- ^ Denotes a Megawatt-minute as a standard unit.
| CapacityUnitEnum_MWY
-- ^ Denotes a Megawatt-year as a standard unit.
| CapacityUnitEnum_OZT
-- ^ Denotes a Troy Ounce as a standard unit.
| CapacityUnitEnum_SGB
-- ^ Denotes a Standard Gold Bar as a standard unit.
| CapacityUnitEnum_TEU
-- ^ Denotes a 20 ft. Equivalent Unit container as a
-- standard unit.
| CapacityUnitEnum_USBSH
-- ^ Denotes a US Bushel as a standard unit.
| CapacityUnitEnum_USBTU
-- ^ Denotes a US British Thermal Unit as a standard unit.
| CapacityUnitEnum_USCWT
-- ^ Denotes US Hundredweight unit as a standard unit.
| CapacityUnitEnum_USGAL
-- ^ Denotes a US Gallon unit as a standard unit.
| CapacityUnitEnum_USMBTU
-- ^ Denotes a Thousand US British Thermal Units as a
-- standard unit.
| CapacityUnitEnum_USMMBTU
-- ^ Denotes a Million US British Thermal Units as a
-- standard unit.
| CapacityUnitEnum_UST
-- ^ Denotes a US Ton as a standard unit.
| CapacityUnitEnum_USTHM
-- ^ Denotes a US Thermal Unit as a standard unit.
deriving (Eq, Ord, Show)
-- | Provides a list of possible types of cash prices,
-- applicable when PriceTypeEnum is itself of type
-- CashPrice.
data CashPriceTypeEnum
= CashPriceTypeEnum_Discount
-- ^ Denotes a discount factor expressed as a decimal,
-- e.g. 0.95.
| CashPriceTypeEnum_Fee
-- ^ A generic term for describing a non-scheduled
-- cashflow that can be associated either with the
-- initial contract, with some later corrections to it
-- (e.g. a correction to the day count fraction that has
-- a cashflow impact) or with some lifecycle events.
-- Fees that are specifically associated with
-- termination and partial termination, increase,
-- amendment, and exercise events are qualified
-- accordingly.
| CashPriceTypeEnum_Premium
-- ^ Denotes the amount payable by the buyer to the seller
-- for an option. The premium is paid on the specified
-- premium payment date or on each premium payment date
-- if specified.
deriving (Eq, Ord, Show)
-- | Defines the different cash settlement methods for a
-- product where cash settlement is applicable.
data CashSettlementMethodEnum
= CashSettlementMethodEnum_CashPriceAlternateMethod
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2006 ISDA
-- Definitions, Section 18.3. Cash Settlement Methods,
-- paragraph (b).
| CashSettlementMethodEnum_CashPriceMethod
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2006 ISDA
-- Definitions, Section 18.3. Cash Settlement Methods,
-- paragraph (a).
| CashSettlementMethodEnum_CollateralizedCashPriceMethod
-- ^ An ISDA defined cash settlement method (yield curve)
-- used for the determination of the applicable cash
-- settlement amount. The method is defined in the 2006
-- ISDA Definitions, Section 18.3. Cash Settlement
-- Methods, paragraph (g) (published in Supplement
-- number 28). The method is defined in the 2021 ISDA
-- Definitions, section 18.2.6.
| CashSettlementMethodEnum_CrossCurrencyMethod
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2006 ISDA
-- Definitions, Section 18.3. Cash Settlement Methods,
-- paragraph (f) (published in Supplement number 23).
| CashSettlementMethodEnum_MidMarketCalculationAgentDetermination
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2021 ISDA
-- Definitions, Section 18.2.3.
| CashSettlementMethodEnum_MidMarketIndicativeQuotations
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2021 ISDA
-- Definitions, Section 18.2.1.
| CashSettlementMethodEnum_MidMarketIndicativeQuotationsAlternate
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2021 ISDA
-- Definitions, Section 18.2.2.
| CashSettlementMethodEnum_ParYieldCurveAdjustedMethod
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2006 ISDA
-- Definitions, Section 18.3. Cash Settlement Methods,
-- paragraph (c).
| CashSettlementMethodEnum_ParYieldCurveUnadjustedMethod
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2006 ISDA
-- Definitions, Section 18.3. Cash Settlement Methods,
-- paragraph (e).
| CashSettlementMethodEnum_ReplacementValueCalculationAgentDetermination
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2021 ISDA
-- Definitions, Section 18.2.5
| CashSettlementMethodEnum_ReplacementValueFirmQuotations
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2021 ISDA
-- Definitions, Section 18.2.4.
| CashSettlementMethodEnum_ZeroCouponYieldAdjustedMethod
-- ^ An ISDA defined cash settlement method used for the
-- determination of the applicable cash settlement
-- amount. The method is defined in the 2006 ISDA
-- Definitions, Section 18.3. Cash Settlement Methods,
-- paragraph (d).
deriving (Eq, Ord, Show)
-- | The enumerated values to specify what led to the
-- contract or execution closure.
data ClosedStateEnum
= ClosedStateEnum_Allocated
-- ^ The execution or contract has been allocated.
| ClosedStateEnum_Cancelled
-- ^ The execution or contract has been cancelled.
| ClosedStateEnum_Exercised
-- ^ The (option) contract has been exercised.
| ClosedStateEnum_Expired
-- ^ The (option) contract has expired without being
-- exercised.
| ClosedStateEnum_Matured
-- ^ The contract has reached its contractual termination
-- date.
| ClosedStateEnum_Novated
-- ^ The contract has been novated. This state applies to
-- the stepped-out contract component of the novation
-- event.
| ClosedStateEnum_Terminated
-- ^ The contract has been subject of an early termination
-- event.
deriving (Eq, Ord, Show)
-- | How is collateral interest to be handled?
data CollateralInterestHandlingEnum
= CollateralInterestHandlingEnum_Adjust
-- ^ Adjust the collateral balance to include the interest
-- amount
| CollateralInterestHandlingEnum_Transfer
-- ^ Transfer the interest each period
| CollateralInterestHandlingEnum_Transfer_or_Adjust
-- ^ Transfer the interest if it meets certain criteria,
-- or otherwise adjust the collateral balance to reflect
-- the interest amount
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of margin
-- for which a legal agreement is named.
data CollateralMarginTypeEnum
= CollateralMarginTypeEnum_InitialMargin
-- ^ Denotes a margin agreement that is identified for use
-- with Initial Margin/IM.
| CollateralMarginTypeEnum_VariationMargin
-- ^ Denotes a margin agreement that is identified for use
-- with Variation Margin/VM.
deriving (Eq, Ord, Show)
-- | Represents the enumeration list to identify the
-- settlement status of the collateral.
data CollateralStatusEnum
= CollateralStatusEnum_FullAmount
-- ^ Indicates the collateral balance amount in full,
-- inclusive of any pre-agreed collateral positions in
-- transit for settlement.
| CollateralStatusEnum_InTransitAmount
-- ^ Indicates collateral amount in transit settlement
-- cycle only, excluding settled collateral amount/s.
| CollateralStatusEnum_SettledAmount
-- ^ Indicates the collateral is settled and not an in
-- transit pre-agreed collateral amount/s.
deriving (Eq, Ord, Show)
-- | Specifies the types of collateral that are accepted
-- by the Lender
data CollateralTypeEnum
= CollateralTypeEnum_Cash
-- ^ Security Lending Trades against Cash collateral
| CollateralTypeEnum_CashPool
-- ^ Security Lending Trades against CashPool collateral
| CollateralTypeEnum_NonCash
-- ^ Security Lending Trades against NonCash collateral
deriving (Eq, Ord, Show)
data CommodityBusinessCalendarEnum
= CommodityBusinessCalendarEnum_ADSM
-- ^ Abu Dhabi Securities Exchange https://www.adx.ae/
| CommodityBusinessCalendarEnum_AGRUS_FMB
-- ^ Argus Media Fertilizer Reports.
-- http://www.argusmedia.com/Fertilizer
| CommodityBusinessCalendarEnum_APPI
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ARGUS_CRUDE
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ARGUS_EUROPEAN_GAS
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ARGUS_EUROPEAN_PRODUCTS
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ARGUS_INTERNATIONAL_LPG
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ARGUS_MCCLOSKEYS_COAL_REPORT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ARGUS_US_PRODUCTS
-- ^ The Argus US Products report.
-- http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products
| CommodityBusinessCalendarEnum_ASX
-- ^ Australian Securities Exchange http://www.asx.com.au/
| CommodityBusinessCalendarEnum_AWB
-- ^ Australian Wheat Board. www.awb.com.au
| CommodityBusinessCalendarEnum_AWEX
-- ^ Australian Wool Exchange.
-- http://www.awex.com.au/home.html
| CommodityBusinessCalendarEnum_BALTIC_EXCHANGE
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_BANK_NEGARA_MALAYSIA_POLICY_COMMITTEE
-- ^ The business calendar of the Bank Negara Malaysia
-- Policy Committee.
| CommodityBusinessCalendarEnum_BELPEX
-- ^ The business calendar for the Belpex power exchange
-- (www.belpex.be).
| CommodityBusinessCalendarEnum_BLUENEXT
-- ^ BlueNext Power Market.
| CommodityBusinessCalendarEnum_BM_F
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_BURSA_MALAYSIA_SETTLEMENT
-- ^ The settlement business calendar for Bursa Malaysia.
| CommodityBusinessCalendarEnum_BURSA_MALAYSIA_TRADING
-- ^ The trading business calendar for Bursa Malaysia.
| CommodityBusinessCalendarEnum_CANADIAN_GAS_PRICE_REPORTER
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_CBOT_SOFT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_CMAI_AROMATICS_MARKET_REPORT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_CMAI_GLOBAL_PLASTICS_AND_POLYMERS_MARKET_REPORT
-- ^ CMAI Global Plastics and Polymers Market Report.
-- http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai
| CommodityBusinessCalendarEnum_CMAI_METHANOL_MARKET_REPORT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_CMAI_MONOMERS_MARKET_REPORT
-- ^ CMAI Monomers Market Report.
-- http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai
| CommodityBusinessCalendarEnum_CME_DAIRY
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_CME_NON_DAIRY_SOFT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_COMEX
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_CRU
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_CRU_LONG
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_DEPARTMENT_OF_ENERGY
-- ^ The business calendar for statistical publications by
-- the by the United States Department of Energy (DOE).
| CommodityBusinessCalendarEnum_DEWITT_BENZENE_DERIVATIVES
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_DME
-- ^ Dubai Mercantile Exchange. http://www.dubaimerc.com/
| CommodityBusinessCalendarEnum_DOW_JONES
-- ^ Dow Jones US Calendar. http://www.dowjones.com/
| CommodityBusinessCalendarEnum_DOW_JONES_ENERGY_SERVICE
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_DowJonesPower
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_EEX_COAL
-- ^ European Energy Exchange-Coal
| CommodityBusinessCalendarEnum_EEX_EMISSIONS
-- ^ European Energy Exchange-Emissions Rights
| CommodityBusinessCalendarEnum_EEX_GAS
-- ^ European Energy Exchange-Gas
| CommodityBusinessCalendarEnum_EEX_POWER
-- ^ European Energy Exchange-Power
| CommodityBusinessCalendarEnum_EURONEX_MATIF
-- ^ TBD.
| CommodityBusinessCalendarEnum_FERTECON
-- ^ FERTECON Limited Information Services.
-- http://fertecon.com/current_information_services.asp
| CommodityBusinessCalendarEnum_FERTILIZER_WEEK
-- ^ Fertilizer Week.
-- http://www.crugroup.com/market-analysis/products/fertilizerweek
| CommodityBusinessCalendarEnum_GAS_DAILY
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_GAS_DAILY_PRICE_GUIDE
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_GLOBALCOAL
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_HEREN_REPORT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ICE_10X_DAILY
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ICE_10X_MONTHLY
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ICE_CANADA
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ICE_ECX
-- ^ European Climate Exchange.
| CommodityBusinessCalendarEnum_ICE_GAS
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ICE_OIL
-- ^ The business calendar oil and refined product
-- contracts on ICE Futures Europe.
| CommodityBusinessCalendarEnum_ICE_US_AGRICULTURAL
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_ICIS_PRICING_BENZENE__EUROPE_
-- ^ The business calendar for publication of ICIS Benzene
-- (Europe) data.
| CommodityBusinessCalendarEnum_ICIS_PRICING_ETHYLENE__EUROPE_
-- ^ The business calendar for publication of ICIS
-- Ethylene (Europe) data.
| CommodityBusinessCalendarEnum_ICIS_PRICING_POLYPROPYLENE__EUROPE_
-- ^ The business calendar for publication of ICIS
-- Polyproylene (Europe) data.
| CommodityBusinessCalendarEnum_INSIDE_FERC
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_JAPAN_MOF_TSRR
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_KCBOT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_KUALA_LUMPUR_BANK
-- ^ The banking business calendar in Kuala Lumpur.
| CommodityBusinessCalendarEnum_LABUAN_BANK
-- ^ The business calendar for the Labuan Bank (Malaysia).
| CommodityBusinessCalendarEnum_LIFFE_LONDON_SOFT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_LME
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_LONDON_BULLION_MARKET
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_LONDON_BULLION_MARKET_GOLD_A_M_ONLY
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_LONDON_PLATINUM_PALLADIUM_MARKET
-- ^ The London Platinum and Palladium Market in London on
-- which members quote prices for the buying and selling
-- of Platinum and Palladium.
| CommodityBusinessCalendarEnum_MGEX
-- ^ Minneapolis Grain Exchange http://www.mgex.com/
| CommodityBusinessCalendarEnum_N2EX
-- ^ The business calendar for the N2EX UK power exchange
-- (https://www.n2ex.com/aboutn2ex).
| CommodityBusinessCalendarEnum_NASDAQ_OMX
-- ^ NASDAQ-OMX (Formerly known as Nordpool).
-- http://www.nasdaqomx.com/commodities
| CommodityBusinessCalendarEnum_NATURAL_GAS_WEEK
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_NERC
-- ^ Per 2005 ISDA Commodity Definitions, Article XIV.
| CommodityBusinessCalendarEnum_NGI
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_NGX
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_NUCLEAR_MARKET_REVIEW
-- ^ The Nuclear Market Review report as published by
-- Trade tech.
-- http://www.uranium.info/nuclear_market_review.php
| CommodityBusinessCalendarEnum_NYMEX_ELECTRICITY
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_NYMEX_GAS
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_NYMEX_NATURAL_GAS
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_NYMEX_OIL
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_OFFICIAL_BOARD_MARKETS
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_OPIS_LP_GAS
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_OPIS_PROPANE
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PAPER_PACKAGING_MONITOR
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PAPER_TRADER
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PERTAMINA
-- ^ Pertamina-Indonesia. http://www.pertamina.com/
| CommodityBusinessCalendarEnum_PETROCHEMWIRE
-- ^ PetroChemWire Publication Calendar.
-- http://www.petrochemwire.com/
| CommodityBusinessCalendarEnum_PIX_PULP_BENCHMARK_INDICES
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_APAG_MARKETSCAN
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_BUNKERWIRE
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_CLEAN_TANKERWIRE
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_CRUDE_OIL_MARKETWIRE
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_DIRTY_TANKERWIRE
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_EUROPEAN_GAS
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_EUROPEAN_MARKETSCAN
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_METALS_ALERT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_OILGRAM
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PLATTS_TSI_IRON_ORE
-- ^ The Steel Index Iron Ore Service.
-- http://www.thesteelindex.com/en/iron-ore
| CommodityBusinessCalendarEnum_PLATTS_TSI_SCRAP
-- ^ The Steel Index Scrap Reference Prices.
-- http://www.thesteelindex.com/en/scrapprices
| CommodityBusinessCalendarEnum_PLATTS_TSI_STEEL
-- ^ The Steel Index.
-- http://www.thesteelindex.com/en/price-specifications
| CommodityBusinessCalendarEnum_PLATTS_US_MARKETSCAN
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PULP_AND_PAPER_INTERNATIONAL
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_PULP_AND_PAPER_WEEK
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_RIM_PRODUCTS_INTELLIGENCE_DAILY
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_SAFEX_SOFT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_SFE_SOFT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_SGX
-- ^ Singapore Exchange. www.sgx.com
| CommodityBusinessCalendarEnum_SICOM
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_SP_GSCI
-- ^ Standard and Poor's GSCI.
-- http://us.spindices.com/index-family/commodities/sp-gsci
| CommodityBusinessCalendarEnum_STATISTICHES_BUNDESAMT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_TGE
-- ^ Tokyo Grain Exchange. www.tge.or.jp
| CommodityBusinessCalendarEnum_TOCOM_OIL
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_TOCOM_PRECIOUS
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_TOCOM_SOFT
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
| CommodityBusinessCalendarEnum_UX_WEEKLY
-- ^ The Ux Consulting Company.
-- http://www.uxc.com/products/uxw_overview.aspx
| CommodityBusinessCalendarEnum_WORLD_PULP_MONTHLY
-- ^ Per 2005 ISDA Commodity Definitions, Section 7.2
-- Certain Definitions Relating To Commodity Reference
-- Prices.
deriving (Eq, Ord, Show)
-- | Defines a publication in which the price can be
-- found. (e.g Gas Daily, Platts Bloomberg.
data CommodityInformationPublisherEnum
= CommodityInformationPublisherEnum_Argus
| CommodityInformationPublisherEnum_ArgusAmericasCrudeReport
| CommodityInformationPublisherEnum_ArgusBiofuelReport
| CommodityInformationPublisherEnum_ArgusCrudeReport
| CommodityInformationPublisherEnum_ArgusEuropeanProductsReport
| CommodityInformationPublisherEnum_ArgusFMB
| CommodityInformationPublisherEnum_ArgusInternationalLPGReport
| CommodityInformationPublisherEnum_ArgusLPG
| CommodityInformationPublisherEnum_ArgusMcCloskeys
| CommodityInformationPublisherEnum_ArgusNatGas
| CommodityInformationPublisherEnum_AssocBanksSingapore
| CommodityInformationPublisherEnum_BLUENEXT
| CommodityInformationPublisherEnum_BalticExchange
| CommodityInformationPublisherEnum_BandD
| CommodityInformationPublisherEnum_BankOfCanada
| CommodityInformationPublisherEnum_BankOfEngland
| CommodityInformationPublisherEnum_BankOfJapan
| CommodityInformationPublisherEnum_Bloomberg
| CommodityInformationPublisherEnum_CAISO
| CommodityInformationPublisherEnum_CMAIAromaticsMarketReport
| CommodityInformationPublisherEnum_CMAIWeeklyMethanolMarketReport
| CommodityInformationPublisherEnum_CRUSteelLongProductMonitor
| CommodityInformationPublisherEnum_CRUSteelSheetProductsMonitor
| CommodityInformationPublisherEnum_CanadianGasPriceReporter
| CommodityInformationPublisherEnum_CanadianGasReporter
| CommodityInformationPublisherEnum_ChemicalMarketsAssociation
| CommodityInformationPublisherEnum_DowJonesEnergyService
| CommodityInformationPublisherEnum_DowJonesEnergyServiceScreen
| CommodityInformationPublisherEnum_DowJonesNatGas
| CommodityInformationPublisherEnum_EEX
| CommodityInformationPublisherEnum_ERCOT
| CommodityInformationPublisherEnum_EURONEXMATIF
| CommodityInformationPublisherEnum_EuroCentralBank
| CommodityInformationPublisherEnum_FERTECON
| CommodityInformationPublisherEnum_FHLBSF
| CommodityInformationPublisherEnum_FederalReserve
| CommodityInformationPublisherEnum_FertilizerWeek
| CommodityInformationPublisherEnum_GME
| CommodityInformationPublisherEnum_GasDaily
| CommodityInformationPublisherEnum_GasDailyPriceGuide
| CommodityInformationPublisherEnum_GlobalCoale
| CommodityInformationPublisherEnum_HerenReport
| CommodityInformationPublisherEnum_ICE
| CommodityInformationPublisherEnum_ICE10XDailyNaturalGas
| CommodityInformationPublisherEnum_ICE10XDailyPower
| CommodityInformationPublisherEnum_ICE10XMonthly
| CommodityInformationPublisherEnum_ICEDayAheadIndex
| CommodityInformationPublisherEnum_ICEECX
| CommodityInformationPublisherEnum_ICIS
| CommodityInformationPublisherEnum_IPE
| CommodityInformationPublisherEnum_ISDA
| CommodityInformationPublisherEnum_ISONewEngland
| CommodityInformationPublisherEnum_InsideFERC
| CommodityInformationPublisherEnum_JAPANMOFTSRR
| CommodityInformationPublisherEnum_LEBA
| CommodityInformationPublisherEnum_LONDONPLATINUMPALLADIUMMARKET
| CommodityInformationPublisherEnum_LondonBullionMarketAssociation
| CommodityInformationPublisherEnum_MISO
| CommodityInformationPublisherEnum_MegawattDaily
| CommodityInformationPublisherEnum_MetalBulletin
| CommodityInformationPublisherEnum_NGIBidweekSurvey
| CommodityInformationPublisherEnum_NYISO
| CommodityInformationPublisherEnum_NaturalGasWeek
| CommodityInformationPublisherEnum_OBM
| CommodityInformationPublisherEnum_OMEL
| CommodityInformationPublisherEnum_OPIS
| CommodityInformationPublisherEnum_PIX
| CommodityInformationPublisherEnum_PJM
| CommodityInformationPublisherEnum_PPM
| CommodityInformationPublisherEnum_PPMEurope
| CommodityInformationPublisherEnum_PPW
| CommodityInformationPublisherEnum_PaperTrader
| CommodityInformationPublisherEnum_PlattsAsiaPacific
| CommodityInformationPublisherEnum_PlattsAsiaPacificArabMarketscan
| CommodityInformationPublisherEnum_PlattsCleanTankerwire
| CommodityInformationPublisherEnum_PlattsCoalTrader
| CommodityInformationPublisherEnum_PlattsCrudeOilMarketwire
| CommodityInformationPublisherEnum_PlattsDirtyTakerwire
| CommodityInformationPublisherEnum_PlattsENGR
| CommodityInformationPublisherEnum_PlattsEuropean
| CommodityInformationPublisherEnum_PlattsEuropeanMarketscan
| CommodityInformationPublisherEnum_PlattsGasDaily
| CommodityInformationPublisherEnum_PlattsGasDailyPriceGuide
| CommodityInformationPublisherEnum_PlattsInsideFERC
| CommodityInformationPublisherEnum_PlattsLPG
| CommodityInformationPublisherEnum_PlattsMarketwire
| CommodityInformationPublisherEnum_PlattsMegawattDaily
| CommodityInformationPublisherEnum_PlattsMetalsAlert
| CommodityInformationPublisherEnum_PlattsOilgram
| CommodityInformationPublisherEnum_PlattsOilgramBunkerwire
| CommodityInformationPublisherEnum_PlattsPolymerscan
| CommodityInformationPublisherEnum_PlattsTSIIronOre
| CommodityInformationPublisherEnum_PlattsUS
| CommodityInformationPublisherEnum_PlattsUSMarketscan
| CommodityInformationPublisherEnum_RIMIntelligenceProducts
| CommodityInformationPublisherEnum_ReserveBankAustralia
| CommodityInformationPublisherEnum_ReserveBankNewZealand
| CommodityInformationPublisherEnum_Reuters
| CommodityInformationPublisherEnum_ReutersScreen
| CommodityInformationPublisherEnum_SeaPac
| CommodityInformationPublisherEnum_TSIScrap
| CommodityInformationPublisherEnum_TSISteel
| CommodityInformationPublisherEnum_Telerate
| CommodityInformationPublisherEnum_TelerateScreen
| CommodityInformationPublisherEnum_UXWEEKLY
| CommodityInformationPublisherEnum_WorldCrudeReport
| CommodityInformationPublisherEnum_WorldPulpMonthly
deriving (Eq, Ord, Show)
-- | Defines the enumerated values to specify the nature
-- of a location identifier.
data CommodityLocationIdentifierTypeEnum
= CommodityLocationIdentifierTypeEnum_BuyerHub
-- ^ The hub code of the buyer.
| CommodityLocationIdentifierTypeEnum_DeliveryPoint
-- ^ The physical or virtual point at which the commodity
-- will be delivered.
| CommodityLocationIdentifierTypeEnum_DeliveryZone
-- ^ The zone covering potential delivery points for the
-- commodity
| CommodityLocationIdentifierTypeEnum_EntryPoint
-- ^ The physical or virtual point at which the commodity
-- enters a transportation system.
| CommodityLocationIdentifierTypeEnum_InterconnectionPoint
-- ^ Identification of the border(s) or border point(s) of
-- a transportation contract.
| CommodityLocationIdentifierTypeEnum_SellerHub
-- ^ The hub code of the seller.
| CommodityLocationIdentifierTypeEnum_WithdrawalPoint
-- ^ The physical or virtual point at which the commodity
-- is withdrawn from a transportation system.
deriving (Eq, Ord, Show)
-- | The enumeration values to specify the Commodity
-- Reference Prices specified in the Annex to the 2005
-- ISDA Commodity Definitions.
data CommodityReferencePriceEnum
= CommodityReferencePriceEnum_ALUMINIUM_ALLOY_LME_15_MONTH
-- ^ Per 2005 ISDA Commodity Definitions, Sub-Annex A,
-- Section 7.1 Commodity Reference Prices, as amended
-- and supplemented through the date on which parties
-- enter into the relevant transaction.
| CommodityReferencePriceEnum_COAL_CENTRAL_APPALACHIAN_NYMEX
-- ^ A code for the NYMEX Central Appalachian Coal
-- commodity
| CommodityReferencePriceEnum_COCOA_ICE
-- ^ A code for the ICE Futures U.S. (‘ICUS’) Cocoa
-- commodity
| CommodityReferencePriceEnum_COFFEE_ARABICA_ICE
-- ^ A code for the ICUS Coffee C commodity
| CommodityReferencePriceEnum_COFFEE_ROBUSTA_ICE
-- ^ A code for the ICUS Coffee C commodity
| CommodityReferencePriceEnum_COPPER_COMEX
-- ^ A code for the COMEX (‘CMX’) Copper Grade #1
-- commodity
| CommodityReferencePriceEnum_CORN_CBOT
-- ^ A code for the Chicago Board of Trade (‘CBOT’) Corn
-- commodity
| CommodityReferencePriceEnum_COTTON_NO__2_ICE
-- ^ A code for the ICUS Cotton No. 2 commodity
| CommodityReferencePriceEnum_ETHANOL_CBOT
-- ^ A code for the CBOT Ethanol commodity
| CommodityReferencePriceEnum_FEEDER_CATTLE_CME
-- ^ A code for the CME Feeder Cattle commodity
| CommodityReferencePriceEnum_FROZEN_CONCENTRATED_ORANGE_JUICE_NO__1_ICE
-- ^ A code for the ICUS Frozen Concentrated Orange Juice
-- commodity
| CommodityReferencePriceEnum_GASOLINE_RBOB_NEW_YORK_ICE
-- ^ A code for the NYMEX Gasoline Blendstock (RBOB)
-- commodity
| CommodityReferencePriceEnum_GASOLINE_RBOB_NEW_YORK_NYMEX
-- ^ A code for the NYMEX Gasoline Blendstock (RBOB)
-- commodity
| CommodityReferencePriceEnum_GOLD_COMEX
-- ^ A code for the CMX Gold commodity
| CommodityReferencePriceEnum_HEATING_OIL_NEW_YORK_NYMEX
-- ^ A code for the NYMEX No. 2 Heating Oil, New York
-- Harbor commodity
| CommodityReferencePriceEnum_LEAN_HOGS_CME
-- ^ A code for the CME Lean Hogs commodity
| CommodityReferencePriceEnum_LIVE_CATTLE_CME
-- ^ A code for the CME Live Cattle commodity
| CommodityReferencePriceEnum_LUMBER_CME
-- ^ A code for the CME Random Length Lumber commodity
| CommodityReferencePriceEnum_MILK_CLASS_III_CME
-- ^ A code for the CME Milk Class III commodity
| CommodityReferencePriceEnum_MILK_NONFAT_DRY_CME
-- ^ A code for the CME Non Fat Dry Milk commodity
| CommodityReferencePriceEnum_NATURAL_GAS_NYMEX
-- ^ A code for the NYMEX Natural Gas commodity
| CommodityReferencePriceEnum_NATURAL_GAS_PEPL__TEXOK_MAINLINE__INSIDE_FERC
-- ^ A code for the NYMEX Panhandle Basis Swap commodity
| CommodityReferencePriceEnum_NATURAL_GAS_W__TEXAS__WAHA__INSIDE_FERC
-- ^ A code for the NYMEX Waha Basis Swap commodity
| CommodityReferencePriceEnum_OATS_CBOT
-- ^ A code for the CBOT Oats commodity
| CommodityReferencePriceEnum_OIL_WTI_NYMEX
-- ^ A code for the NYMEX Crude Oil, Light Sweet commodity
| CommodityReferencePriceEnum_PALLADIUM_NYMEX
-- ^ A code for the NYMEX Palladium commodity
| CommodityReferencePriceEnum_PLATINUM_NYMEX
-- ^ A code for the NYMEX Platinum commodity
| CommodityReferencePriceEnum_RICE_CBOT
-- ^ A code for the CBOT Rough Rice commodity
| CommodityReferencePriceEnum_SILVER_COMEX
-- ^ A code for the CMX Silver commodity
| CommodityReferencePriceEnum_SOYBEANS_CBOT
-- ^ A code for the CBOT Soybeans commodity
| CommodityReferencePriceEnum_SOYBEAN_MEAL_CBOT
-- ^ A code for the CBOT Soybean Meal commodity
| CommodityReferencePriceEnum_SOYBEAN_OIL_CBOT
-- ^ A code for the CBOT Soybean Oil commodity
| CommodityReferencePriceEnum_SUGAR___11__WORLD__ICE
-- ^ A code for the ICUS Sugar No. 11 commodity
| CommodityReferencePriceEnum_SUGAR___16__US__ICE
-- ^ A code for the ICUS Sugar No. 16 commodity
| CommodityReferencePriceEnum_WHEAT_CBOT
-- ^ A code for the CBOT Wheat commodity
| CommodityReferencePriceEnum_WHEAT_HRW_KCBOT
-- ^ A code for the Kansas City Board of Trade
-- (‘KCBT’)Wheat commodity
| CommodityReferencePriceEnum_WHEAT_RED_SPRING_MGE
-- ^ A code for the Wheat commodity
deriving (Eq, Ord, Show)
data CompareOp
= CompareOp_Equals
| CompareOp_GreaterThan
| CompareOp_GreaterThanOrEquals
| CompareOp_LessThan
| CompareOp_LessThanOrEquals
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of
-- compounding, e.g. flat, straight.
data CompoundingMethodEnum
= CompoundingMethodEnum_Flat
-- ^ Flat compounding. Compounding excludes the spread.
-- Note that the first compounding period has it's
-- interest calculated including any spread then
-- subsequent periods compound this at a rate excluding
-- the spread.
| CompoundingMethodEnum_None
-- ^ No compounding is to be applied.
| CompoundingMethodEnum_SpreadExclusive
-- ^ Spread Exclusive compounding.
| CompoundingMethodEnum_Straight
-- ^ Straight compounding. Compounding includes the
-- spread.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify how the compounding
-- calculation is done
data CompoundingTypeEnum
= CompoundingTypeEnum_Business
-- ^ Compounding is done only on business days, i.e. not
-- compounded each day on weekends or holidays.
| CompoundingTypeEnum_Calendar
-- ^ Compounding is done on each calendar day.
| CompoundingTypeEnum_None
-- ^ Compounding is not applicable
deriving (Eq, Ord, Show)
-- | Represents the enumerated values to identify where a
-- concentration limit is applied.
data ConcentrationLimitTypeEnum
= ConcentrationLimitTypeEnum_Asset
-- ^ Specifies a limit on a single asset in the portfolio
| ConcentrationLimitTypeEnum_BaseCurrencyEquivalent
-- ^ Specifies a limit on all cash valued in the base
-- currency of the portfolio.
| ConcentrationLimitTypeEnum_IndustrySector
-- ^ Specifies a limit on a single industry sector in the
-- portfolio.
| ConcentrationLimitTypeEnum_IssueOutstandingAmount
-- ^ Specifies a limit of the issue compared to the
-- outstanding amount of the asset on the market.
| ConcentrationLimitTypeEnum_Issuer
-- ^ Specifies a limit on a single issuer in the
-- portfolio.
| ConcentrationLimitTypeEnum_MarketCapitalisation
-- ^ Specifies a limit of the issue calculated as a
-- percentage of the market capitalisation of the asset
-- on the market.
| ConcentrationLimitTypeEnum_PrimaryExchange
-- ^ Specifies a limit on a single exchange in the
-- portfolio.
| ConcentrationLimitTypeEnum_UltimateParentInstitution
-- ^ Specifies a limit on a single issuer in the portfolio
-- at the ultimate parent institution level.
deriving (Eq, Ord, Show)
-- | Enumeration for the different types of confirmation
-- status.
data ConfirmationStatusEnum
= ConfirmationStatusEnum_Confirmed
| ConfirmationStatusEnum_Unconfirmed
deriving (Eq, Ord, Show)
-- | The enumerated values to specify a set of standard
-- contract definitions relevant to the transaction.
data ContractualDefinitionsEnum
= ContractualDefinitionsEnum_ISDA1991InterestRate
-- ^ ISDA 1991 Interest Rate Definitions
| ContractualDefinitionsEnum_ISDA1993CommodityDerivatives
-- ^ ISDA 1993 Commodity Derivatives Definitions
| ContractualDefinitionsEnum_ISDA1996EquityDerivatives
-- ^ ISDA 1996 Equity Derivatives Definitions
| ContractualDefinitionsEnum_ISDA1997Bullion
-- ^ ISDA 1997 Bullion Definitions
| ContractualDefinitionsEnum_ISDA1997GovernmentBondOption
-- ^ ISDA 1997 Government Bond Option Definitions
| ContractualDefinitionsEnum_ISDA1998FxAndCurrencyOption
-- ^ ISDA 1998 FX and Currency Option Definitions
| ContractualDefinitionsEnum_ISDA1999CreditDerivatives
-- ^ ISDA 1999 Credit Derivatives Definitions
| ContractualDefinitionsEnum_ISDA2000
-- ^ ISDA 2000 Definitions
| ContractualDefinitionsEnum_ISDA2002EquityDerivatives
-- ^ ISDA 2002 Equity Derivatives Definitions
| ContractualDefinitionsEnum_ISDA2003CreditDerivatives
-- ^ ISDA 2003 Credit Derivatives Definitions
| ContractualDefinitionsEnum_ISDA2004Novation
-- ^ ISDA 2004 Novation Definitions
| ContractualDefinitionsEnum_ISDA2005Commodity
-- ^ ISDA 2005 Commodity Definitions
| ContractualDefinitionsEnum_ISDA2006
-- ^ ISDA 2006 Definitions
| ContractualDefinitionsEnum_ISDA2006InflationDerivatives
-- ^ ISDA 2006 Inflation Derivatives Definitions
| ContractualDefinitionsEnum_ISDA2008InflationDerivatives
-- ^ ISDA 2008 Inflation Derivatives Definitions
| ContractualDefinitionsEnum_ISDA2011EquityDerivatives
-- ^ ISDA 2011 Equity Derivatives Definitions
| ContractualDefinitionsEnum_ISDA2014CreditDerivatives
-- ^ ISDA 2014 Credit Derivatives Definitions
| ContractualDefinitionsEnum_ISDA2021InterestRateDerivatives
-- ^ ISDA 2021 Interest Rate Derivatives Definitions
| ContractualDefinitionsEnum_ISDA2022VerifiedCarbonCredit
-- ^ ISDA 2022 Verified Carbon Credit Transactions
-- Definitions
| ContractualDefinitionsEnum_ISDA2023DigitalAssetDerivatives
-- ^ ISDA 2023 Digital Asset Derivatives Definitions
deriving (Eq, Ord, Show)
-- | The enumerated values to define the supplements to a
-- base set of ISDA Definitions that are applicable to
-- the transaction.
data ContractualSupplementTypeEnum
= ContractualSupplementTypeEnum_ABX
-- ^ Standard Terms Supplement for ABX Transactions.
| ContractualSupplementTypeEnum_ABXTranche
-- ^ Standard Terms Supplement for Asset-Backed Tranche
-- Transactions.
| ContractualSupplementTypeEnum_CDSonLeveragedLoans
-- ^ ISDA Standard Terms Supplement for use with Credit
-- Derivative Transactions on Leveraged Loans.
| ContractualSupplementTypeEnum_CDSonMBS
-- ^ ISDA Standard Terms Supplement for use with Credit
-- Derivative Transactions on Mortgage-backed Security
-- with Pay-As-You-Go or Physical Settlement.
| ContractualSupplementTypeEnum_CDX
-- ^ Standard Terms Supplement for CDX Untranched
-- Transactions.
| ContractualSupplementTypeEnum_CDXEmergingMarkets
-- ^ Standard Terms Supplement for CDX Emerging Markets
-- Untranched Transactions.
| ContractualSupplementTypeEnum_CDXEmergingMarketsDiversified
-- ^ Standard Terms Supplement for CDX Emerging Markets
-- Diversified Untranched Transactions..
| ContractualSupplementTypeEnum_CDXSwaption
-- ^ Standard Terms Supplement for CDX Swaption
-- Transactions.
| ContractualSupplementTypeEnum_CDXTranche
-- ^ Standard Terms Supplement for Dow Jones CDX Tranche
-- Transactions.
| ContractualSupplementTypeEnum_CMBX
-- ^ Standard Terms Supplement for CMBX Transactions.
| ContractualSupplementTypeEnum_EuropeanCMBS
-- ^ Standard Terms Supplement for Single Name European
-- CMBS Transactions.
| ContractualSupplementTypeEnum_EuropeanRMBS
-- ^ Standard Terms Supplement for Single Name European
-- RMBS Transactions.
| ContractualSupplementTypeEnum_IOS
-- ^ Standard Terms Supplement for IOS Transactions.
| ContractualSupplementTypeEnum_ISDA1999CreditConvertibleExchangeableAccretingObligations
-- ^ Supplement to the 1999 ISDA Credit Derivatives
-- Definitions Relating to Convertible, Exchangeable or
-- Accreting Obligations dated November 9, 2001.
| ContractualSupplementTypeEnum_ISDA1999CreditRestructuring
-- ^ Restructuring Supplement to the 1999 ISDA Credit
-- Derivatives Definitions dated May 11, 2001.
| ContractualSupplementTypeEnum_ISDA1999CreditSuccessorAndCreditEvents
-- ^ Supplement Relating to Successor and Credit Events to
-- the 1999 ISDA Credit Derivatives Definitions dated
-- November 28, 2001.
| ContractualSupplementTypeEnum_ISDA2003AdditionalProvisionsLPN
-- ^ Additional Provisions for LPN dated December 6, 2007.
| ContractualSupplementTypeEnum_ISDA2003ContingentCreditSpreadTransaction
-- ^ Additional Provisions for Contingent Credit Spread
-- Transactions dated August 15, 2008.
| ContractualSupplementTypeEnum_ISDA2003Credit2005MatrixSupplement
-- ^ 2005 Matrix Supplement to the 2003 ISDA Credit
-- Derivatives.
| ContractualSupplementTypeEnum_ISDA2003CreditArgentineRepublic
-- ^ Additional Provisions for the Argentine Republic:
-- Excluded Obligations and Excluded Deliverable
-- Obligations dated December 21, 2005.
| ContractualSupplementTypeEnum_ISDA2003CreditAuctionSupplement
-- ^ ISDA Credit Derivatives Determinations Committees and
-- Auction Settlement Supplement to the 2003 ISDA Credit
-- Derivatives Definitions (published on [TBD]).
| ContractualSupplementTypeEnum_ISDA2003CreditMay2003
-- ^ May 2003 Supplement to the 2003 ISDA Credit
-- Derivatives Definitions.
| ContractualSupplementTypeEnum_ISDA2003CreditMonolineInsurers
-- ^ Additional Provisions for Physically Settled Default
-- Swaps Monoline Insurer as Reference Entity dated May
-- 9, 2003.
| ContractualSupplementTypeEnum_ISDA2003CreditMonolineInsurers2005
-- ^ Additional Provisions for Physically Settled Default
-- Swaps Monoline Insurer as Reference Entity dated
-- January 21, 2005.
| ContractualSupplementTypeEnum_ISDA2003CreditRepublicOfHungary
-- ^ Additional Provisions for the Republic of Hungary:
-- Obligation Characteristics and Deliverable Obligation
-- Characteristics dated August 13, 2004.
| ContractualSupplementTypeEnum_ISDA2003CreditRepublicOfHungary2005
-- ^ Additional Provisions for the Republic of Hungary:
-- Obligation Characteristics and Deliverable Obligation
-- Characteristics dated February 14, 2005.
| ContractualSupplementTypeEnum_ISDA2003CreditRussianFederation
-- ^ Additional Provisions for the Russian Federation:
-- Obligation Characteristics and Deliverable Obligation
-- Characteristics dated August 13, 2004.
| ContractualSupplementTypeEnum_ISDA2003CreditUSMunicipals
-- ^ Additional Provisions for Credit Derivative
-- Transactions - U.S. Municipal Entity as Reference
-- Entity dated September 17, 2004.
| ContractualSupplementTypeEnum_ISDA2003STMicroelectronicsNV
-- ^ Additional Provisions for STMicroelectronics NV dated
-- December 6, 2007.
| ContractualSupplementTypeEnum_ISDA2007FullLookthroughDepositoryReceiptSupplement
-- ^ 2007 Full Lookthrough Depository Receipt Supplement
-- to the 2002 Equity Derivatives Definitions.
| ContractualSupplementTypeEnum_ISDA2007PartialLookthroughDepositoryReceiptSupplement
-- ^ 2007 Partial Lookthrough Depository Receipt
-- Supplement to the 2002 ISDA Equity Derivatives
-- Definitions.
| ContractualSupplementTypeEnum_ISDACreditMonolineInsurers
-- ^ Additional Provisions for Physically Settled Default
-- Swaps Monoline Insurer.
| ContractualSupplementTypeEnum_ISDADeliveryRestrictions
-- ^ Additional Provisions for Fixed Recovery Credit
-- Default Swap Transactions
| ContractualSupplementTypeEnum_ISDAFixedRecovery
-- ^ Additional Provisions for Fixed Recovery Credit
-- Default Swap Transactions.
| ContractualSupplementTypeEnum_ISDALPNReferenceEntities
-- ^ Additional Provisions for LPN Reference Entities.
| ContractualSupplementTypeEnum_ISDAMarch2004EquityCanadianSupplement
-- ^ Canadian Supplement to the 2004 Americas Interdealer
-- Master Equity Derivatives Confirmation Agreement
-- dated March 29, 2004.
| ContractualSupplementTypeEnum_ISDARecoveryLock
-- ^ Additional Provisions for Recovery Lock Credit
-- Default Swap Transactions.
| ContractualSupplementTypeEnum_ISDASecuredDeliverableObligationCharacteristic
-- ^ Additional Provisions for Secured Deliverable
-- Obligation Characteristic.
| ContractualSupplementTypeEnum_LCDX
-- ^ Standard Terms Supplement for Syndicated Secured Loan
-- Credit Default Swap Index Transactions.
| ContractualSupplementTypeEnum_LCDXTranche
-- ^ Standard Terms Supplement for Syndicated Secured Loan
-- Credit Default Swap Index Tranche Transactions.
| ContractualSupplementTypeEnum_MBX
-- ^ Standard Terms Supplement for MBX Transactions.
| ContractualSupplementTypeEnum_MCDX
-- ^ Standard Terms Supplement for Municipal CDX
-- Untranched Transactions.
| ContractualSupplementTypeEnum_PO
-- ^ Standard Terms Supplement for PO Index Transactions.
| ContractualSupplementTypeEnum_PrimeX
-- ^ Standard Terms Supplement for PrimeX Transactions.
| ContractualSupplementTypeEnum_StandardCDXTranche
-- ^ Standard Terms Supplement for Standard CDX Tranche
-- Transactions.
| ContractualSupplementTypeEnum_StandardLCDS
-- ^ Standard Syndicated Secured Loan Credit Default Swap
-- Standard Terms Supplement.
| ContractualSupplementTypeEnum_StandardLCDSBullet
-- ^ Standard Terms Supplement for Standard Syndicated
-- Secured Loan Credit Default Swap Bullet Transactions.
| ContractualSupplementTypeEnum_StandardLCDXBullet
-- ^ Standard Terms Supplement for Standard Syndicated
-- Secured Loan Credit Default Swap Index Bullet
-- Transactions.
| ContractualSupplementTypeEnum_StandardLCDXBulletTranche
-- ^ Standard Terms Supplement for Standard Syndicated
-- Secured Loan Credit Default Swap Index Bullet Tranche
-- Transactions.
| ContractualSupplementTypeEnum_StandardiTraxxEuropeTranche
-- ^ Standard Terms Supplement for Standard iTraxx Europe
-- Tranched Transactions.
| ContractualSupplementTypeEnum_SyndicatedSecuredLoanCDS
-- ^ Syndicated Secured Loan Credit Default Swap Standard
-- Terms Supplement.
| ContractualSupplementTypeEnum_TRX
-- ^ Standard Terms Supplement for TRX Transactions.
| ContractualSupplementTypeEnum_TRX_II
-- ^ Standard Terms Supplement for TRX.II Transactions.
| ContractualSupplementTypeEnum_iTraxxAsiaExJapan
-- ^ Standard Terms Supplement for iTraxx Asia Excluding
-- Japan.
| ContractualSupplementTypeEnum_iTraxxAsiaExJapanSwaption
-- ^ Standard Terms Supplement for iTraxx Asia Ex-Japan
-- Swaption Transactions.
| ContractualSupplementTypeEnum_iTraxxAsiaExJapanTranche
-- ^ Standard Terms Supplement for iTraxx Asia Excluding
-- Japan Tranched Transactions.
| ContractualSupplementTypeEnum_iTraxxAustralia
-- ^ Standard Terms Supplement for iTraxx Australia.
| ContractualSupplementTypeEnum_iTraxxAustraliaSwaption
-- ^ Standard Terms Supplement for iTraxx Australia
-- Swaption Transactions.
| ContractualSupplementTypeEnum_iTraxxAustraliaTranche
-- ^ Standard Terms Supplement for iTraxx Australia
-- Tranched Transactions.
| ContractualSupplementTypeEnum_iTraxxCJ
-- ^ Standard Terms Supplement for iTraxx CJ.
| ContractualSupplementTypeEnum_iTraxxCJTranche
-- ^ Standard Terms Supplement for iTraxx CJ Tranched
-- Transactions.
| ContractualSupplementTypeEnum_iTraxxEurope
-- ^ Standard Terms Supplement for iTraxx Europe
-- Transactions.
| ContractualSupplementTypeEnum_iTraxxEuropeDealer
-- ^ Standard Terms Supplement for iTraxx Europe Dealer
-- Form.
| ContractualSupplementTypeEnum_iTraxxEuropeNonDealer
-- ^ Standard Terms Supplement for iTraxx Europe
-- Non-Dealer Form.
| ContractualSupplementTypeEnum_iTraxxEuropeSwaption
-- ^ Standard Terms Supplement for iTraxx Europe Swaption
-- Transactions.
| ContractualSupplementTypeEnum_iTraxxEuropeTranche
-- ^ Standard Terms Supplement for iTraxx Europe Tranched
-- Transactions.
| ContractualSupplementTypeEnum_iTraxxJapan
-- ^ Standard Terms Supplement for iTraxx Japan.
| ContractualSupplementTypeEnum_iTraxxJapanSwaption
-- ^ Standard Terms Supplement for iTraxx Japan Swaption
-- Transactions.
| ContractualSupplementTypeEnum_iTraxxJapanTranche
-- ^ Standard Terms Supplement for iTraxx Japan Tranched
-- Transactions.
| ContractualSupplementTypeEnum_iTraxxLevX
-- ^ Standard Terms Supplement for iTraxx LevX.
| ContractualSupplementTypeEnum_iTraxxSDI75Dealer
-- ^ Standard Terms Supplement for iTraxx SDI 75 Dealer
-- Transactions.
| ContractualSupplementTypeEnum_iTraxxSDI75NonDealer
-- ^ Standard Terms Supplement for iTraxx SDI 75
-- Non-Dealer Transactions.
| ContractualSupplementTypeEnum_iTraxxSovX
-- ^ Standard Terms Supplement for iTraxx SovX.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the origin of a
-- corporate action transfer.
data CorporateActionTypeEnum
= CorporateActionTypeEnum_BonusIssue
-- ^ Corporate action triggered by a bonus issue. A bonus
-- issue or bonus share is a free share of stock given
-- to current shareholders in a company, based upon the
-- number of shares that the shareholder already owns.
-- While the issue of bonus shares increases the total
-- number of shares issued and owned, it does not change
-- the value of the company. The value maps closely to
-- the ISO code (BONU) defined as a bonus, scrip or
-- capitalisation issue. Security holders receive
-- additional assets free of payment from the issuer, in
-- proportion to their holding.
| CorporateActionTypeEnum_CashDividend
-- ^ Corporate action triggered by the distribution of a
-- cash dividend.
| CorporateActionTypeEnum_ClassAction
-- ^ Corporate action triggered by a Class Action. An
-- action where an individual represents a group in a
-- court claim. The judgment from the suit is for all
-- the members of the group (class). The value maps
-- closely to the ISO code (CLSA) defined as the
-- situation where interested parties seek restitution
-- for financial loss. The security holder may be
-- offered the opportunity to join a class action
-- proceeding and would need to respond with an
-- instruction.
| CorporateActionTypeEnum_Delisting
-- ^ Corporate action triggered by the removal of a
-- security from a stock exchange.
| CorporateActionTypeEnum_EarlyRedemption
-- ^ Corporate action triggered by an early redemption.
-- The value maps closely to the ISO code (MCAL) defined
-- as the redemption of an entire issue outstanding of
-- securities, for example, bonds, preferred equity,
-- funds, by the issuer or its agent, for example, asset
-- manager, before final maturity.
| CorporateActionTypeEnum_Liquidation
-- ^ Corporate action triggered by a liquidation. When a
-- business or firm is terminated or bankrupt, its
-- assets are sold (liquidated) and the proceeds pay
-- creditors. Any leftovers are distributed to
-- shareholders. The value maps closely to the ISO code
-- (LIQU) defined as a distribution of cash, assets or
-- both. Debt may be paid in order of priority based on
-- preferred claims to assets specified by the security.
| CorporateActionTypeEnum_Merger
-- ^ Corporate action triggered by a merger. Mergers and
-- acquisitions (abbreviated M&A) is an aspect of
-- corporate strategy, corporate finance and management
-- dealing with the buying, selling, dividing and
-- combining of different companies and similar entities
-- that can help an enterprise grow rapidly in its
-- sector or location of origin, or a new field or new
-- location, without creating a subsidiary, other child
-- entity or using a joint venture. The distinction
-- between a merger and an acquisition has become
-- increasingly blurred in various respects
-- (particularly in terms of the ultimate economic
-- outcome), although it has not completely disappeared
-- in all situations. The value maps closely to the ISO
-- code (MRGR) defined as an offer made to shareholders,
-- normally by a third party, requesting them to sell
-- (tender) or exchange their equities.
| CorporateActionTypeEnum_ReverseStockSplit
-- ^ Corporate action triggered by a reverse split. A
-- reverse stock split or reverse split is a process by
-- a company of issuing to each shareholder in that
-- company a smaller number of new shares in proportion
-- to that shareholder's original shares that are
-- subsequently canceled. A reverse stock split is also
-- called a stock merge. The reduction in the number of
-- issued shares is accompanied by a proportional
-- increase in the share price. The value maps closely
-- to the ISO code (SPLR) defined as a decrease in a
-- company's number of outstanding equities without
-- any change in the shareholder's equity or the
-- aggregate market value at the time of the split.
-- Equity price and nominal value are increased
-- accordingly.
| CorporateActionTypeEnum_RightsIssue
-- ^ Corporate action triggered by an issuance to
-- shareholders of rights to purchase additional shares
-- at a discount.
| CorporateActionTypeEnum_SpinOff
-- ^ Corporate action triggered by a spin Off. A spin-out,
-- also known as a spin-off or a starburst, refers to a
-- type of corporate action where a company splits off
-- sections of itself as a separate business. The value
-- maps closely to the ISO code (SOFF) defined as a a
-- distribution of subsidiary stock to the shareholders
-- of the parent company without a surrender of shares.
-- Spin-off represents a form of divestiture usually
-- resulting in an independent company or in an existing
-- company. For example, demerger, distribution,
-- unbundling.
| CorporateActionTypeEnum_StockDividend
-- ^ Corporate action triggered by the distribution of a
-- stock dividend.
| CorporateActionTypeEnum_StockIdentifierChange
-- ^ Corporate action triggered by a change in the code
-- used to trade the security.
| CorporateActionTypeEnum_StockNameChange
-- ^ Corporate action triggered by a change in the name
-- used to trade the security.
| CorporateActionTypeEnum_StockReclassification
-- ^ Corporate action triggered by a Stock
-- Reclassification.
| CorporateActionTypeEnum_StockSplit
-- ^ Corporate action triggered by a stock split. A stock
-- split or stock divide increases the number of shares
-- in a public company. The price is adjusted such that
-- the before and after market capitalization of the
-- company remains the same and dilutiondoes not occur.
-- The value maps closely to the ISO code (SPLF) defined
-- as a distribution of subsidiary stock to the
-- shareholders of the parent company without a
-- surrender of shares.
| CorporateActionTypeEnum_Takeover
-- ^ Corporate action triggered by a takeover. A takeover
-- is the purchase of onecompany (the target) by another
-- (the acquirer, or bidder). The value maps to the ISO
-- code (TEND) but is finer grained than TEND which
-- emcompasses Tender/Acquisition/Takeover/Purchase
-- Offer/Buyback. ISO defines the TEND code as an offer
-- made to shareholders, normally by a third party,
-- requesting them to sell (tender) or exchange their
-- equities.
deriving (Eq, Ord, Show)
-- | Defines the enumerated values to specify the two
-- counterparties to the transaction.
data CounterpartyRoleEnum
= CounterpartyRoleEnum_Party1
| CounterpartyRoleEnum_Party2
deriving (Eq, Ord, Show)
-- | Represents the enumerated values to specify a credit
-- event type.
data CreditEventTypeEnum
= CreditEventTypeEnum_Bankruptcy
-- ^ The reference entity has been dissolved or has become
-- insolvent. It also covers events that may be a
-- precursor to insolvency such as instigation of
-- bankruptcy or insolvency proceedings. Sovereign
-- trades are not subject to Bankruptcy as
-- 'technically' a Sovereign cannot become
-- bankrupt. ISDA 2003 Term: Bankruptcy.
| CreditEventTypeEnum_DistressedRatingsDowngrade
-- ^ Results from the fact that the rating of the
-- reference obligation is downgraded to a distressed
-- rating level. From a usage standpoint, this credit
-- event is typically not applicable in case of RMBS
-- trades.
| CreditEventTypeEnum_FailureToPay
-- ^ This credit event triggers, after the expiration of
-- any applicable grace period, if the reference entity
-- fails to make due payments in an aggregrate amount of
-- not less than the payment requirement on one or more
-- obligations (e.g. a missed coupon payment). ISDA 2003
-- Term: Failure to Pay.
| CreditEventTypeEnum_FailureToPayInterest
-- ^ Corresponds to the failure by the Reference Entity to
-- pay an expected interest amount or the payment of an
-- actual interest amount that is less than the expected
-- interest amount. ISDA 2003 Term: Failure to Pay
-- Interest.
| CreditEventTypeEnum_FailureToPayPrincipal
-- ^ Corresponds to the failure by the Reference Entity to
-- pay an expected principal amount or the payment of an
-- actual principal amount that is less than the
-- expected principal amount. ISDA 2003 Term: Failure to
-- Pay Principal.
| CreditEventTypeEnum_GovernmentalIntervention
-- ^ A governmental intervention is an event resulting
-- from an action by a governmental authority that
-- materially impacts the reference entity's
-- obligations, such as an interest rate reduction,
-- principal reduction, deferral of interest or
-- principal, change in priority ranking, or change in
-- currency or composition of payment. ISDA 2014 Term:
-- Governmental Intervention.
| CreditEventTypeEnum_ImpliedWritedown
-- ^ Results from the fact that losses occur to the
-- underlying instruments that do not result in
-- reductions of the outstanding principal of the
-- reference obligation.
| CreditEventTypeEnum_MaturityExtension
-- ^ Results from the fact that the underlier fails to
-- make principal payments as expected.
| CreditEventTypeEnum_ObligationAcceleration
-- ^ One or more of the obligations have been declared due
-- and payable before they would otherwise have been due
-- and payable as a result of, or on the basis of, the
-- occurrence of a default, event of default or other
-- similar condition or event other than failure to pay
-- (preferred by the market over Obligation Default,
-- because more definitive and encompasses the
-- definition of Obligation Default - this is more
-- favorable to the Seller). Subject to the default
-- requirement amount. ISDA 2003 Term: Obligation
-- Acceleration.
| CreditEventTypeEnum_ObligationDefault
-- ^ One or more of the obligations have become capable of
-- being declared due and payable before they would
-- otherwise have been due and payable as a result of,
-- or on the basis of, the occurrence of a default,
-- event of default or other similar condition or event
-- other than failure to pay. ISDA 2003 Term: Obligation
-- Default.
| CreditEventTypeEnum_RepudiationMoratorium
-- ^ The reference entity, or a governmental authority,
-- either refuses to recognise or challenges the
-- validity of one or more obligations of the reference
-- entity, or imposes a moratorium thereby postponing
-- payments on one or more of the obligations of the
-- reference entity. Subject to the default requirement
-- amount. ISDA 2003 Term: Repudiation/Moratorium.
| CreditEventTypeEnum_Restructuring
-- ^ A restructuring is an event that materially impacts
-- the reference entity's obligations, such as an
-- interest rate reduction, principal reduction,
-- deferral of interest or principal, change in priority
-- ranking, or change in currency or composition of
-- payment. ISDA 2003 Term: Restructuring.
| CreditEventTypeEnum_Writedown
-- ^ Results from the fact that the underlier writes down
-- its outstanding principal amount.
deriving (Eq, Ord, Show)
-- | The enumeration values to qualify the type of credit
-- limits.
data CreditLimitTypeEnum
= CreditLimitTypeEnum_CS01
-- ^ The type of credit line expressed in CS01. The
-- sensitivity with respect to changes in the CDS
-- spread.
| CreditLimitTypeEnum_DV01
-- ^ The type of credit line expressed in DV01. The dollar
-- value of a one basis point decrease in interest
-- rates. It shows the change in a bond's price
-- compared to a decrease in the bond's yield.
| CreditLimitTypeEnum_IM
-- ^ The type of credit line expressed in Initial Margin
-- value.
| CreditLimitTypeEnum_NPV
-- ^ The type of credit line expressed as a Net Present
-- Value.
| CreditLimitTypeEnum_Notional
-- ^ The type of credit line expressed in Notional amount.
| CreditLimitTypeEnum_PV01
-- ^ The type of credit line expressed in PV01. The value
-- of a one dollar or one basis point annuity.
deriving (Eq, Ord, Show)
-- | Identifies an agency rating as a simple scale
-- boundary of minimum or maximum.
data CreditNotationBoundaryEnum
= CreditNotationBoundaryEnum_Maximum
-- ^ Denotes a maxiumum boundary
| CreditNotationBoundaryEnum_Minimum
-- ^ Denotes a minumum boundary
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to identify the
-- characteristics of the rating if there are several
-- agency issue ratings but not equivalent, reference
-- will be made to label characteristics of the rating
-- such as the lowest/highest available.
data CreditNotationMismatchResolutionEnum
= CreditNotationMismatchResolutionEnum_Average
-- ^ Denotes the average credit notation if several
-- notations are listed.
| CreditNotationMismatchResolutionEnum_Highest
-- ^ Denotes the highest credit notation if several
-- notations are listed.
| CreditNotationMismatchResolutionEnum_Lowest
-- ^ Denotes the lowest credit notation if several
-- notations are listed.
| CreditNotationMismatchResolutionEnum_Other
-- ^ Utilised where bespoke language represents the label
-- characteristics of the rating.
| CreditNotationMismatchResolutionEnum_ReferenceAgency
-- ^ Denotes that a credit notation issued from a defined
-- reference agency is used if several notations are
-- listed.
| CreditNotationMismatchResolutionEnum_SecondBest
-- ^ Denotes the second best credit notation if several
-- notations are listed.
deriving (Eq, Ord, Show)
-- | Represents the enumerated values to specify the
-- rating agencies.
data CreditRatingAgencyEnum
= CreditRatingAgencyEnum_AMBest
-- ^ A. M. Best
| CreditRatingAgencyEnum_CBRS
-- ^ Canadian Bond Rating Service
| CreditRatingAgencyEnum_DBRS
-- ^ Dominion Bond Rating Service
| CreditRatingAgencyEnum_Fitch
-- ^ Fitch
| CreditRatingAgencyEnum_Japanagency
-- ^ Japan Credit Rating Agency, Ltd.
| CreditRatingAgencyEnum_Moodys
-- ^ Moody's
| CreditRatingAgencyEnum_RatingAndInvestmentInformation
-- ^ Rating And Investment Information, Inc.
| CreditRatingAgencyEnum_StandardAndPoors
-- ^ Standard And Poor's
deriving (Eq, Ord, Show)
-- | Represents the enumerated values to specify the
-- credit watch rating.
data CreditRatingCreditWatchEnum
= CreditRatingCreditWatchEnum_Developing
-- ^ Denotes a rating may be raised, lowered, or affirmed.
| CreditRatingCreditWatchEnum_Negative
-- ^ Denotes a rating may be lowered.
| CreditRatingCreditWatchEnum_Positive
-- ^ Denotes a rating may be raised.
deriving (Eq, Ord, Show)
-- | Represents the enumerated values to specify the
-- credit rating outlook.
data CreditRatingOutlookEnum
= CreditRatingOutlookEnum_Developing
-- ^ Denotes a rating may be raised, lowered, or affirmed.
| CreditRatingOutlookEnum_Negative
-- ^ Denotes a rating may be lowered.
| CreditRatingOutlookEnum_Positive
-- ^ Denotes a rating may be raised.
| CreditRatingOutlookEnum_Stable
-- ^ Denotes a rating is not likely to change.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to identify tranched
-- or untranched credit risk.
data CreditRiskEnum
= CreditRiskEnum_TranchedCreditRisk
-- ^ Indicates tranched credit risk, including
-- securitizations.
| CreditRiskEnum_UntranchedCreditRisk
-- ^ Indicates tranched credit risk, including
-- repackagings.
deriving (Eq, Ord, Show)
-- | Seniority of debt instruments comprising the index.
data CreditSeniorityEnum
= CreditSeniorityEnum_Other
-- ^ Other as defined under EMIR.
| CreditSeniorityEnum_SeniorLossAbsorbingCapacity
-- ^ Senior Loss Absorbing Capacity (RED Tier Code:
-- SNRLAC).
| CreditSeniorityEnum_SeniorSec
-- ^ Senior domestic (RED Tier Code: SECDOM).
| CreditSeniorityEnum_SeniorUnSec
-- ^ Senior foreign (RED Tier Code: SNRFOR).
| CreditSeniorityEnum_SubLowerTier2
-- ^ Subordinate, Lower Tier 2 (RED Tier Code: SUBLT2).
| CreditSeniorityEnum_SubTier1
-- ^ Subordinate Tier 1 (RED Tier Code: PREFT1).
| CreditSeniorityEnum_SubTier3
-- ^ Subordinate, Tier 3.
| CreditSeniorityEnum_SubUpperTier2
-- ^ Subordinate, Upper Tier 2 (RED Tier Code: JRSUBUT2).
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of Credit
-- Support Agreement governing the transaction.
data CreditSupportAgreementTypeEnum
= CreditSupportAgreementTypeEnum_CollateralTransferAgreement
-- ^ A Collateral Transfer Agreement
| CreditSupportAgreementTypeEnum_CreditSupportAnnex
-- ^ A Credit Support Annex legal agreement.
| CreditSupportAgreementTypeEnum_CreditSupportDeed
-- ^ A Credit Support Deed legal agreement.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the Credit Support
-- Document Terms
data CreditSupportDocumentTermsEnum
= CreditSupportDocumentTermsEnum_Any
-- ^ Any guarantee, collateral arrangement and/or other
-- agreement or arrangement which provides for credit
-- support with respect to the party’s obligations under
-- this Agreement.
| CreditSupportDocumentTermsEnum_None
-- ^ No Credit Support Document is specified.
| CreditSupportDocumentTermsEnum_Specified
-- ^ A specified Credit Support Document is provided
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the Credit Support
-- Provider Terms
data CreditSupportProviderTermsEnum
= CreditSupportProviderTermsEnum_Any
-- ^ Any party or parties who now or in the future may
-- provide a Credit Support Document or other form of
-- credit support.
| CreditSupportProviderTermsEnum_None
-- ^ No Credit Support Provider is specified.
| CreditSupportProviderTermsEnum_Specified
-- ^ A specified Credit Support Provider is provided
deriving (Eq, Ord, Show)
-- | How is the Creadit Support Annex defined for this
-- transaction as defined in the 2021 ISDA Definitions,
-- section 18.2.1
data CsaTypeEnum
= CsaTypeEnum_ExistingCSA
-- ^ Thre is an existing Credit Support Annex
| CsaTypeEnum_NoCSA
-- ^ There is no CSA applicable
| CsaTypeEnum_ReferenceVMCSA
-- ^ There is a bilateral Credit Support Annex specific to
-- the transaction
deriving (Eq, Ord, Show)
-- | Union of the enumerated values defined by the
-- International Standards Organization (ISO) and the
-- FpML nonISOCurrencyScheme which consists of offshore
-- and historical currencies
-- (https://www.fpml.org/coding-scheme/non-iso-currency),
-- as of 28-Oct-2016.
data CurrencyCodeEnum
= CurrencyCodeEnum_AED
-- ^ UAE Dirham
| CurrencyCodeEnum_AFN
-- ^ Afghani
| CurrencyCodeEnum_ALL
-- ^ Lek
| CurrencyCodeEnum_AMD
-- ^ Armenian Dram
| CurrencyCodeEnum_ANG
-- ^ Netherlands Antillean Guilder
| CurrencyCodeEnum_AOA
-- ^ Kwanza
| CurrencyCodeEnum_ARS
-- ^ Argentine Peso
| CurrencyCodeEnum_AUD
-- ^ Australian Dollar
| CurrencyCodeEnum_AWG
-- ^ Aruban Florin
| CurrencyCodeEnum_AZN
-- ^ Azerbaijan Manat
| CurrencyCodeEnum_BAM
-- ^ Convertible Mark
| CurrencyCodeEnum_BBD
-- ^ Barbados Dollar
| CurrencyCodeEnum_BDT
-- ^ Taka
| CurrencyCodeEnum_BGN
-- ^ Bulgarian Lev
| CurrencyCodeEnum_BHD
-- ^ Bahraini Dinar
| CurrencyCodeEnum_BIF
-- ^ Burundi Franc
| CurrencyCodeEnum_BMD
-- ^ Bermudian Dollar
| CurrencyCodeEnum_BND
-- ^ Brunei Dollar
| CurrencyCodeEnum_BOB
-- ^ Boliviano
| CurrencyCodeEnum_BOV
-- ^ Mvdol
| CurrencyCodeEnum_BRL
-- ^ Brazilian Real
| CurrencyCodeEnum_BSD
-- ^ Bahamian Dollar
| CurrencyCodeEnum_BTN
-- ^ Ngultrum
| CurrencyCodeEnum_BWP
-- ^ Pula
| CurrencyCodeEnum_BYN
-- ^ Belarusian Ruble
| CurrencyCodeEnum_BZD
-- ^ Belize Dollar
| CurrencyCodeEnum_CAD
-- ^ Canadian Dollar
| CurrencyCodeEnum_CDF
-- ^ Congolese Franc
| CurrencyCodeEnum_CHE
-- ^ WIR Euro
| CurrencyCodeEnum_CHF
-- ^ Swiss Franc
| CurrencyCodeEnum_CHW
-- ^ WIR Franc
| CurrencyCodeEnum_CLF
-- ^ Unidad de Fomento
| CurrencyCodeEnum_CLP
-- ^ Chilean Peso
| CurrencyCodeEnum_CNH
-- ^ Offshore Chinese Yuan traded in Hong Kong.
| CurrencyCodeEnum_CNT
-- ^ Offshore Chinese Yuan traded in Taiwan.
| CurrencyCodeEnum_CNY
-- ^ Yuan Renminbi
| CurrencyCodeEnum_COP
-- ^ Colombian Peso
| CurrencyCodeEnum_COU
-- ^ Unidad de Valor Real
| CurrencyCodeEnum_CRC
-- ^ Costa Rican Colon
| CurrencyCodeEnum_CUC
-- ^ Peso Convertible
| CurrencyCodeEnum_CUP
-- ^ Cuban Peso
| CurrencyCodeEnum_CVE
-- ^ Cabo Verde Escudo
| CurrencyCodeEnum_CZK
-- ^ Czech Koruna
| CurrencyCodeEnum_DJF
-- ^ Djibouti Franc
| CurrencyCodeEnum_DKK
-- ^ Danish Krone
| CurrencyCodeEnum_DOP
-- ^ Dominican Peso
| CurrencyCodeEnum_DZD
-- ^ Algerian Dinar
| CurrencyCodeEnum_EGP
-- ^ Egyptian Pound
| CurrencyCodeEnum_ERN
-- ^ Nakfa
| CurrencyCodeEnum_ETB
-- ^ Ethiopian Birr
| CurrencyCodeEnum_EUR
-- ^ Euro
| CurrencyCodeEnum_FJD
-- ^ Fiji Dollar
| CurrencyCodeEnum_FKP
-- ^ Falkland Islands Pound
| CurrencyCodeEnum_GBP
-- ^ Pound Sterling
| CurrencyCodeEnum_GEL
-- ^ Lari
| CurrencyCodeEnum_GGP
-- ^ Guernsey Pound.
| CurrencyCodeEnum_GHS
-- ^ Ghana Cedi
| CurrencyCodeEnum_GIP
-- ^ Gibraltar Pound
| CurrencyCodeEnum_GMD
-- ^ Dalasi
| CurrencyCodeEnum_GNF
-- ^ Guinean Franc
| CurrencyCodeEnum_GTQ
-- ^ Quetzal
| CurrencyCodeEnum_GYD
-- ^ Guyana Dollar
| CurrencyCodeEnum_HKD
-- ^ Hong Kong Dollar
| CurrencyCodeEnum_HNL
-- ^ Lempira
| CurrencyCodeEnum_HTG
-- ^ Gourde
| CurrencyCodeEnum_HUF
-- ^ Forint
| CurrencyCodeEnum_IDR
-- ^ Rupiah
| CurrencyCodeEnum_ILS
-- ^ New Israeli Sheqel
| CurrencyCodeEnum_IMP
-- ^ Isle of Man Pound.
| CurrencyCodeEnum_INR
-- ^ Indian Rupee
| CurrencyCodeEnum_IQD
-- ^ Iraqi Dinar
| CurrencyCodeEnum_IRR
-- ^ Iranian Rial
| CurrencyCodeEnum_ISK
-- ^ Iceland Krona
| CurrencyCodeEnum_JEP
-- ^ Jersey Pound.
| CurrencyCodeEnum_JMD
-- ^ Jamaican Dollar
| CurrencyCodeEnum_JOD
-- ^ Jordanian Dinar
| CurrencyCodeEnum_JPY
-- ^ Yen
| CurrencyCodeEnum_KES
-- ^ Kenyan Shilling
| CurrencyCodeEnum_KGS
-- ^ Som
| CurrencyCodeEnum_KHR
-- ^ Riel
| CurrencyCodeEnum_KID
-- ^ Tuvaluan Dollar.
| CurrencyCodeEnum_KMF
-- ^ Comorian Franc
| CurrencyCodeEnum_KPW
-- ^ North Korean Won
| CurrencyCodeEnum_KRW
-- ^ Won
| CurrencyCodeEnum_KWD
-- ^ Kuwaiti Dinar
| CurrencyCodeEnum_KYD
-- ^ Cayman Islands Dollar
| CurrencyCodeEnum_KZT
-- ^ Tenge
| CurrencyCodeEnum_LAK
-- ^ Lao Kip
| CurrencyCodeEnum_LBP
-- ^ Lebanese Pound
| CurrencyCodeEnum_LKR
-- ^ Sri Lanka Rupee
| CurrencyCodeEnum_LRD
-- ^ Liberian Dollar
| CurrencyCodeEnum_LSL
-- ^ Loti
| CurrencyCodeEnum_LYD
-- ^ Libyan Dinar
| CurrencyCodeEnum_MAD
-- ^ Moroccan Dirham
| CurrencyCodeEnum_MCF
-- ^ Monegasque Franc.
| CurrencyCodeEnum_MDL
-- ^ Moldovan Leu
| CurrencyCodeEnum_MGA
-- ^ Malagasy Ariary
| CurrencyCodeEnum_MKD
-- ^ Denar
| CurrencyCodeEnum_MMK
-- ^ Kyat
| CurrencyCodeEnum_MNT
-- ^ Tugrik
| CurrencyCodeEnum_MOP
-- ^ Pataca
| CurrencyCodeEnum_MRU
-- ^ Ouguiya
| CurrencyCodeEnum_MUR
-- ^ Mauritius Rupee
| CurrencyCodeEnum_MVR
-- ^ Rufiyaa
| CurrencyCodeEnum_MWK
-- ^ Malawi Kwacha
| CurrencyCodeEnum_MXN
-- ^ Mexican Peso
| CurrencyCodeEnum_MXV
-- ^ Mexican Unidad de Inversion (UDI)
| CurrencyCodeEnum_MYR
-- ^ Malaysian Ringgit
| CurrencyCodeEnum_MZN
-- ^ Mozambique Metical
| CurrencyCodeEnum_NAD
-- ^ Namibia Dollar
| CurrencyCodeEnum_NGN
-- ^ Naira
| CurrencyCodeEnum_NIO
-- ^ Cordoba Oro
| CurrencyCodeEnum_NOK
-- ^ Norwegian Krone
| CurrencyCodeEnum_NPR
-- ^ Nepalese Rupee
| CurrencyCodeEnum_NZD
-- ^ New Zealand Dollar
| CurrencyCodeEnum_OMR
-- ^ Rial Omani
| CurrencyCodeEnum_PAB
-- ^ Balboa
| CurrencyCodeEnum_PEN
-- ^ Sol
| CurrencyCodeEnum_PGK
-- ^ Kina
| CurrencyCodeEnum_PHP
-- ^ Philippine Peso
| CurrencyCodeEnum_PKR
-- ^ Pakistan Rupee
| CurrencyCodeEnum_PLN
-- ^ Zloty
| CurrencyCodeEnum_PYG
-- ^ Guarani
| CurrencyCodeEnum_QAR
-- ^ Qatari Rial
| CurrencyCodeEnum_RON
-- ^ Romanian Leu
| CurrencyCodeEnum_RSD
-- ^ Serbian Dinar
| CurrencyCodeEnum_RUB
-- ^ Russian Ruble
| CurrencyCodeEnum_RWF
-- ^ Rwanda Franc
| CurrencyCodeEnum_SAR
-- ^ Saudi Riyal
| CurrencyCodeEnum_SBD
-- ^ Solomon Islands Dollar
| CurrencyCodeEnum_SCR
-- ^ Seychelles Rupee
| CurrencyCodeEnum_SDG
-- ^ Sudanese Pound
| CurrencyCodeEnum_SEK
-- ^ Swedish Krona
| CurrencyCodeEnum_SGD
-- ^ Singapore Dollar
| CurrencyCodeEnum_SHP
-- ^ Saint Helena Pound
| CurrencyCodeEnum_SLE
-- ^ Leone
| CurrencyCodeEnum_SML
-- ^ Sammarinese Lira.
| CurrencyCodeEnum_SOS
-- ^ Somali Shilling
| CurrencyCodeEnum_SRD
-- ^ Surinam Dollar
| CurrencyCodeEnum_SSP
-- ^ South Sudanese Pound
| CurrencyCodeEnum_STN
-- ^ Dobra
| CurrencyCodeEnum_SVC
-- ^ El Salvador Colon
| CurrencyCodeEnum_SYP
-- ^ Syrian Pound
| CurrencyCodeEnum_SZL
-- ^ Lilangeni
| CurrencyCodeEnum_THB
-- ^ Baht
| CurrencyCodeEnum_TJS
-- ^ Somoni
| CurrencyCodeEnum_TMT
-- ^ Turkmenistan New Manat
| CurrencyCodeEnum_TND
-- ^ Tunisian Dinar
| CurrencyCodeEnum_TOP
-- ^ Pa’anga
| CurrencyCodeEnum_TRY
-- ^ Turkish Lira
| CurrencyCodeEnum_TTD
-- ^ Trinidad and Tobago Dollar
| CurrencyCodeEnum_TWD
-- ^ New Taiwan Dollar
| CurrencyCodeEnum_TZS
-- ^ Tanzanian Shilling
| CurrencyCodeEnum_UAH
-- ^ Hryvnia
| CurrencyCodeEnum_UGX
-- ^ Uganda Shilling
| CurrencyCodeEnum_USD
-- ^ US Dollar
| CurrencyCodeEnum_USN
-- ^ US Dollar (Next day)
| CurrencyCodeEnum_UYI
-- ^ Uruguay Peso en Unidades Indexadas (UI)
| CurrencyCodeEnum_UYU
-- ^ Peso Uruguayo
| CurrencyCodeEnum_UYW
-- ^ Unidad Previsional
| CurrencyCodeEnum_UZS
-- ^ Uzbekistan Sum
| CurrencyCodeEnum_VAL
-- ^ Vatican Lira.
| CurrencyCodeEnum_VED
-- ^ Bolívar Soberano
| CurrencyCodeEnum_VES
-- ^ Bolívar Soberano
| CurrencyCodeEnum_VND
-- ^ Dong
| CurrencyCodeEnum_VUV
-- ^ Vatu
| CurrencyCodeEnum_WST
-- ^ Tala
| CurrencyCodeEnum_XAF
-- ^ CFA Franc BEAC
| CurrencyCodeEnum_XAG
-- ^ Silver
| CurrencyCodeEnum_XAU
-- ^ Gold
| CurrencyCodeEnum_XBA
-- ^ Bond Markets Unit European Composite Unit (EURCO)
| CurrencyCodeEnum_XBB
-- ^ Bond Markets Unit European Monetary Unit (E.M.U.-6)
| CurrencyCodeEnum_XBC
-- ^ Bond Markets Unit European Unit of Account 9
-- (E.U.A.-9)
| CurrencyCodeEnum_XBD
-- ^ Bond Markets Unit European Unit of Account 17
-- (E.U.A.-17)
| CurrencyCodeEnum_XCD
-- ^ East Caribbean Dollar
| CurrencyCodeEnum_XDR
-- ^ SDR (Special Drawing Right)
| CurrencyCodeEnum_XOF
-- ^ CFA Franc BCEAO
| CurrencyCodeEnum_XPD
-- ^ Palladium
| CurrencyCodeEnum_XPF
-- ^ CFP Franc
| CurrencyCodeEnum_XPT
-- ^ Platinum
| CurrencyCodeEnum_XSU
-- ^ Sucre
| CurrencyCodeEnum_XTS
-- ^ Codes specifically reserved for testing purposes
| CurrencyCodeEnum_XUA
-- ^ ADB Unit of Account
| CurrencyCodeEnum_XXX
-- ^ The codes assigned for transactions where no currency
-- is involved
| CurrencyCodeEnum_YER
-- ^ Yemeni Rial
| CurrencyCodeEnum_ZAR
-- ^ Rand
| CurrencyCodeEnum_ZMW
-- ^ Zambian Kwacha
| CurrencyCodeEnum_ZWG
-- ^ Zimbabwe Gold
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the day count
-- fraction.
data DayCountFractionEnum
= DayCountFractionEnum_ACT_360
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (v), per 2006 ISDA Definitions,
-- Section 4.16. Day Count Fraction, paragraph (e) or
-- Annex to the 2000 ISDA Definitions (June 2000
-- Version), Section 4.16. Day Count Fraction, paragraph
-- (d).
| DayCountFractionEnum_ACT_364
-- ^ Per CFTC definitions.
| DayCountFractionEnum_ACT_365L
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (ix), per 2006 ISDA Definitions,
-- Section 4.16. Day Count Fraction, paragraph (i).
| DayCountFractionEnum_ACT_365_FIXED
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (iv), per 2006 ISDA Definitions,
-- Section 4.16. Day Count Fraction, paragraph (d) or
-- Annex to the 2000 ISDA Definitions (June 2000
-- Version), Section 4.16. Day Count Fraction, paragraph
-- (c).
| DayCountFractionEnum_ACT_ACT_AFB
-- ^ The Fixed/Floating Amount will be calculated in
-- accordance with the 'BASE EXACT/EXACT' day
-- count fraction, as defined in the 'Definitions
-- Communes plusieurs Additifs Techniques' published
-- by the Association Francaise des Banques in September
-- 1994.
| DayCountFractionEnum_ACT_ACT_ICMA
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (iii), per 2006 ISDA Definitions,
-- Section 4.16. Day Count Fraction, paragraph (c). This
-- day count fraction code is applicable for
-- transactions booked under the 2021 ISDA Definitions
-- and the 2006 ISDA Definitions. Transactions under the
-- 2000 ISDA Definitions should use the ACT/ACT.ISMA
-- code instead.
| DayCountFractionEnum_ACT_ACT_ISDA
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (ii), per 2006 ISDA Definitions,
-- Section 4.16. Day Count Fraction, paragraph (b) or
-- Annex to the 2000 ISDA Definitions (June 2000
-- Version), Section 4.16. Day Count Fraction, paragraph
-- (b). Note that going from FpML 2.0 Recommendation to
-- the FpML 3.0 Trial Recommendation the code in FpML
-- 2.0 'ACT/365.ISDA' became
-- 'ACT/ACT.ISDA'.
| DayCountFractionEnum_ACT_ACT_ISMA
-- ^ The Fixed/Floating Amount will be calculated in
-- accordance with Rule 251 of the statutes, by-laws,
-- rules and recommendations of the International
-- Securities Market Association, as published in April
-- 1999, as applied to straight and convertible bonds
-- issued after December 31, 1998, as though the
-- Fixed/Floating Amount were the interest coupon on
-- such a bond. This day count fraction code is
-- applicable for transactions booked under the 2000
-- ISDA Definitions. Transactions under the 2021 ISDA
-- Definitions and the 2006 ISDA Definitions should use
-- the ACT/ACT.ICMA code instead.
| DayCountFractionEnum_CAL_252
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (x). Supercedes BUS/252, the
-- number of Business Days in the Calculation Period or
-- Compounding Period in respect of which payment is
-- being made divided by 252.
| DayCountFractionEnum_RBA_BOND_BASIS
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (xi), the calculation mechanics
-- are driven deterministically by the Calculation
-- Period Frequency (i.e. 0.25 if it is three months,
-- 0.5 if it is 6 months, 1 if it is a year), except
-- that if the first Calculation Period or the final
-- Calculation Period is less than the Calculation
-- Period Frequency, Actual/Actual (ISDA) shall apply to
-- that Calculation Period
| DayCountFractionEnum__1_1
-- ^ Per 2006 ISDA Definitions, Section 4.16. Day Count
-- Fraction, paragraph (a) or Annex to the 2000 ISDA
-- Definitions (June 2000 Version), Section 4.16. Day
-- Count Fraction, paragraph (a).
| DayCountFractionEnum__30E_360
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (vii), per 2006 ISDA Definitions,
-- Section 4.16. Day Count Fraction, paragraph (g) or
-- Annex to the 2000 ISDA Definitions (June 2000
-- Version), Section 4.16. Day Count Fraction, paragraph
-- (f). Note that the algorithm defined for this day
-- count fraction has changed between the 2000 ISDA
-- Definitions and 2006 ISDA Definitions. See
-- Introduction to the 2006 ISDA Definitions for further
-- information relating to this change.
| DayCountFractionEnum__30E_360_ISDA
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (viii), per 2006 ISDA
-- Definitions, Section 4.16. Day Count Fraction,
-- paragraph (h). Note the algorithm for this day count
-- fraction under the 2006 ISDA Definitions is designed
-- to yield the same results in practice as the version
-- of the 30E/360 day count fraction defined in the 2000
-- ISDA Definitions. See Introduction to the 2006 ISDA
-- Definitions for further information relating to this
-- change.
| DayCountFractionEnum__30_360
-- ^ Per 2021 ISDA Definitions, Section 4.6.1 Day Count
-- Fraction, paragraph (vi), per 2006 ISDA Definitions,
-- Section 4.16. Day Count Fraction, paragraph (f) or
-- Annex to the 2000 ISDA Definitions (June 2000
-- Version), Section 4.16. Day Count Fraction, paragraph
-- (e).
deriving (Eq, Ord, Show)
-- | Denotes the method by which the pricing days are
-- distributed across the pricing period.
data DayDistributionEnum
= DayDistributionEnum_All
| DayDistributionEnum_First
| DayDistributionEnum_Last
| DayDistributionEnum_Penultimate
deriving (Eq, Ord, Show)
-- | The enumerated values to specify a day of the
-- seven-day week.
data DayOfWeekEnum
= DayOfWeekEnum_FRI
-- ^ Friday
| DayOfWeekEnum_MON
-- ^ Monday
| DayOfWeekEnum_SAT
-- ^ Saturday
| DayOfWeekEnum_SUN
-- ^ Sunday
| DayOfWeekEnum_THU
-- ^ Thursday
| DayOfWeekEnum_TUE
-- ^ Tuesday
| DayOfWeekEnum_WED
-- ^ Wednesday
deriving (Eq, Ord, Show)
-- | Lists the enumerated values to specify the day type
-- classification used in counting the number of days
-- between two dates.
data DayTypeEnum
= DayTypeEnum_Business
-- ^ Applies when calculating the number of days between
-- two dates the count includes only business days.
| DayTypeEnum_Calendar
-- ^ Applies when calculating the number of days between
-- two dates the count includes all calendar days.
| DayTypeEnum_CurrencyBusiness
-- ^ Applies when calculating the number of days between
-- two dates the count includes only currency business
-- days.
| DayTypeEnum_ExchangeBusiness
-- ^ Applies when calculating the number of days between
-- two dates the count includes only stock exchange
-- business days.
| DayTypeEnum_ScheduledTradingDay
-- ^ Applies when calculating the number of days between
-- two dates the count includes only scheduled trading
-- days.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list that identifies the
-- type of debt.
data DebtClassEnum
= DebtClassEnum_AssetBacked
-- ^ Identifies a debt instrument that has periodic income
-- payments and value derived from or backed by a
-- specified pool of underlying assets which could be
-- mortgages or other obligations.
| DebtClassEnum_Convertible
-- ^ Identifies a debt instrument that can be converted
-- into common shares.
| DebtClassEnum_HolderConvertible
-- ^ Identifies a debt instrument that can be converted
-- primarily at the election of the holder into common
-- shares of the Issuer.
| DebtClassEnum_HolderExchangeable
-- ^ Identifies a debt instrument that can be converted
-- primarily at the election of the holder into common
-- shares of a party other than the Issuer.
| DebtClassEnum_IssuerConvertible
-- ^ Identifies a debt instrument that can be converted at
-- the election of the Issuer into common shares of the
-- Issuer. Also known as reverse convertible.
| DebtClassEnum_IssuerExchangeable
-- ^ Identifies a debt instrument that can be converted at
-- the election of the Issuer into common shares of a
-- party other than the Issuer. Also known as reverse
-- exchangeable.
| DebtClassEnum_RegCap
-- ^ Identifies a debt instrument as one issued by
-- financial institutions to count towards regulatory
-- capital, including term and perpetual subordinated
-- debt, contingently convertible and others. Excludes
-- preferred share capital.
| DebtClassEnum_Structured
-- ^ Identifies a debt instrument athat has non-standard
-- interest or principal features, with full recourse to
-- the issuer.
| DebtClassEnum_Vanilla
-- ^ Identifies a debt instrument that has a periodic
-- coupon, a defined maturity, and is not backed by any
-- specific asset. The seniority and the structure of
-- the income and principal payments can optionally be
-- defined in DebtType.DebtEconomics.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list that specifies the
-- general rule for periodic interest rate payment.
data DebtInterestEnum
= DebtInterestEnum_Fixed
-- ^ Denotes payment calculated with reference to a fixed
-- interest rate.
| DebtInterestEnum_Floating
-- ^ Denotes payment calculated with reference to a
-- floating interest rate.
| DebtInterestEnum_IndexLinked
-- ^ Denotes payment calculated with reference to one or
-- more price or other indices (other than inflation
-- rates).
| DebtInterestEnum_InflationLinked
-- ^ Denotes payment calculated with reference to one or
-- more specified inflation rates.
| DebtInterestEnum_InterestOnly
-- ^ Denotes a stripped bond representing only the
-- interest component.
| DebtInterestEnum_InverseFloating
-- ^ Denotes payment calculated with reference to the
-- inverse of a floating interest rate.
| DebtInterestEnum_OtherStructured
-- ^ Denotes payment calculated with reference to other
-- underlyings (not being floating interest rates,
-- inflation rates or indices) or with a non-linear
-- relationship to floating interest rates, inflation
-- rates or indices.
| DebtInterestEnum_ZeroCoupon
-- ^ Denotes a zero coupon bond that does not pay
-- intetrest.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list that specifies the
-- general rule for repayment of principal.
data DebtPrincipalEnum
= DebtPrincipalEnum_Amortising
-- ^ Denotes that the principal on the debt is paid down
-- regularly, along with its interest expense over the
-- life of the debt instrument. Includes amortising
-- instruments with a bullet balance repayment at
-- maturity.
| DebtPrincipalEnum_Bullet
-- ^ Denotes that the principal is paid all at once on
-- maturity of the debt insrument. Bullet debt
-- instruments cannot be redeemed early by an issuer,
-- which means they are non-callable.
| DebtPrincipalEnum_Callable
-- ^ Denotes that the principal on the debt can be repaid
-- early, in whole or in part, at the option of the
-- issuer.
| DebtPrincipalEnum_IndexLinked
-- ^ Denotes that the principal on the debt is calculated
-- with reference to one or more price or other indices
-- (other than inflation rates).
| DebtPrincipalEnum_InflationLinked
-- ^ Denotes that the principal on the debt is calculated
-- with reference to one or more specified inflation
-- rates.
| DebtPrincipalEnum_OtherStructured
-- ^ Denotes that the principal on the debt is calculated
-- with reference to other underlyings (not being
-- floating interest rates, inflation rates or indices)
-- or with a non-linear relationship to floating
-- interest rates, inflation rates or indices.
| DebtPrincipalEnum_PrincipalOnly
-- ^ Denotes a stripped bond representing only the
-- principal component.
| DebtPrincipalEnum_Puttable
-- ^ Denotes that the principal on the debt can be repaid
-- early, in whole or in part, at the option of the
-- holder.
deriving (Eq, Ord, Show)
-- | Specifies the order of repayment in the event of a
-- sale or bankruptcy of the issuer or a related party
-- (eg guarantor).
data DebtSeniorityEnum
= DebtSeniorityEnum_Secured
-- ^ Denotes debt which is secured over assets of the
-- issuer or a related party (eg guarantor).
| DebtSeniorityEnum_Senior
-- ^ Denotes debt which ranks pari passu with all other
-- unsecured creditors of the issuer.
| DebtSeniorityEnum_Subordinated
-- ^ Denotes debt owed to an unsecured creditor that in
-- the event of a liquidation can only be paid after the
-- claims of secured and senior creditors have been met.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the application of
-- Interest Amount with respect to the Delivery Amount
-- through standard language.
data DeliveryAmountElectionEnum
= DeliveryAmountElectionEnum_LastAndAnyLocalBusinessDay
-- ^ The delivery includes both `Transfer on last Local
-- Business Day` and `Transfer a Delivery Amount (IM)
-- consisting of cash on any Local Business Day.`
| DeliveryAmountElectionEnum_LastLocalBusinessDay
-- ^ The delivery only includes `Transfer on last Local
-- Business Day.
deriving (Eq, Ord, Show)
-- | Specifies delivery methods for securities
-- transactions. This coding-scheme defines the possible
-- delivery methods for securities.
data DeliveryMethodEnum
= DeliveryMethodEnum_DeliveryVersusPayment
-- ^ Indicates that a securities delivery must be made
-- against payment in simultaneous transmissions and
-- stipulate each other.
| DeliveryMethodEnum_FreeOfPayment
-- ^ Indicates that a securities delivery can be made
-- without a simultaneous cash payment in exchange and
-- not depending on if payment obligations are fulfilled
-- or not and vice versa.
| DeliveryMethodEnum_PreDelivery
-- ^ Indicates that a securities delivery must be made in
-- full before the payment for the securities;
-- fulfillment of payment obligations depends on
-- securities delivery obligations fulfillment.
| DeliveryMethodEnum_PrePayment
-- ^ Indicates that a payment in full amount must be made
-- before the securities delivery; fulfillment of
-- securities delivery obligations depends on payment
-- obligations fulfillment.
deriving (Eq, Ord, Show)
data DeliveryNearbyTypeEnum
= DeliveryNearbyTypeEnum_CalculationPeriod
-- ^ Describes the reference contract as the one that
-- pertains to the month-year of the calculation period.
-- If used, the nearby count is expected to be 0.
| DeliveryNearbyTypeEnum_NearbyMonth
-- ^ Specifies that the reference delivery date of the
-- underlying Commodity shall be the expiration date of
-- the futures contract in the nth nearby month.
| DeliveryNearbyTypeEnum_NearbyWeek
-- ^ Specifies that the reference delivery date of the
-- underlying Commodity shall be the expiration date of
-- the futures contract in the nth nearby week.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the method according
-- to which an amount or a date is determined.
data DeterminationMethodEnum
= DeterminationMethodEnum_AgreedInitialPrice
-- ^ Agreed separately between the parties.
| DeterminationMethodEnum_AsSpecifiedInMasterConfirmation
-- ^ As specified in Master Confirmation.
| DeterminationMethodEnum_CalculationAgent
-- ^ Determined by the Calculation Agent.
| DeterminationMethodEnum_ClosingPrice
-- ^ Official Closing Price.
| DeterminationMethodEnum_DividendCurrency
-- ^ Determined by the Currency of Equity Dividends.
| DeterminationMethodEnum_ExpiringContractLevel
-- ^ The initial Index Level is the level of the Expiring
-- Contract as provided in the Master Confirmation.
| DeterminationMethodEnum_HedgeExecution
-- ^ Determined by the Hedging Party.
| DeterminationMethodEnum_IssuerPaymentCurrency
-- ^ Issuer Payment Currency.
| DeterminationMethodEnum_NAV
-- ^ Net Asset Value.
| DeterminationMethodEnum_OSPPrice
-- ^ OSP Price.
| DeterminationMethodEnum_OpenPrice
-- ^ Opening Price of the Market.
| DeterminationMethodEnum_SettlementCurrency
-- ^ Settlement Currency.
| DeterminationMethodEnum_StrikeDateDetermination
-- ^ Date on which the strike is determined in respect of
-- a forward starting swap.
| DeterminationMethodEnum_TWAPPrice
-- ^ Official TWAP Price.
| DeterminationMethodEnum_VWAPPrice
-- ^ Official VWAP Price.
| DeterminationMethodEnum_ValuationTime
-- ^ Price determined at valuation time.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the method of
-- calculating discounted payment amounts. This
-- enumerations combines the FpML DiscountingTypeEnum
-- and FraDiscountingEnum enumerations.
data DiscountingTypeEnum
= DiscountingTypeEnum_AFMA
-- ^ As specified by the Australian Financial Markets
-- Association (AFMA) OTC Financial Product Conventions.
-- This discounting method should not be used for a
-- trade documented under a legal framework where the
-- 2006 ISDA Definitions have been incorporated.
| DiscountingTypeEnum_FRA
-- ^ As specified by the 2006 ISDA Definitions, Section
-- 8.4. Discounting, paragraph (b).
| DiscountingTypeEnum_FRAYield
-- ^ As specified by the 2006 ISDA Definitions, Section
-- 8.4. Discounting, paragraph (e).
| DiscountingTypeEnum_Standard
-- ^ As specified by the 2006 ISDA Definitions, Section
-- 8.4. Discounting, paragraph (a).
deriving (Eq, Ord, Show)
-- | The enumerated values to specify whether the dividend
-- is paid with respect to the Dividend Period.
data DividendAmountTypeEnum
= DividendAmountTypeEnum_AsSpecifiedInMasterConfirmation
-- ^ The Amount is determined as provided in the relevant
-- Master Confirmation.
| DividendAmountTypeEnum_ExAmount
-- ^ The ex-date for a dividend occurs during a dividend
-- period.
| DividendAmountTypeEnum_PaidAmount
-- ^ The payment date for a dividend occurs during a
-- dividend period.
| DividendAmountTypeEnum_RecordAmount
-- ^ The record date for a dividend occurs during a
-- dividend period.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify how the composition
-- of Dividends is to be determined.
data DividendCompositionEnum
= DividendCompositionEnum_CalculationAgentElection
-- ^ The Calculation Agent determines the composition of
-- dividends (subject to conditions).
| DividendCompositionEnum_EquityAmountReceiverElection
-- ^ The Equity Amount Receiver determines the composition
-- of dividends (subject to conditions).
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the date by
-- reference to which the dividend will be paid.
data DividendDateReferenceEnum
= DividendDateReferenceEnum_AdHocDate
-- ^ The dividend date will be specified ad-hoc by the
-- parties, typically on the dividend ex-date.
| DividendDateReferenceEnum_CashSettlePaymentDateExDiv
-- ^ If 'Dividend Payment Date(s)' is specified in
-- the Transaction Supplement as 'Cash Settlement
-- Payment Date – Ex Dividend'', then the
-- Dividend Payment Date in respect of a Dividend Amount
-- shall be the Cash Settlement Payment Date relating to
-- the end of the Dividend Period during which the
-- Shares commenced trading 'ex' the relevant
-- dividend on the Exchange.
| DividendDateReferenceEnum_CashSettlePaymentDateIssuerPayment
-- ^ If 'Dividend Payment Date(s)' is specified in
-- the Transaction Supplement as 'Cash Settlement
-- Payment Date – Issuer Payment', then the Dividend
-- Payment Date in respect of a Dividend Amount shall be
-- the Cash Settlement Payment Date relating to the end
-- of the Dividend Period during which the issuer pays
-- the relevant dividend to a holder of record provided
-- that in the case where the Equity Amount Payer is the
-- party specified to be the sole Hedging Party and the
-- Hedging Party has not received the Dividend Amount by
-- such date, then the date falling a number of Currency
-- Business Days as specified in the Cash Settlement
-- Payment Date after actual receipt by the Hedging
-- Party of the Received Ex Amount or Paid Ex Amount (as
-- applicable).
| DividendDateReferenceEnum_CashSettlementPaymentDate
-- ^ If 'Dividend Payment Date(s)' is specified in
-- the Transaction Supplement as 'Cash Settlement
-- Payment Date', then the Dividend Payment Date in
-- respect of a Dividend Amount shall be the Cash
-- Settlement Payment Date relating to the end of the
-- Dividend Period during which the Shares commenced
-- trading 'ex' the relevant dividend on the
-- Exchange.
| DividendDateReferenceEnum_CumulativeEquityExDiv
-- ^ Total of dividends which go ex, paid on next
-- following Equity Payment Date, which is immediately
-- following the Dividend Period during which the Shares
-- commence trading ex-dividend on the Exchange.
| DividendDateReferenceEnum_CumulativeEquityExDivBeforeReset
-- ^ Total of paid dividends, paid on next following
-- Equity Payment Date, which is immediately following
-- the Dividend Ex Date, unless the Dividend Ex Date is
-- between the Equity Valuation and Payment Date in
-- which case the dividend is deferred to the following
-- Equity Payment Date
| DividendDateReferenceEnum_CumulativeEquityPaid
-- ^ Total of paid dividends, paid on next following
-- Equity Payment Date, which is immediately following
-- the Dividend Period during which the dividend is paid
-- by the Issuer to the holders of record of a Share.
| DividendDateReferenceEnum_CumulativeEquityPaidBeforeReset
-- ^ Total of paid dividends, paid on next following
-- Equity Payment Date, which is immediately following
-- the Dividend Pay Date, unless the Dividend Pay Date
-- is between the Equity Valuation and Payment Date (not
-- including the Valuation Date) in which case the
-- dividend is deferred to the following Equity Payment
-- Date
| DividendDateReferenceEnum_CumulativeEquityPaidInclReset
-- ^ Total of paid dividends, paid on next following
-- Equity Payment Date, which is immediately following
-- the Dividend Pay Date, unless the Dividend Pay Date
-- is between the Equity Valuation and Payment Date
-- (including the Valuation Date) in which case the
-- dividend is deferred to the following Equity Payment
-- Date
| DividendDateReferenceEnum_CumulativeInterestExDiv
-- ^ Total of dividends which go ex, paid on next
-- following Interest Payment Date, which is immediately
-- following the Dividend Period during which the Shares
-- commence trading ex-dividend on the Exchange, or
-- where the date on which the Shares commence trading
-- ex-dividend is a Payment Date, such Payment Date.
| DividendDateReferenceEnum_CumulativeInterestPaid
-- ^ Total of paid dividends, paid on next following
-- Interest Payment Date, which is immediately following
-- the Dividend Period during which the dividend is paid
-- by the Issuer to the holders of record of a Share.
| DividendDateReferenceEnum_CumulativeInterestPaidBeforeReset
-- ^ Total of paid dividends, paid on next following
-- Interest Payment Date, which is immediately following
-- the Dividend Pay Date, unless the Dividend Pay Date
-- is between the Equity Valuation and Payment Date (not
-- including the Valuation Date) in which case the
-- dividend is deferred to the following Interest
-- Payment Date.
| DividendDateReferenceEnum_CumulativeInterestPaidInclReset
-- ^ Total of paid dividends, paid on next following
-- Interest Payment Date, which is immediately following
-- the Dividend Pay Date, unless the Dividend Pay Date
-- is between the Equity Valuation and Payment Date
-- (including the Valuation Date) in which case the
-- dividend is deferred to the following Interest
-- Payment Date.
| DividendDateReferenceEnum_DividendPaymentDate
-- ^ Date on which the dividend will be paid by the
-- issuer.
| DividendDateReferenceEnum_DividendValuationDate
-- ^ In respect of each Dividend Period, the relevant
-- Dividend Valuation Date.
| DividendDateReferenceEnum_EquityPaymentDate
-- ^ Equity payment date of the swap.
| DividendDateReferenceEnum_ExDate
-- ^ Date on which a holder of the security is entitled to
-- the dividend.
| DividendDateReferenceEnum_FloatingAmountPaymentDate
-- ^ If 'Dividend Payment Date(s)' is specified in
-- the Transaction Supplement as 'Floating Amount
-- Payment Date', then the Dividend Payment Date in
-- respect of a Dividend Amount shall be the first
-- Payment Date falling at least one Settlement Cycle
-- after the date that the Shares have commenced trading
-- 'ex' the relevant dividend on the Exchange.
| DividendDateReferenceEnum_FollowingPaymentDate
-- ^ The next payment date of the swap.
| DividendDateReferenceEnum_RecordDate
-- ^ Date on which the dividend will be recorded in the
-- books of the paying agent.
| DividendDateReferenceEnum_SharePayment
-- ^ If 'Dividend Payment Date(s)' is specified in
-- the Transaction Supplement as 'Share
-- Payment', then the Dividend Payment Date in
-- respect of a Dividend Amount shall fall on a date on
-- or before the date that is two (or any other number
-- that is specified in the Transaction Supplement)
-- Currency Business Days following the day on which the
-- Issuer of the Shares pays the relevant dividend to
-- holders of record of the Shares.
| DividendDateReferenceEnum_TerminationDate
-- ^ Termination date of the swap.
| DividendDateReferenceEnum_TradeDate
-- ^ Trade date of the swap
| DividendDateReferenceEnum_UnwindExDiv
-- ^ Pays a fraction of the total on each Unwind Trade
-- Settlement Date which occurs after the Dividend Ex
-- Date, until trade is fully unwound.
| DividendDateReferenceEnum_UnwindOrEquityExDiv
-- ^ Pays a fraction of the Dividend Amount on each Unwind
-- Trade Settlement Date which occurs after the Dividend
-- Ex Date, until position is fully unwound OR on the
-- next Equity Pay Date after the Dividend Pay Date.
-- This will be whichever date comes first or a
-- combination of both.
| DividendDateReferenceEnum_UnwindOrEquityPaid
-- ^ Pays a fraction of the Dividend Amount on each Unwind
-- Trade Settlement Date which occurs after the Dividend
-- Pay Date, until position is fully unwound OR on the
-- next Equity Pay Date after the Dividend Pay Date.
-- This will be whichever date comes first or a
-- combination of both.
| DividendDateReferenceEnum_UnwindOrInterestExDiv
-- ^ Pays a fraction of the Dividend Amount on each Unwind
-- Trade Settlement Date which occurs after the Dividend
-- Ex Date, until position is fully unwound OR on the
-- next Interest Pay Date after the Dividend Ex Date.
-- This will be whichever date comes first or a
-- combination of both.
| DividendDateReferenceEnum_UnwindOrInterestPaid
-- ^ Pays a fraction of the Dividend Amount on each Unwind
-- Trade Settlement Date which occurs after the Dividend
-- Pay Date, until position is fully unwound OR on the
-- next Interest Pay Date after the Dividend Pay Date.
-- This will be whichever date comes first or a
-- combination of both.
| DividendDateReferenceEnum_UnwindPaid
-- ^ Pays a fraction of the total on each Unwind Trade
-- Settlement Date which occurs after the Dividend Pay
-- Date, until trade is fully unwound.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the date on which
-- the receiver of the equity payout is entitled to the
-- dividend.
data DividendEntitlementEnum
= DividendEntitlementEnum_ExDate
-- ^ Dividend entitlement is on the dividend ex-date.
| DividendEntitlementEnum_RecordDate
-- ^ Dividend entitlement is on the dividend record date.
deriving (Eq, Ord, Show)
-- | 2002 ISDA Equity Derivatives Definitions: First
-- Period, Second Period |
data DividendPeriodEnum
= DividendPeriodEnum_FirstPeriod
-- ^ 2002 ISDA Equity Derivatives Definitions: First
-- Period means each period from, and including, one
-- Cash Settlement Payment Date or Settlement Date, as
-- the case may be, to, but excluding, the next
-- following Cash Settlement Payment Date or Settlement
-- Date, as the case may be, except that (i) the initial
-- Dividend Period will commence on, and include, the
-- Clearance System Business Day that is one Settlement
-- Cycle following the Trade Date and (ii) the final
-- Dividend Period will end on, but exclude, the final
-- Cash Settlement Payment Date or Settlement Date, as
-- the case may be.
| DividendPeriodEnum_SecondPeriod
-- ^ 2002 ISDA Equity Derivatives Definitions: Second
-- Period means each period from, but excluding, one
-- Valuation Date to, and including, the next Valuation
-- Date, except that (i) the initial Dividend Period
-- will commence on, but exclude, the Trade Date and
-- (ii) the final Dividend Period will end on, and
-- include, the final Valuation Date or, in respect of a
-- Physically-settled Forward Transaction to which
-- Variable Obligation is not applicable, the date that
-- is one Settlement Cycle prior to the Settlement Date.
deriving (Eq, Ord, Show)
-- | Identifies European Union Eligible Collateral Assets
-- classification categories based on EMIR Uncleared
-- Margin Rules. Eligible Collateral asset classes for
-- both initial margin (IM) and variation margin (VM)
-- posted and collected between specified entities.
-- Please note: EMIR regulation will detail which
-- eligible collateral assets classes apply to each type
-- of entity pairing (counterparty) and which apply to
-- posting of IM and VM.
data EU_EMIR_EligibleCollateralEnum
= EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeA
-- ^ Denotes Cash in the form of money credited to an
-- account in any currency, or similar claims for the
-- repayment of money, such as money market deposits.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeB
-- ^ Denotes gold in the form of allocated pure gold
-- bullion of recognised good delivery.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeC
-- ^ Denotes debt securities issued by Member States'
-- central governments or central banks.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeD
-- ^ Denotes debt securities issued by Member States'
-- regional governments or local authorities whose
-- exposures are treated as exposures to the central
-- government of that Member State in accordance with
-- Article 115(2) of Regulation (EU) No 575/2013.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeE
-- ^ Denotes debt securities issued by Member States'
-- public sector entities whose exposures are treated as
-- exposures to the central government, regional
-- government or local authority of that Member State in
-- accordance with Article 116(4) of Regulation (EU) No
-- 575/2013.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeF
-- ^ Denotes debt securities issued by Member States'
-- regional governments or local authorities other than
-- those referred to in (TypeD.)
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeG
-- ^ Denotes debt securities issued by Member States'
-- public sector entities other than those referred to
-- in (TypeE).
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeH
-- ^ Denotes debt securities issued by multilateral
-- development banks listed in Article 117(2) of
-- Regulation (EU) No 575/2013.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeI
-- ^ Denotes debt securities issued by the international
-- organisations listed in Article 118 of Regulation
-- (EU) No 575/2013.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeJ
-- ^ Denotes debt securities issued by third
-- countries' governments or central banks.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeK
-- ^ Denotes debt securities issued by third
-- countries' regional governments or local
-- authorities that meet the requirements of (TypeD) and
-- (TypeE).
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeL
-- ^ Denotes debt securities issued by third
-- countries' regional governments or local
-- authorities other than those referred to in (TypeD)
-- and (TypeE).
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeM
-- ^ Denotes debt securities issued by credit institutions
-- or investment firms including bonds referred to in
-- Article 52(4) of Directive 2009/65/EC of the European
-- Parliament and of the Council.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeN
-- ^ Denotes corporate bonds.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeO
-- ^ Denotes the most senior tranche of a securitisation,
-- as defined in Article 4(61) of Regulation (EU) No
-- 575/2013, that is not a re-securitisation as defined
-- in Article 4(63) of that Regulation.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeP
-- ^ Denotes convertible bonds provided that they can be
-- converted only into equities which are included in an
-- index specified pursuant to point (a) of Article 197
-- (8) of Regulation (EU) No 575/2013.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeQ
-- ^ Denotes equities included in an index specified
-- pursuant to point (a) of Article 197(8) of Regulation
-- (EU) No 575/2013.
| EU_EMIR_EligibleCollateralEnum_EU_EMIRTypeR
-- ^ Denotes shares or units in undertakings for
-- collective investments in transferable securities
-- (UCITS), provided that the conditions set out in
-- Article 5 of EU Regulation 2016/2251 are met.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the reference entity
-- types corresponding to a list of types defined in the
-- ISDA First to Default documentation.
data EntityTypeEnum
= EntityTypeEnum_Asian
-- ^ Entity Type of Asian.
| EntityTypeEnum_AustralianAndNewZealand
-- ^ Entity Type of Australian and New Zealand.
| EntityTypeEnum_EuropeanEmergingMarkets
-- ^ Entity Type of European Emerging Markets.
| EntityTypeEnum_Japanese
-- ^ Entity Type of Japanese.
| EntityTypeEnum_NorthAmericanHighYield
-- ^ Entity Type of North American High Yield.
| EntityTypeEnum_NorthAmericanInsurance
-- ^ Entity Type of North American Insurance.
| EntityTypeEnum_NorthAmericanInvestmentGrade
-- ^ Entity Type of North American Investment Grade.
| EntityTypeEnum_Singaporean
-- ^ Entity Type of Singaporean.
| EntityTypeEnum_WesternEuropean
-- ^ Entity Type of Western European.
| EntityTypeEnum_WesternEuropeanInsurance
-- ^ Entity Type of Western European Insurance.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to identify the type
-- of Equity.
data EquityTypeEnum
= EquityTypeEnum_NonConvertiblePreference
-- ^ Identifies an Equity of Non-Convertible Preference,
-- Shares which hold priority to receive capital return
-- in event of issuer liquidation.
| EquityTypeEnum_Ordinary
-- ^ Identifies an Equity of Common stocks and shares.
deriving (Eq, Ord, Show)
-- | The enumeration values to qualify the intent
-- associated with a transaction event.
data EventIntentEnum
= EventIntentEnum_Allocation
-- ^ The intent is to allocate one or more trades as part
-- of an allocated block trade.
| EventIntentEnum_CashFlow
-- ^ The intent is to designate a stand-alone cash
-- transfer as a result of Trade contracual terms e.g.
-- incurred by payout for instance a Performance Amount
-- or a Floating Rate Amount. The particular CashFlow at
-- stake shall be further specified in priceTransferEnum
-- or transferTypeEnum. For clarity, such intentEnum
-- value shall not be used whenever a cash transfer is
-- not stand-alone but is instead embedded in another
-- Event as part of the composable modelling e.g.
-- Decrease with Fees, Cross-Currency Notional Reset,
-- etc. or any other Event whenever including a cash
-- transfer with other features. For clarity, a
-- principal payment related to a Principal Exhange is
-- excluded as well, because a dedicated intentEnum
-- value exists for this event i.e. PrincipalExchange
-- value.
| EventIntentEnum_Clearing
-- ^ The intent is to clear the contract.
| EventIntentEnum_Compression
-- ^ The intent is to compress multiple trades as part of
-- a netting or compression event.
| EventIntentEnum_ContractFormation
-- ^ The intent is to form a contract from an execution.
| EventIntentEnum_ContractTermsAmendment
-- ^ The intent is to amend the terms of the contract
-- through renegotiation.
| EventIntentEnum_CorporateActionAdjustment
-- ^ The intent is to take into effect the occurrence of a
-- Corporate Action and the particular Corporate Action
-- at stake shall be further specified in
-- CorporateActionTypeEnum.
| EventIntentEnum_CreditEvent
-- ^ The intent is to take into effect the occurrence of a
-- Credit Event.
| EventIntentEnum_Decrease
-- ^ The intent is to Decrease the quantity or notional of
-- the contract.
| EventIntentEnum_EarlyTerminationProvision
-- ^ The intent is to fully unwind the Trade, as a result
-- of the application of Trade contractual terms (e.g.
-- an obligation to do so before Termination Date as
-- part of any kind of Early Termination terms) as
-- defined within the CDM EarlyTerminationProvision data
-- type. Accordingly, increase and decrease of positions
-- which result from negotiation by the parties shall
-- not be designated by such intentEnum. For clarity,
-- partial exercise of an option before its expiration
-- date is excluded as well, though related to Trade
-- contract terms, because a dedicated intentEnum value
-- exists for this event i.e. OptionExercise value.
| EventIntentEnum_Increase
-- ^ The intent is to Increase the quantity or notional of
-- the contract.
| EventIntentEnum_IndexTransition
-- ^ The intent is to replace an interest rate index by
-- another one during the life of a trade and add a
-- transition spread on top of this index (and on top of
-- the spreads already defined in the trade, if any).
| EventIntentEnum_NotionalReset
-- ^ The intent is to increase or to decrease the notional
-- of the Trade, in accordance with Notional Reset
-- features e.g. could apply for Cross Currency Swaps,
-- Equity Performance Swaps, etc.
| EventIntentEnum_NotionalStep
-- ^ The intent is to increase or to decrease the notional
-- of the Trade, in accordance with Step features
-- attached to a Payout Quantity.
| EventIntentEnum_Novation
-- ^ The intent is to novate the contract.
| EventIntentEnum_ObservationRecord
-- ^ The intent is to record any kind of stand-alone
-- obervervations e.g. internal data recording, usage of
-- CDM for recording and/or exchanging data as part of
-- pricing 'consensus' processing, etc. For
-- clarity, such intentEnum value shall not be used
-- whenever an observation is not stand-alone but is
-- instead embedded in another Event as part of the
-- composable modelling e.g. CashFlow to which an
-- observation of prices is associated, etc.
| EventIntentEnum_OptionExercise
-- ^ The intent is to Exercise a contract that is made of
-- one or several option payout legs. For clarity, such
-- intentEnum value shall not be used whenever an
-- optional right is exercised in relation with a Trade
-- which composition includes other types of payout legs
-- e.g. right to call or to cancel before Termination
-- Date as part of any kind of Early Termination terms
-- other than genuine bermuda or american style features
-- described in option payout.
| EventIntentEnum_OptionalCancellation
-- ^ The intent is to cancel the trade through exercise of
-- an optional right as defined within the CDM
-- OptionProvision data type.
| EventIntentEnum_OptionalExtension
-- ^ The intent is to extend the trade through exercise of
-- an optional right as defined within the CDM
-- OptionProvision data type.
| EventIntentEnum_PortfolioRebalancing
-- ^ The intent is to rebalance a portfolio, by inserting
-- new derivatives transactions into portfolios of
-- participants to reduce risks linked to those trades.
-- These are offsetting trades that rebalance
-- relationships between different counterparties when
-- it comes to exposure of portfolios to certain types
-- of risk, such as interest rate risk.
| EventIntentEnum_PrincipalExchange
-- ^ The intent is to pay or to receive a cash transfer,
-- in accordance with Principal Exchange features.
| EventIntentEnum_Reallocation
-- ^ The intent is to reallocate one or more trades as
-- part of an allocated block trade.
| EventIntentEnum_Repurchase
-- ^ The intent is to close a repo transaction through
-- repurchase.
deriving (Eq, Ord, Show)
-- | The enumeration values to qualify the timestamps that
-- can be associated with a lifecycle event. The reason
-- for such approach is that the experience of
-- integrating the DTCC and CME data representations
-- suggests that a wide set of timestamps are currently
-- utilized among service providers, while there is not
-- at present an objective set of criteria that could
-- help suggest a defined set of timestamps as part of
-- the CDM. Implementers are expected to evaluate the
-- current enumeration values to determine whether those
-- meet their requirements. If not, they are expected to
-- engage with the CDM team to evaluate the addition of
-- further value(s) to this enumeration, which will then
-- participate to the development of a compendium for
-- further evaluation at a later point in order to
-- determine whether this modeling is appropriate.
data EventTimestampQualificationEnum
= EventTimestampQualificationEnum_clearingConfirmationDateTime
-- ^ The date and time on which trade was confirmed as
-- cleared.
| EventTimestampQualificationEnum_clearingDateTime
-- ^ The date and time on the trade was cleared.
| EventTimestampQualificationEnum_clearingReceiptDateTime
-- ^ The date and time on which trade was received by
-- Clearing Body.
| EventTimestampQualificationEnum_clearingSubmissionDateTime
-- ^ The date and time on which the event was submitted
-- for clearing.
| EventTimestampQualificationEnum_confirmationDateTime
-- ^ The date and time on which the event was confirmed.
| EventTimestampQualificationEnum_eventCreationDateTime
-- ^ The date and time on which the event was created.
| EventTimestampQualificationEnum_eventExpirationDateTime
-- ^ The date and time on which the event will be
-- considered expired.
| EventTimestampQualificationEnum_eventProcessingDateTime
-- ^ The date and time on which the event was processed.
| EventTimestampQualificationEnum_eventSentDateTime
-- ^ The date and time on which the event was sent.
| EventTimestampQualificationEnum_eventSubmittedDateTime
-- ^ The date and time on which the event was submitted.
| EventTimestampQualificationEnum_executionDateTime
-- ^ The date and time on which the trade execution was
-- performed.
| EventTimestampQualificationEnum_transactionCreationDateTime
-- ^ The date and time on which the transaction has been
-- created. This timestamp is specified as such by the
-- CME ClearPort Matched IRS Trade submission API
-- specification: 'The transaction date time of the
-- trade. Represents the date & time on which the
-- trade was initially generated either by CME Clearing
-- or firm. The transaction date time may be assigned by
-- CME Clearing at the point the trade is reported as
-- cleared. Transaction date time can also be provided
-- by an external submitter of the trade at the point
-- the trade is submitted.'
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the Execution
-- Location of a Security Agreement
data ExecutionLocationEnum
= ExecutionLocationEnum_ExecutedInBelgium
-- ^ The Agreement was executed outside of Belgium
| ExecutionLocationEnum_ExecutedOutsideBelgium
-- ^ The Agreement was executed outside of Belgium
| ExecutionLocationEnum_OtherLocation
-- ^ An alternative approach is described in the document
-- as follows.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify how a contract has
-- been executed, e.g. electronically, verbally, ...
data ExecutionTypeEnum
= ExecutionTypeEnum_Electronic
-- ^ Execution via electronic execution facility,
-- derivatives contract market, or other electronic
-- message such as an instant message.
| ExecutionTypeEnum_OffFacility
-- ^ Bilateral execution between counterparties not
-- pursuant to the rules of a SEF or DCM.
| ExecutionTypeEnum_OnVenue
-- ^ Execution via a platform that may or may not be
-- covered by a regulatory defintion. OnVenue is
-- intended to distinguish trades executed on a trading
-- platform from those executed via phone, email or
-- messaging apps. The role and details of the venue are
-- included in the party attribute of the trade. The
-- general rule is that if the parties utilitzed the
-- services of the platform to execute the trade then it
-- would be considered OnVenue.
deriving (Eq, Ord, Show)
-- | Defines the principal party to the trade that has the
-- right to exercise.
data ExerciseNoticeGiverEnum
= ExerciseNoticeGiverEnum_AsSpecifiedInMasterAgreement
-- ^ Specifies that the Master Agreement defines the
-- principal party to the trade that has the right to
-- exercise.
| ExerciseNoticeGiverEnum_Both
-- ^ Specifies that both the option buyer and option
-- seller has the right to exercise.
| ExerciseNoticeGiverEnum_Buyer
-- ^ Specifies that only the option buyer has the right to
-- exercise.
| ExerciseNoticeGiverEnum_Seller
-- ^ Specifies that only the option seller has the right
-- to exercise.
deriving (Eq, Ord, Show)
-- | The time of day at which the equity option expires,
-- for example the official closing time of the
-- exchange.
data ExpirationTimeTypeEnum
= ExpirationTimeTypeEnum_AsSpecifiedInMasterConfirmation
-- ^ The time is determined as provided in the relevant
-- Master Confirmation.
| ExpirationTimeTypeEnum_Close
-- ^ The official closing time of the exchange on the
-- valuation date.
| ExpirationTimeTypeEnum_DerivativesClose
-- ^ The official closing time of the derivatives exchange
-- on which a derivative contract is listed on that
-- security underlyer.
| ExpirationTimeTypeEnum_OSP
-- ^ The time at which the official settlement price is
-- determined.
| ExpirationTimeTypeEnum_Open
-- ^ The official opening time of the exchange on the
-- valuation date.
| ExpirationTimeTypeEnum_SpecificTime
-- ^ The time specified in the element
-- equityExpirationTime or valuationTime (as
-- appropriate)
| ExpirationTimeTypeEnum_XETRA
-- ^ The time at which the official settlement price
-- (following the auction by the exchange) is determined
-- by the exchange.
deriving (Eq, Ord, Show)
-- | Specifies the fallback provisions in respect to the
-- applicable Futures Price Valuation.
data FPVFinalPriceElectionFallbackEnum
= FPVFinalPriceElectionFallbackEnum_FPVClose
-- ^ In respect of the Early Final Valuation Date, the
-- provisions for FPV Close shall apply.
| FPVFinalPriceElectionFallbackEnum_FPVHedgeExecution
-- ^ In respect of the Early Final Valuation Date, the
-- provisions for FPV Hedge Execution shall apply.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify an event that has
-- given rise to a fee.
data FeeTypeEnum
= FeeTypeEnum_Assignment
-- ^ A cash flow resulting from the assignment of a
-- contract to a new counterparty.
| FeeTypeEnum_BrokerageCommission
-- ^ The brokerage commission.
| FeeTypeEnum_CorporateAction
-- ^ A cash flow associated with a corporate action
| FeeTypeEnum_CreditEvent
-- ^ A cash flow associated with a credit event.
| FeeTypeEnum_Increase
-- ^ A cash flow associated with an increase lifecycle
-- event.
| FeeTypeEnum_Novation
-- ^ The novation fee.
| FeeTypeEnum_PartialTermination
-- ^ A cash flow associated with a partial termination
-- lifecycle event.
| FeeTypeEnum_Premium
-- ^ Denotes the amount payable by the buyer to the seller
-- for an option. The premium is paid on the specified
-- premium payment date or on each premium payment date
-- if specified.
| FeeTypeEnum_Renegotiation
-- ^ A cash flow associated with a renegotiation lifecycle
-- event.
| FeeTypeEnum_Termination
-- ^ A cash flow associated with a termination lifecycle
-- event.
| FeeTypeEnum_Upfront
-- ^ An upfront cashflow associated to the swap to adjust
-- for a difference between the swap price and the
-- current market price.
deriving (Eq, Ord, Show)
-- | To be specified only for products that embed a
-- redemption payment.
data FinalPrincipalExchangeCalculationEnum
= FinalPrincipalExchangeCalculationEnum_Floored
-- ^ If Floored is set then Principal Exchange takes the
-- form: Notional Amount * Max(1, Index Final/ Index
-- Base).
| FinalPrincipalExchangeCalculationEnum_NonFloored
-- ^ If NonFloored is set then the Principal Exchange
-- takes the form: Notional Amount * Index Final / Index
-- Base.
deriving (Eq, Ord, Show)
-- | Provides enumerated values for financial units,
-- generally used in the context of defining quantities
-- for securities.
data FinancialUnitEnum
= FinancialUnitEnum_Contract
-- ^ Denotes financial contracts, such as listed futures
-- and options.
| FinancialUnitEnum_ContractualProduct
-- ^ Denotes a Contractual Product as defined in the CDM.
-- This unit type would be used when the price applies
-- to the whole product, for example, in the case of a
-- premium expressed as a cash amount.
| FinancialUnitEnum_IndexUnit
-- ^ Denotes a price expressed in index points, e.g. for a
-- stock index.
| FinancialUnitEnum_LogNormalVolatility
-- ^ Denotes a log normal volatility, expressed in
-- %/month, where the percentage is represented as a
-- decimal. For example, 0.15 means a log-normal
-- volatility of 15% per month.
| FinancialUnitEnum_Share
-- ^ Denotes the number of units of financial stock
-- shares.
| FinancialUnitEnum_ValuePerDay
-- ^ Denotes a value (expressed in currency units) for a
-- one day change in a valuation date, which is
-- typically used for expressing sensitivity to the
-- passage of time, also known as theta risk, or carry,
-- or other names.
| FinancialUnitEnum_ValuePerPercent
-- ^ Denotes a value (expressed in currency units) per
-- percent change in the underlying rate which is
-- typically used for expressing sensitivity to
-- volatility changes, also known as vega risk.
| FinancialUnitEnum_Weight
-- ^ Denotes a quantity (expressed as a decimal value)
-- represented the weight of a component in a basket.
deriving (Eq, Ord, Show)
-- | 3rd level ISDA FRO category.
data FloatingRateIndexCalculationMethodEnum
= FloatingRateIndexCalculationMethodEnum_AllInCompounded
| FloatingRateIndexCalculationMethodEnum_Average
-- ^ A calculation methodology using the arithmetic mean.
| FloatingRateIndexCalculationMethodEnum_Compounded
| FloatingRateIndexCalculationMethodEnum_OISCompound
-- ^ A calculation methodology using the ISDA-defined OIS
-- compounding formula.
deriving (Eq, Ord, Show)
-- | Top level ISDA FRO category.
data FloatingRateIndexCategoryEnum
= FloatingRateIndexCategoryEnum_Calculated
-- ^ The rate is calculated by the calculation agents from
-- multiple observations.
| FloatingRateIndexCategoryEnum_ReferenceBanks
-- ^ The rate is obtained by polling several other banks.
| FloatingRateIndexCategoryEnum_ScreenRate
-- ^ The rate is observed directly from a screen.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the list of floating
-- rate index.
data FloatingRateIndexEnum
= FloatingRateIndexEnum_AED_EBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AED_EIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_AUD_AONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_AUD_AONIA_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_AONIA_OIS_COMPOUND_SwapMarker
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_AONIA_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_AUD_BBR_AUBBSW
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_BBR_BBSW
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_BBR_BBSW_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_BBR_BBSY__BID_
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_BBR_ISDC
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_BBSW
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_AUD_BBSW_Quarterly_Swap_Rate_ICAP
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_AUD_BBSW_Semi_Annual_Swap_Rate_ICAP
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_AUD_BBSY_Bid
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_AUD_LIBOR_BBA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_LIBOR_BBA_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_LIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_Quarterly_Swap_Rate_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_Quarterly_Swap_Rate_ICAP_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_Semi_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_Semi_annual_Swap_Rate_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_AUD_Swap_Rate_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_BRL_CDI
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CAD_BA_CDOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_BA_CDOR_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_BA_ISDD
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_BA_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_BA_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_BA_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_CDOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CAD_CORRA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_CAD_CORRA_CanDeal_TMX_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_CAD_CORRA_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_CAD_CORRA_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_CORRA_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_CAD_ISDA_Swap_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_LIBOR_BBA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_LIBOR_BBA_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_LIBOR_BBA_SwapMarker
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_LIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_REPO_CORRA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_TBILL_ISDD
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_TBILL_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_TBILL_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CAD_TBILL_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_3M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_6M_LIBORSWAP_CME_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_6M_LIBOR_SWAP_CME_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_Annual_Swap_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_Annual_Swap_Rate_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_Basis_Swap_3m_vs_6m_LIBOR_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_ISDAFIX_Swap_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_LIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_LIBOR_BBA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_LIBOR_BBA_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_LIBOR_ISDA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_LIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_OIS_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_Average_12M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_Average_1M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_Average_1W
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_Average_2M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_Average_3M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_Average_6M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_Average_9M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_SARON_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CHF_TOIS_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CHF_USD_Basis_Swaps_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CLP_ICP
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CLP_TNA
-- ^ Refers to the Indice Camara Promedio ('ICP')
-- rate for Chilean Pesos which, for a Reset Date, is
-- determined and published by the Asociacion de Bancos
-- e Instituciones Financieras de Chile A.G.
-- ('ABIF') in accordance with the
-- 'Reglamento Indice de Camara Promedio' of the
-- ABIF as published in the Diario Oficial de la
-- Republica de Chile (the 'ICP Rules') and
-- which is reported on the ABIF website by not later
-- than 10:00 a.m., Santiago time, on that Reset Date.
| FloatingRateIndexEnum_CL_CLICP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNH_HIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CNH_HIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNH_HIBOR_TMA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNY_7_Repo_Compounding_Date
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNY_CNREPOFIX_CFXS_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNY_Deposit_Rate
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CNY_Fixing_Repo_Rate
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CNY_LPR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CNY_PBOCB_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNY_Quarterly_7D_Repo_NDS_Rate_Tradition
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNY_Quarterly_7_day_Repo_Non_Deliverable_Swap_Rate_TRADITION_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNY_SHIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CNY_SHIBOR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CNY_SHIBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction..
| FloatingRateIndexEnum_CNY_Semi_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNY_Semi_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CNY_Shibor_OIS_Compounding
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_COP_IBR_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_COP_IBR_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CZK_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CZK_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CZK_CZEONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CZK_CZEONIA_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CZK_PRIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_CZK_PRIBOR_PRBO
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_CZK_PRIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_DKK_CIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_DKK_CIBOR2
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_DKK_CIBOR2_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_DKK_CIBOR2_DKNA13
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_DKK_CIBOR_DKNA13
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_DKK_CIBOR_DKNA13_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_DKK_CIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_DKK_CITA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_DKK_CITA_DKNA14_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_DKK_DESTR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_DKK_DESTR_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_DKK_DESTR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_DKK_DKKOIS_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_DKK_Tom_Next_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_3M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_3M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_6M_EURIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_6M_EURIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_10_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_10_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_10_00_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_10_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_10_00_SwapMarker
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_10_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_11_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_11_00_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_11_00_SwapMarker
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_3_Month
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_3_Month_SwapMarker
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_4_15_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_Basis_Swap_EONIA_vs_3m_EUR_IBOR_Swap_Rates_A_360_10_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_CNO_TEC10
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_AVERAGE_1
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_Average
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_OIS_10_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_OIS_10_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_OIS_10_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_OIS_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_OIS_4_15_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_OIS_COMPOUND_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EONIA_Swap_Index
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_Act_365
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_Act_365_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_Annual_Bond_Swap_vs_1m_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_Basis_Swap_1m_vs_3m_Euribor_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_Basis_Swap_3m_vs_6m_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_ICE_Swap_Rate_11_00
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_ICE_Swap_Rate_12_00
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURIBOR_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURONIA_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EURONIA_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_Average_12M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_Average_1M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_Average_1W
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_Average_3M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_Average_6M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_FTSE_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_ICE_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_ICE_Compounded_Index_0_Floor
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_ICE_Compounded_Index_0_Floor_2D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_ICE_Compounded_Index_0_Floor_5D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_ICE_Compounded_Index_2D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_ICE_Compounded_Index_5D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_EuroSTR_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_ISDA_EURIBOR_Swap_Rate_11_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_ISDA_EURIBOR_Swap_Rate_12_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_ISDA_LIBOR_Swap_Rate_10_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_ISDA_LIBOR_Swap_Rate_11_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_LIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_EUR_LIBOR_BBA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_LIBOR_BBA_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_LIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_TAM_CDC
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_TEC10_CNO
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_TEC10_CNO_SwapMarker
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_TEC10_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_TEC5_CNO
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_TEC5_CNO_SwapMarker
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_TEC5_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_TMM_CDC_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_EUR_USD_Basis_Swaps_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_6M_LIBOR_SWAP_EUREX_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_ISDA_Swap_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_LIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_GBP_LIBOR_BBA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_LIBOR_BBA_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_LIBOR_ICE_Swap_Rate
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_GBP_LIBOR_ISDA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_LIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_RONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_GBP_RONIA_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_FTSE_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_ICE_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_ICE_Compounded_Index_0_Floor
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_ICE_Compounded_Index_0_Floor_2D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_ICE_Compounded_Index_0_Floor_5D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_ICE_Compounded_Index_2D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_ICE_Compounded_Index_5D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_ICE_Swap_Rate
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_ICE_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_OIS_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_OIS_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_OIS_4_15_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_GBP_SONIA_Swap_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_Semi_Annual_Swap_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_Semi_Annual_Swap_Rate_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_Semi_Annual_Swap_Rate_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_Semi_Annual_Swap_Rate_4_15_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_Semi_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_Semi_Annual_Swap_Rate_SwapMarker26
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_UK_Base_Rate
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_GBP_USD_Basis_Swaps_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_WMBA_RONIA_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GBP_WMBA_SONIA_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GRD_ATHIBOR_ATHIBOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GRD_ATHIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GRD_ATHIBOR_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GRD_ATHIMID_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_GRD_ATHIMID_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_HIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_HKD_HIBOR_HIBOR_
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_HIBOR_HIBOR_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_HIBOR_HKAB
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_HIBOR_HKAB_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_HIBOR_ISDC
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_HIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_HONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_HKD_HONIA_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_HKD_HONIX_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_ISDA_Swap_Rate_11_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_ISDA_Swap_Rate_4_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_Quarterly_Annual_Swap_Rate_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_Quarterly_Annual_Swap_Rate_4_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_Quarterly_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_Quarterly_Quarterly_Swap_Rate_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_Quarterly_Quarterly_Swap_Rate_4_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HKD_Quarterly_Quarterly_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HUF_BUBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_HUF_BUBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HUF_BUBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_HUF_HUFONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_HUF_HUFONIA_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_IDR_IDMA_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_IDR_IDRFIX
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_IDR_JIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_IDR_JIBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_IDR_SBI_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_IDR_SOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_IDR_SOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_IDR_SOR_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_IDR_Semi_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_IDR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_IDR_Semi_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ILS_SHIR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_ILS_SHIR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_ILS_TELBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_ILS_TELBOR01_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ILS_TELBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_BMK
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_CMT
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_FBIL_MIBOR_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_INBMK_REUTERS
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_MIBOR_OIS
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_INR_MIBOR_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_MIBOR_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_INR_MIFOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_INR_MIOIS
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_MITOR_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_Modified_MIFOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_INR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_Semi_Annual_Swap_Rate_11_30_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_Semi_Annual_Swap_Rate_Non_deliverable_16_00_Tullett_Prebon
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_INR_Semi_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ISK_REIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_ISK_REIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ISK_REIBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_Annual_Swap_Rate_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_Annual_Swap_Rate_3_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_BBSF_Bloomberg_10_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_BBSF_Bloomberg_15_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_Euroyen_TIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_JPY_ISDA_Swap_Rate_10_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_ISDA_Swap_Rate_15_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_LIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_JPY_LIBOR_BBA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_LIBOR_BBA_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_LIBOR_FRASETT
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_LIBOR_ISDA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_LIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_LIBOR_TSR_10_00
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_JPY_LIBOR_TSR_15_00
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_JPY_LTPR_MHBK
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_JPY_LTPR_MHCB
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_LTPR_TBC
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_MUTANCALL_TONAR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_OIS_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_OIS_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_OIS_3_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_Quoting_Banks_LIBOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_STPR_Quoting_Banks
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_17096
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_17097
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_DTIBOR01
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_TIBM
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_TIBM_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_TIBM__10_Banks_
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_TIBM__5_Banks_
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_TIBM__All_Banks_
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_TIBM__All_Banks__Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TIBOR_ZTIBOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TONA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_Average_180D
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_Average_30D
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_Average_90D
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_ICE_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_ICE_Compounded_Index_0_Floor
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_ICE_Compounded_Index_0_Floor_2D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_ICE_Compounded_Index_0_Floor_5D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_ICE_Compounded_Index_2D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_ICE_Compounded_Index_5D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_TSR_10_00
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TONA_TSR_15_00
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TORF_QUICK
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_JPY_TSR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TSR_Reuters_10_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TSR_Reuters_15_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TSR_Telerate_10_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_TSR_Telerate_15_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_JPY_USD_Basis_Swaps_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_KRW_Bond_3222
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_KRW_CD_3220
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_KRW_CD_91D
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_KRW_CD_KSDA_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_KRW_KOFR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_KRW_KOFR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_KRW_Quarterly_Annual_Swap_Rate_3_30_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_MXN_TIIE
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_MXN_TIIE_Banxico
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_MXN_TIIE_Banxico_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_MXN_TIIE_Banxico_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_MXN_TIIE_ON
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_MXN_TIIE_ON_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_MXN_TIIE_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_MYR_KLIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_MYR_KLIBOR_BNM
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_MYR_KLIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_MYR_MYOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_MYR_MYOR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_MYR_Quarterly_Swap_Rate_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_MYR_Quarterly_Swap_Rate_TRADITION_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NOK_NIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_NOK_NIBOR_NIBR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NOK_NIBOR_NIBR_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NOK_NIBOR_NIBR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NOK_NIBOR_OIBOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NOK_NIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NOK_NOWA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_NOK_NOWA_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_NZD_BBR_BID
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NZD_BBR_FRA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NZD_BBR_ISDC
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NZD_BBR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NZD_BBR_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NZD_BKBM_Bid
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_NZD_BKBM_FRA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_NZD_BKBM_FRA_Swap_Rate_ICAP
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_NZD_NZIONA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_NZD_NZIONA_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NZD_NZIONA_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_NZD_Semi_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NZD_Semi_Annual_Swap_Rate_BGCANTOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NZD_Swap_Rate_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_NZD_Swap_Rate_ICAP_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PHP_PHIREF
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_PHP_PHIREF_BAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PHP_PHIREF_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PHP_PHIREF_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PHP_Semi_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PHP_Semi_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PLN_POLONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_PLN_POLONIA_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PLN_POLONIA_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_PLN_WIBID
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_PLN_WIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_PLN_WIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PLN_WIBOR_WIBO
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PLN_WIRON
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_PLN_WIRON_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_PLZ_WIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_PLZ_WIBOR_WIBO
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_REPOFUNDS_RATE_FRANCE_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_REPOFUNDS_RATE_GERMANY_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_REPOFUNDS_RATE_ITALY_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RON_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RON_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RON_RBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RON_ROBID
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_RON_ROBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_RUB_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RUB_Annual_Swap_Rate_12_45_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RUB_Annual_Swap_Rate_4_15_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RUB_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RUB_Annual_Swap_Rate_TRADITION_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RUB_Key_Rate_CBRF
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_RUB_MOSPRIME_NFEA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RUB_MOSPRIME_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RUB_MosPrime
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_RUB_RUONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_RUB_RUONIA_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_RUB_RUONIA_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_SAR_SAIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_SAR_SRIOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SAR_SRIOR_SUAA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SEK_Annual_Swap_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SEK_Annual_Swap_Rate_SESWFI
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SEK_SIOR_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SEK_STIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_SEK_STIBOR_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SEK_STIBOR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_SEK_STIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SEK_STIBOR_SIDE
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SEK_SWESTR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_SEK_SWESTR_Average_1M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_SEK_SWESTR_Average_1W
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_SEK_SWESTR_Average_2M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_SEK_SWESTR_Average_3M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_SEK_SWESTR_Average_6M
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_SEK_SWESTR_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_SEK_SWESTR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_SGD_SIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_SGD_SIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SIBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SIBOR_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SONAR_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SONAR_OIS_VWAP_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_SGD_SORA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_SGD_SORA_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SORA_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_SGD_SOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SOR_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SOR_VWAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_SOR_VWAP_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Currency_Basis_Swap_Rate_11_00_Tullett_Prebon
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Currency_Basis_Swap_Rate_16_00_Tullett_Prebon
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Swap_Rate_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Swap_Rate_11_00_Tullett_Prebon
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Swap_Rate_16_00_Tullett_Prebon
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Swap_Rate_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Swap_Rate_ICAP_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SGD_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SKK_BRIBOR_BRBO
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SKK_BRIBOR_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SKK_BRIBOR_NBSK07
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_SKK_BRIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_THB_SOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_THB_SOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_THB_SOR_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_THB_Semi_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_THB_Semi_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_THB_THBFIX
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_THB_THBFIX_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_THB_THBFIX_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_THB_THOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_THB_THOR_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_THB_THOR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_TRY_Annual_Swap_Rate_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TRY_Annual_Swap_Rate_11_15_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TRY_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TRY_Semi_Annual_Swap_Rate_TRADITION_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TRY_TLREF
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_TRY_TLREF_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TRY_TLREF_OIS_Compound_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_TRY_TRLIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_TRY_TRYIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TRY_TRYIBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TWD_Quarterly_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TWD_Quarterly_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TWD_Reference_Dealers
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TWD_Reuters_6165
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TWD_TAIBIR01
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_TWD_TAIBIR02
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_TWD_TAIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_TWD_TAIBOR_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TWD_TAIBOR_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TWD_TWCPBA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_TWD_Telerate_6165
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_UK_Base_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_3M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_6M_LIBOR_SWAP_CME_vs_LCH_ICAP_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_AMERIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_AMERIBOR_Average_30D
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_AMERIBOR_Average_90D
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_AMERIBOR_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_AMERIBOR_Term_Structure
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_AXI_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Annual_Swap_Rate_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Annual_Swap_Rate_4_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_BA_H_15
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_BA_Reference_Dealers
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_BMA_Municipal_Swap_Index
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_BSBY
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_CD_H_15
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_CD_Reference_Dealers
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_CMS_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_CMS_Reference_Banks_ICAP_SwapPX
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_CMS_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_CMS_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_CMT
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_CMT_Average_1W
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_CMT_T7051
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_CMT_T7052
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_COF11_FHLBSF
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_COF11_Reuters
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_COF11_Telerate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_COFI
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_CP_H_15
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_CP_Money_Market_Yield
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_CP_Reference_Dealers
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_CRITR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_FFCB_DISCO
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_FXI_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_Federal_Funds
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_Federal_Funds_H_15
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Federal_Funds_H_15_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Federal_Funds_H_15_OIS_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Federal_Funds_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_Federal_Funds_Reference_Dealers
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_ISDAFIX3_Swap_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_ISDAFIX3_Swap_Rate_3_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_ISDA_Swap_Rate
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_ISDA_Swap_Rate_3_00
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_LIBOR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_LIBOR_BBA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_LIBOR_BBA_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_LIBOR_ICE_Swap_Rate_11_00
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_LIBOR_ICE_Swap_Rate_15_00
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_LIBOR_ISDA
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_LIBOR_LIBO
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_LIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Municipal_Swap_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_Municipal_Swap_Libor_Ratio_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Municipal_Swap_Rate_11_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_OIS_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_OIS_11_00_LON_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_OIS_11_00_NY_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_OIS_11_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_OIS_3_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_OIS_3_00_NY_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_OIS_4_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Overnight_Bank_Funding_Rate
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_Prime
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_Prime_H_15
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Prime_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_SIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_SIBOR_SIBO
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_SIFMA_Municipal_Swap_Index
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_SOFR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_Average_180D
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_Average_30D
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_Average_90D
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_CME_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_COMPOUND
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_ICE_Compounded_Index
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_ICE_Compounded_Index_0_Floor
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_ICE_Compounded_Index_0_Floor_2D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_ICE_Compounded_Index_0_Floor_5D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_ICE_Compounded_Index_2D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_ICE_Compounded_Index_5D_Lag
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_ICE_Swap_Rate
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix and 2006 ISDA Definitions,
-- Section 7.1 Rate Options, as amended and supplemented
-- through the date on which parties enter into the
-- relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_ICE_Term
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_SOFR_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_S_P_Index_High_Grade
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_SandP_Index_High_Grade
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_Swap_Rate_BCMP1
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_TBILL_Auction_High_Rate
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_TBILL_H_15
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_TBILL_H_15_Bloomberg
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_TBILL_Secondary_Market
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_TBILL_Secondary_Market_Bond_Equivalent_Yield
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_USD_TIBOR_ISDC
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_TIBOR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Treasury_19901_3_00_ICAP
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Treasury_Rate_BCMP1
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Treasury_Rate_ICAP_BrokerTec
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Treasury_Rate_SwapMarker100
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Treasury_Rate_SwapMarker99
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Treasury_Rate_T19901
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_USD_Treasury_Rate_T500
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_VND_Semi_Annual_Swap_Rate_11_00_BGCANTOR
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_VND_Semi_Annual_Swap_Rate_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_DEPOSIT_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_DEPOSIT_SAFEX
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_JIBAR
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_ZAR_JIBAR_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_JIBAR_SAFEX
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_PRIME_AVERAGE
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_PRIME_AVERAGE_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_Prime_Average_1
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_ZAR_Quarterly_Swap_Rate_1_00_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_Quarterly_Swap_Rate_5_30_TRADITION
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_Quarterly_Swap_Rate_TRADITION_Reference_Banks
-- ^ Per 2006 ISDA Definitions or Annex to the 2000 ISDA
-- Definitions, Section 7.1 Rate Options, as amended and
-- supplemented through the date on which parties enter
-- into the relevant transaction.
| FloatingRateIndexEnum_ZAR_ZARONIA
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
| FloatingRateIndexEnum_ZAR_ZARONIA_OIS_Compound
-- ^ Per 2021 ISDA Interest Rate Derivatives Definitions
-- Floating Rate Matrix, as amended through the date on
-- which parties enter into the relevant transaction.
deriving (Eq, Ord, Show)
-- | This enumeration provides guidance on how to process
-- a given floating rate index. It's based on the
-- ISDA Floating Rate Index information, but transforms
-- it into the specific categories needed for
-- calculation
data FloatingRateIndexProcessingTypeEnum
= FloatingRateIndexProcessingTypeEnum_CompoundIndex
-- ^ A published index calculated using compounding; the
-- implied rate must be backed out.
| FloatingRateIndexProcessingTypeEnum_Modular
-- ^ These are calculated by the calculation agent based
-- on deal-specific parameters (e.g. lookback compound
-- based on an RFR).
| FloatingRateIndexProcessingTypeEnum_OIS
-- ^ These are calculated by the calculation agent based
-- on a standard OIS FRO definition.
| FloatingRateIndexProcessingTypeEnum_OvernightAvg
-- ^ These are calculated by the calculation agent based
-- on a standard overnight averaging FRO definition.
| FloatingRateIndexProcessingTypeEnum_RefBanks
-- ^ These must be looked up using a manual process
| FloatingRateIndexProcessingTypeEnum_Screen
-- ^ These values are just looked up from the screen and
-- applied.
deriving (Eq, Ord, Show)
-- | Second level ISDA FRO category.
data FloatingRateIndexStyleEnum
= FloatingRateIndexStyleEnum_AverageFRO
-- ^ An ISDA-defined calculated rate done using arithmetic
-- averaging.
| FloatingRateIndexStyleEnum_CompoundedFRO
-- ^ An ISDA-defined calculated rate done using arithmetic
-- averaging.
| FloatingRateIndexStyleEnum_CompoundedIndex
-- ^ A published index calculated using compounding.
| FloatingRateIndexStyleEnum_Index
-- ^ A published index using a methodology defined by the
-- publisher, e.g. S&P 500.
| FloatingRateIndexStyleEnum_Other
| FloatingRateIndexStyleEnum_Overnight
| FloatingRateIndexStyleEnum_PublishedAverage
-- ^ A published rate computed using an averaging
-- methodology.
| FloatingRateIndexStyleEnum_SpecifiedFormula
| FloatingRateIndexStyleEnum_SwapRate
-- ^ A rate representing the market rate for swaps of a
-- given maturity.
| FloatingRateIndexStyleEnum_TermRate
-- ^ A rate specified over a given term, such as a
-- libor-type rate.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to identify the fund
-- product type.
data FundProductTypeEnum
= FundProductTypeEnum_ExchangeTradedFund
-- ^ Denotes an investment fund consisting of stocks,
-- bonds, and/or other assets that is passively managed
-- and traded on a stock exchange.
| FundProductTypeEnum_MoneyMarketFund
-- ^ Denotes a fund that invests only in highly liquid
-- near-term instruments such as cash, cash equivalent
-- securities, and high credit rating debt instruments
-- with a short-term maturity.
| FundProductTypeEnum_MutualFund
-- ^ Denotes an investment fund consisting of stocks,
-- bonds, and/or other assets that is actively managed
-- and can only be purchased or sold through the
-- investment manager.
| FundProductTypeEnum_OtherFund
-- ^ Denotes a fund that is not an Exchange Traded Fund,
-- Money Market Fund or Mutual Fund.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the law governing
-- the contract or legal document.
data GoverningLawEnum
= GoverningLawEnum_AsSpecifiedInMasterAgreement
-- ^ The Governing Law is determined by reference to the
-- relevant master agreement.
| GoverningLawEnum_BE
-- ^ Belgian law
| GoverningLawEnum_CAAB
-- ^ Alberta law
| GoverningLawEnum_CABC
-- ^ British Columbia Law
| GoverningLawEnum_CAMN
-- ^ Manitoba law
| GoverningLawEnum_CAON
-- ^ Ontario law
| GoverningLawEnum_CAQC
-- ^ Quebec law
| GoverningLawEnum_DE
-- ^ German law
| GoverningLawEnum_FR
-- ^ French law
| GoverningLawEnum_GBEN
-- ^ English law
| GoverningLawEnum_GBGY
-- ^ The law of the island of Guernsey
| GoverningLawEnum_GBIM
-- ^ The law of the Isle of Man
| GoverningLawEnum_GBJY
-- ^ The law of the island of Jersey
| GoverningLawEnum_GBSC
-- ^ Scottish law
| GoverningLawEnum_IE
-- ^ Irish law
| GoverningLawEnum_JP
-- ^ Japanese law
| GoverningLawEnum_LU
-- ^ Luxembourg law
| GoverningLawEnum_RelatedMasterAgreement
-- ^ As agreed in the ISDA Master Agreement
| GoverningLawEnum_USCA
-- ^ Californian law
| GoverningLawEnum_USDE
-- ^ Delaware law
| GoverningLawEnum_USIL
-- ^ Illinois law
| GoverningLawEnum_USNY
-- ^ New York law
deriving (Eq, Ord, Show)
-- | Represents the enumeration indicators to specify if
-- an asset or group of assets valuation is based on any
-- valuation treatment haircut.
data HaircutIndicatorEnum
= HaircutIndicatorEnum_PostHaircut
-- ^ Indicates Post haircut value
| HaircutIndicatorEnum_PreHaircut
-- ^ Indicates Pre haircut value
deriving (Eq, Ord, Show)
-- | The enumerated values to specify standard currency
-- codes according to the International Standards
-- Organization (ISO). The set of codes in this
-- enumerated list is sourced from ISO Standard 3166
-- (ISO-3166-1alpha-2)(https://www.iso.org/iso-3166-country-codes.html)
-- as at 14-Aug-23.
data ISOCountryCodeEnum
= ISOCountryCodeEnum_AD
-- ^ Andorra
| ISOCountryCodeEnum_AE
-- ^ United Arab Emirates (the)
| ISOCountryCodeEnum_AF
-- ^ Afghanistan
| ISOCountryCodeEnum_AG
-- ^ Antigua and Barbuda
| ISOCountryCodeEnum_AI
-- ^ Anguilla
| ISOCountryCodeEnum_AL
-- ^ Albania
| ISOCountryCodeEnum_AM
-- ^ Armenia
| ISOCountryCodeEnum_AO
-- ^ Angola
| ISOCountryCodeEnum_AQ
-- ^ Antarctica
| ISOCountryCodeEnum_AR
-- ^ Argentina
| ISOCountryCodeEnum_AS
-- ^ American Samoa
| ISOCountryCodeEnum_AT
-- ^ Austria
| ISOCountryCodeEnum_AU
-- ^ Australia
| ISOCountryCodeEnum_AW
-- ^ Aruba
| ISOCountryCodeEnum_AX
-- ^ Aland Islands
| ISOCountryCodeEnum_AZ
-- ^ Azerbaijan
| ISOCountryCodeEnum_BA
-- ^ Bosnia and Herzegovina
| ISOCountryCodeEnum_BB
-- ^ Barbados
| ISOCountryCodeEnum_BD
-- ^ Bangladesh
| ISOCountryCodeEnum_BE
-- ^ Belgium
| ISOCountryCodeEnum_BF
-- ^ Burkina Faso
| ISOCountryCodeEnum_BG
-- ^ Bulgaria
| ISOCountryCodeEnum_BH
-- ^ Bahrain
| ISOCountryCodeEnum_BI
-- ^ Burundi
| ISOCountryCodeEnum_BJ
-- ^ Benin
| ISOCountryCodeEnum_BL
-- ^ Saint Barthlemy
| ISOCountryCodeEnum_BM
-- ^ Bermuda
| ISOCountryCodeEnum_BN
-- ^ Brunei Darussalam
| ISOCountryCodeEnum_BO
-- ^ Bolivia (Plurinational State of)
| ISOCountryCodeEnum_BQ
-- ^ Bonaire, Sint Eustatius and Saba
| ISOCountryCodeEnum_BR
-- ^ Brazil
| ISOCountryCodeEnum_BS
-- ^ Bahamas (the)
| ISOCountryCodeEnum_BT
-- ^ Bhutan
| ISOCountryCodeEnum_BV
-- ^ Bouvet Island
| ISOCountryCodeEnum_BW
-- ^ Botswana
| ISOCountryCodeEnum_BY
-- ^ Belarus
| ISOCountryCodeEnum_BZ
-- ^ Belize
| ISOCountryCodeEnum_CA
-- ^ Canada
| ISOCountryCodeEnum_CC
-- ^ Cocos (Keeling) Islands (the)
| ISOCountryCodeEnum_CD
-- ^ Congo (the Democratic Republic of the)
| ISOCountryCodeEnum_CF
-- ^ Central African Republic (the)
| ISOCountryCodeEnum_CG
-- ^ Congo (the)
| ISOCountryCodeEnum_CH
-- ^ Switzerland
| ISOCountryCodeEnum_CI
-- ^ Cte d'Ivoire
| ISOCountryCodeEnum_CK
-- ^ Cook Islands (the)
| ISOCountryCodeEnum_CL
-- ^ Chile
| ISOCountryCodeEnum_CM
-- ^ Cameroon
| ISOCountryCodeEnum_CN
-- ^ China
| ISOCountryCodeEnum_CO
-- ^ Colombia
| ISOCountryCodeEnum_CR
-- ^ Costa Rica
| ISOCountryCodeEnum_CU
-- ^ Cuba
| ISOCountryCodeEnum_CV
-- ^ Cabo Verde
| ISOCountryCodeEnum_CW
-- ^ Curaao
| ISOCountryCodeEnum_CX
-- ^ Christmas Island
| ISOCountryCodeEnum_CY
-- ^ Cyprus
| ISOCountryCodeEnum_CZ
-- ^ Czechia
| ISOCountryCodeEnum_DE
-- ^ Germany
| ISOCountryCodeEnum_DJ
-- ^ Djibouti
| ISOCountryCodeEnum_DK
-- ^ Denmark
| ISOCountryCodeEnum_DM
-- ^ Dominica
| ISOCountryCodeEnum_DO
-- ^ Dominican Republic (the)
| ISOCountryCodeEnum_DZ
-- ^ Algeria
| ISOCountryCodeEnum_EC
-- ^ Ecuador
| ISOCountryCodeEnum_EE
-- ^ Estonia
| ISOCountryCodeEnum_EG
-- ^ Egypt
| ISOCountryCodeEnum_EH
-- ^ Western Sahara*
| ISOCountryCodeEnum_ER
-- ^ Eritrea
| ISOCountryCodeEnum_ES
-- ^ Spain
| ISOCountryCodeEnum_ET
-- ^ Ethiopia
| ISOCountryCodeEnum_FI
-- ^ Finland
| ISOCountryCodeEnum_FJ
-- ^ Fiji
| ISOCountryCodeEnum_FK
-- ^ Falkland Islands (the) [Malvinas]
| ISOCountryCodeEnum_FM
-- ^ Micronesia (Federated States of)
| ISOCountryCodeEnum_FO
-- ^ Faroe Islands (the)
| ISOCountryCodeEnum_FR
-- ^ France
| ISOCountryCodeEnum_GA
-- ^ Gabon
| ISOCountryCodeEnum_GB
-- ^ United Kingdom of Great Britain and Northern Ireland
-- (the)
| ISOCountryCodeEnum_GD
-- ^ Grenada
| ISOCountryCodeEnum_GE
-- ^ Georgia
| ISOCountryCodeEnum_GF
-- ^ French Guiana
| ISOCountryCodeEnum_GG
-- ^ Guernsey
| ISOCountryCodeEnum_GH
-- ^ Ghana
| ISOCountryCodeEnum_GI
-- ^ Gibraltar
| ISOCountryCodeEnum_GL
-- ^ Greenland
| ISOCountryCodeEnum_GM
-- ^ Gambia (the)
| ISOCountryCodeEnum_GN
-- ^ Guinea
| ISOCountryCodeEnum_GP
-- ^ Guadeloupe
| ISOCountryCodeEnum_GQ
-- ^ Equatorial Guinea
| ISOCountryCodeEnum_GR
-- ^ Greece
| ISOCountryCodeEnum_GS
-- ^ South Georgia and the South Sandwich Islands
| ISOCountryCodeEnum_GT
-- ^ Guatemala
| ISOCountryCodeEnum_GU
-- ^ Guam
| ISOCountryCodeEnum_GW
-- ^ Guinea-Bissau
| ISOCountryCodeEnum_GY
-- ^ Guyana
| ISOCountryCodeEnum_HK
-- ^ Hong Kong
| ISOCountryCodeEnum_HM
-- ^ Heard Island and McDonald Islands
| ISOCountryCodeEnum_HN
-- ^ Honduras
| ISOCountryCodeEnum_HR
-- ^ Croatia
| ISOCountryCodeEnum_HT
-- ^ Haiti
| ISOCountryCodeEnum_HU
-- ^ Hungary
| ISOCountryCodeEnum_ID
-- ^ Indonesia
| ISOCountryCodeEnum_IE
-- ^ Ireland
| ISOCountryCodeEnum_IL
-- ^ Israel
| ISOCountryCodeEnum_IM
-- ^ Isle of Man
| ISOCountryCodeEnum_IN
-- ^ India
| ISOCountryCodeEnum_IO
-- ^ British Indian Ocean Territory (the)
| ISOCountryCodeEnum_IQ
-- ^ Iraq
| ISOCountryCodeEnum_IR
-- ^ Iran (Islamic Republic of)
| ISOCountryCodeEnum_IS
-- ^ Iceland
| ISOCountryCodeEnum_IT
-- ^ Italy
| ISOCountryCodeEnum_JE
-- ^ Jersey
| ISOCountryCodeEnum_JM
-- ^ Jamaica
| ISOCountryCodeEnum_JO
-- ^ Jordan
| ISOCountryCodeEnum_JP
-- ^ Japan
| ISOCountryCodeEnum_KE
-- ^ Kenya
| ISOCountryCodeEnum_KG
-- ^ Kyrgyzstan
| ISOCountryCodeEnum_KH
-- ^ Cambodia
| ISOCountryCodeEnum_KI
-- ^ Kiribati
| ISOCountryCodeEnum_KM
-- ^ Comoros (the)
| ISOCountryCodeEnum_KN
-- ^ Saint Kitts and Nevis
| ISOCountryCodeEnum_KP
-- ^ Korea (the Democratic People's Republic of)
| ISOCountryCodeEnum_KR
-- ^ Korea (the Republic of)
| ISOCountryCodeEnum_KW
-- ^ Kuwait
| ISOCountryCodeEnum_KY
-- ^ Cayman Islands (the)
| ISOCountryCodeEnum_KZ
-- ^ Kazakhstan
| ISOCountryCodeEnum_LA
-- ^ Lao People's Democratic Republic (the)
| ISOCountryCodeEnum_LB
-- ^ Lebanon
| ISOCountryCodeEnum_LC
-- ^ Saint Lucia
| ISOCountryCodeEnum_LI
-- ^ Liechtenstein
| ISOCountryCodeEnum_LK
-- ^ Sri Lanka
| ISOCountryCodeEnum_LR
-- ^ Liberia
| ISOCountryCodeEnum_LS
-- ^ Lesotho
| ISOCountryCodeEnum_LT
-- ^ Lithuania
| ISOCountryCodeEnum_LU
-- ^ Luxembourg
| ISOCountryCodeEnum_LV
-- ^ Latvia
| ISOCountryCodeEnum_LY
-- ^ Libya
| ISOCountryCodeEnum_MA
-- ^ Morocco
| ISOCountryCodeEnum_MC
-- ^ Monaco
| ISOCountryCodeEnum_MD
-- ^ Moldova (the Republic of)
| ISOCountryCodeEnum_ME
-- ^ Montenegro
| ISOCountryCodeEnum_MF
-- ^ Saint Martin (French part)
| ISOCountryCodeEnum_MG
-- ^ Madagascar
| ISOCountryCodeEnum_MH
-- ^ Marshall Islands (the)
| ISOCountryCodeEnum_MK
-- ^ North Macedonia
| ISOCountryCodeEnum_ML
-- ^ Mali
| ISOCountryCodeEnum_MM
-- ^ Myanmar
| ISOCountryCodeEnum_MN
-- ^ Mongolia
| ISOCountryCodeEnum_MO
-- ^ Macao
| ISOCountryCodeEnum_MP
-- ^ Northern Mariana Islands (the)
| ISOCountryCodeEnum_MQ
-- ^ Martinique
| ISOCountryCodeEnum_MR
-- ^ Mauritania
| ISOCountryCodeEnum_MS
-- ^ Montserrat
| ISOCountryCodeEnum_MT
-- ^ Malta
| ISOCountryCodeEnum_MU
-- ^ Mauritius
| ISOCountryCodeEnum_MV
-- ^ Maldives
| ISOCountryCodeEnum_MW
-- ^ Malawi
| ISOCountryCodeEnum_MX
-- ^ Mexico
| ISOCountryCodeEnum_MY
-- ^ Malaysia
| ISOCountryCodeEnum_MZ
-- ^ Mozambique
| ISOCountryCodeEnum_NA
-- ^ Namibia
| ISOCountryCodeEnum_NC
-- ^ New Caledonia
| ISOCountryCodeEnum_NE
-- ^ Niger (the)
| ISOCountryCodeEnum_NF
-- ^ Norfolk Island
| ISOCountryCodeEnum_NG
-- ^ Nigeria
| ISOCountryCodeEnum_NI
-- ^ Nicaragua
| ISOCountryCodeEnum_NL
-- ^ Netherlands (Kingdom of the)
| ISOCountryCodeEnum_NO
-- ^ Norway
| ISOCountryCodeEnum_NP
-- ^ Nepal
| ISOCountryCodeEnum_NR
-- ^ Nauru
| ISOCountryCodeEnum_NU
-- ^ Niue
| ISOCountryCodeEnum_NZ
-- ^ New Zealand
| ISOCountryCodeEnum_OM
-- ^ Oman
| ISOCountryCodeEnum_PA
-- ^ Panama
| ISOCountryCodeEnum_PE
-- ^ Peru
| ISOCountryCodeEnum_PF
-- ^ French Polynesia
| ISOCountryCodeEnum_PG
-- ^ Papua New Guinea
| ISOCountryCodeEnum_PH
-- ^ Philippines (the)
| ISOCountryCodeEnum_PK
-- ^ Pakistan
| ISOCountryCodeEnum_PL
-- ^ Poland
| ISOCountryCodeEnum_PM
-- ^ Saint Pierre and Miquelon
| ISOCountryCodeEnum_PN
-- ^ Pitcairn
| ISOCountryCodeEnum_PR
-- ^ Puerto Rico
| ISOCountryCodeEnum_PS
-- ^ Palestine, State of
| ISOCountryCodeEnum_PT
-- ^ Portugal
| ISOCountryCodeEnum_PW
-- ^ Palau
| ISOCountryCodeEnum_PY
-- ^ Paraguay
| ISOCountryCodeEnum_QA
-- ^ Qatar
| ISOCountryCodeEnum_RE
-- ^ Runion
| ISOCountryCodeEnum_RO
-- ^ Romania
| ISOCountryCodeEnum_RS
-- ^ Serbia
| ISOCountryCodeEnum_RU
-- ^ Russian Federation (the)
| ISOCountryCodeEnum_RW
-- ^ Rwanda
| ISOCountryCodeEnum_SA
-- ^ Saudi Arabia
| ISOCountryCodeEnum_SB
-- ^ Solomon Islands
| ISOCountryCodeEnum_SC
-- ^ Seychelles
| ISOCountryCodeEnum_SD
-- ^ Sudan (the)
| ISOCountryCodeEnum_SE
-- ^ Sweden
| ISOCountryCodeEnum_SG
-- ^ Singapore
| ISOCountryCodeEnum_SH
-- ^ Saint Helena, Ascension and Tristan da Cunha
| ISOCountryCodeEnum_SI
-- ^ Slovenia
| ISOCountryCodeEnum_SJ
-- ^ Svalbard and Jan Mayen
| ISOCountryCodeEnum_SK
-- ^ Slovakia
| ISOCountryCodeEnum_SL
-- ^ Sierra Leone
| ISOCountryCodeEnum_SM
-- ^ San Marino
| ISOCountryCodeEnum_SN
-- ^ Senegal
| ISOCountryCodeEnum_SO
-- ^ Somalia
| ISOCountryCodeEnum_SR
-- ^ Suriname
| ISOCountryCodeEnum_SS
-- ^ South Sudan
| ISOCountryCodeEnum_ST
-- ^ Sao Tome and Principe
| ISOCountryCodeEnum_SV
-- ^ El Salvador
| ISOCountryCodeEnum_SX
-- ^ Sint Maarten (Dutch part)
| ISOCountryCodeEnum_SY
-- ^ Syrian Arab Republic (the)
| ISOCountryCodeEnum_SZ
-- ^ Eswatini
| ISOCountryCodeEnum_TC
-- ^ Turks and Caicos Islands (the)
| ISOCountryCodeEnum_TD
-- ^ Chad
| ISOCountryCodeEnum_TF
-- ^ French Southern Territories (the)
| ISOCountryCodeEnum_TG
-- ^ Togo
| ISOCountryCodeEnum_TH
-- ^ Thailand
| ISOCountryCodeEnum_TJ
-- ^ Tajikistan
| ISOCountryCodeEnum_TK
-- ^ Tokelau
| ISOCountryCodeEnum_TL
-- ^ Timor-Leste
| ISOCountryCodeEnum_TM
-- ^ Turkmenistan
| ISOCountryCodeEnum_TN
-- ^ Tunisia
| ISOCountryCodeEnum_TO
-- ^ Tonga
| ISOCountryCodeEnum_TR
-- ^ Trkiye
| ISOCountryCodeEnum_TT
-- ^ Trinidad and Tobago
| ISOCountryCodeEnum_TV
-- ^ Tuvalu
| ISOCountryCodeEnum_TW
-- ^ Taiwan (Province of China)
| ISOCountryCodeEnum_TZ
-- ^ Tanzania, the United Republic of
| ISOCountryCodeEnum_UA
-- ^ Ukraine
| ISOCountryCodeEnum_UG
-- ^ Uganda
| ISOCountryCodeEnum_UM
-- ^ United States Minor Outlying Islands (the)
| ISOCountryCodeEnum_US
-- ^ United States of America (the)
| ISOCountryCodeEnum_UY
-- ^ Uruguay
| ISOCountryCodeEnum_UZ
-- ^ Uzbekistan
| ISOCountryCodeEnum_VA
-- ^ Holy See (the)
| ISOCountryCodeEnum_VC
-- ^ Saint Vincent and the Grenadines
| ISOCountryCodeEnum_VE
-- ^ Venezuela (Bolivarian Republic of)
| ISOCountryCodeEnum_VG
-- ^ Virgin Islands (British)
| ISOCountryCodeEnum_VI
-- ^ Virgin Islands (U.S.)
| ISOCountryCodeEnum_VN
-- ^ Viet Nam
| ISOCountryCodeEnum_VU
-- ^ Vanuatu
| ISOCountryCodeEnum_WF
-- ^ Wallis and Futuna
| ISOCountryCodeEnum_WS
-- ^ Samoa
| ISOCountryCodeEnum_YE
-- ^ Yemen
| ISOCountryCodeEnum_YT
-- ^ Mayotte
| ISOCountryCodeEnum_ZA
-- ^ South Africa
| ISOCountryCodeEnum_ZM
-- ^ Zambia
| ISOCountryCodeEnum_ZW
-- ^ Zimbabwe
deriving (Eq, Ord, Show)
-- | The enumerated values to specify standard currency
-- codes according to the International Standards
-- Organization (ISO). The set of codes in this
-- enumerated list is sourced from ISO Standard 4217
-- (https://www.currency-iso.org/en/home/tables/table-a1.html),
-- as of 29-Aug-18.
data ISOCurrencyCodeEnum
= ISOCurrencyCodeEnum_AED
-- ^ UAE Dirham
| ISOCurrencyCodeEnum_AFN
-- ^ Afghani
| ISOCurrencyCodeEnum_ALL
-- ^ Lek
| ISOCurrencyCodeEnum_AMD
-- ^ Armenian Dram
| ISOCurrencyCodeEnum_ANG
-- ^ Netherlands Antillean Guilder
| ISOCurrencyCodeEnum_AOA
-- ^ Kwanza
| ISOCurrencyCodeEnum_ARS
-- ^ Argentine Peso
| ISOCurrencyCodeEnum_AUD
-- ^ Australian Dollar
| ISOCurrencyCodeEnum_AWG
-- ^ Aruban Florin
| ISOCurrencyCodeEnum_AZN
-- ^ Azerbaijan Manat
| ISOCurrencyCodeEnum_BAM
-- ^ Convertible Mark
| ISOCurrencyCodeEnum_BBD
-- ^ Barbados Dollar
| ISOCurrencyCodeEnum_BDT
-- ^ Taka
| ISOCurrencyCodeEnum_BGN
-- ^ Bulgarian Lev
| ISOCurrencyCodeEnum_BHD
-- ^ Bahraini Dinar
| ISOCurrencyCodeEnum_BIF
-- ^ Burundi Franc
| ISOCurrencyCodeEnum_BMD
-- ^ Bermudian Dollar
| ISOCurrencyCodeEnum_BND
-- ^ Brunei Dollar
| ISOCurrencyCodeEnum_BOB
-- ^ Boliviano
| ISOCurrencyCodeEnum_BOV
-- ^ Mvdol
| ISOCurrencyCodeEnum_BRL
-- ^ Brazilian Real
| ISOCurrencyCodeEnum_BSD
-- ^ Bahamian Dollar
| ISOCurrencyCodeEnum_BTN
-- ^ Ngultrum
| ISOCurrencyCodeEnum_BWP
-- ^ Pula
| ISOCurrencyCodeEnum_BYN
-- ^ Belarusian Ruble
| ISOCurrencyCodeEnum_BZD
-- ^ Belize Dollar
| ISOCurrencyCodeEnum_CAD
-- ^ Canadian Dollar
| ISOCurrencyCodeEnum_CDF
-- ^ Congolese Franc
| ISOCurrencyCodeEnum_CHE
-- ^ WIR Euro
| ISOCurrencyCodeEnum_CHF
-- ^ Swiss Franc
| ISOCurrencyCodeEnum_CHW
-- ^ WIR Franc
| ISOCurrencyCodeEnum_CLF
-- ^ Unidad de Fomento
| ISOCurrencyCodeEnum_CLP
-- ^ Chilean Peso
| ISOCurrencyCodeEnum_CNY
-- ^ Yuan Renminbi
| ISOCurrencyCodeEnum_COP
-- ^ Colombian Peso
| ISOCurrencyCodeEnum_COU
-- ^ Unidad de Valor Real
| ISOCurrencyCodeEnum_CRC
-- ^ Costa Rican Colon
| ISOCurrencyCodeEnum_CUC
-- ^ Peso Convertible
| ISOCurrencyCodeEnum_CUP
-- ^ Cuban Peso
| ISOCurrencyCodeEnum_CVE
-- ^ Cabo Verde Escudo
| ISOCurrencyCodeEnum_CZK
-- ^ Czech Koruna
| ISOCurrencyCodeEnum_DJF
-- ^ Djibouti Franc
| ISOCurrencyCodeEnum_DKK
-- ^ Danish Krone
| ISOCurrencyCodeEnum_DOP
-- ^ Dominican Peso
| ISOCurrencyCodeEnum_DZD
-- ^ Algerian Dinar
| ISOCurrencyCodeEnum_EGP
-- ^ Egyptian Pound
| ISOCurrencyCodeEnum_ERN
-- ^ Nakfa
| ISOCurrencyCodeEnum_ETB
-- ^ Ethiopian Birr
| ISOCurrencyCodeEnum_EUR
-- ^ Euro
| ISOCurrencyCodeEnum_FJD
-- ^ Fiji Dollar
| ISOCurrencyCodeEnum_FKP
-- ^ Falkland Islands Pound
| ISOCurrencyCodeEnum_GBP
-- ^ Pound Sterling
| ISOCurrencyCodeEnum_GEL
-- ^ Lari
| ISOCurrencyCodeEnum_GHS
-- ^ Ghana Cedi
| ISOCurrencyCodeEnum_GIP
-- ^ Gibraltar Pound
| ISOCurrencyCodeEnum_GMD
-- ^ Dalasi
| ISOCurrencyCodeEnum_GNF
-- ^ Guinean Franc
| ISOCurrencyCodeEnum_GTQ
-- ^ Quetzal
| ISOCurrencyCodeEnum_GYD
-- ^ Guyana Dollar
| ISOCurrencyCodeEnum_HKD
-- ^ Hong Kong Dollar
| ISOCurrencyCodeEnum_HNL
-- ^ Lempira
| ISOCurrencyCodeEnum_HTG
-- ^ Gourde
| ISOCurrencyCodeEnum_HUF
-- ^ Forint
| ISOCurrencyCodeEnum_IDR
-- ^ Rupiah
| ISOCurrencyCodeEnum_ILS
-- ^ New Israeli Sheqel
| ISOCurrencyCodeEnum_INR
-- ^ Indian Rupee
| ISOCurrencyCodeEnum_IQD
-- ^ Iraqi Dinar
| ISOCurrencyCodeEnum_IRR
-- ^ Iranian Rial
| ISOCurrencyCodeEnum_ISK
-- ^ Iceland Krona
| ISOCurrencyCodeEnum_JMD
-- ^ Jamaican Dollar
| ISOCurrencyCodeEnum_JOD
-- ^ Jordanian Dinar
| ISOCurrencyCodeEnum_JPY
-- ^ Yen
| ISOCurrencyCodeEnum_KES
-- ^ Kenyan Shilling
| ISOCurrencyCodeEnum_KGS
-- ^ Som
| ISOCurrencyCodeEnum_KHR
-- ^ Riel
| ISOCurrencyCodeEnum_KMF
-- ^ Comorian Franc
| ISOCurrencyCodeEnum_KPW
-- ^ North Korean Won
| ISOCurrencyCodeEnum_KRW
-- ^ Won
| ISOCurrencyCodeEnum_KWD
-- ^ Kuwaiti Dinar
| ISOCurrencyCodeEnum_KYD
-- ^ Cayman Islands Dollar
| ISOCurrencyCodeEnum_KZT
-- ^ Tenge
| ISOCurrencyCodeEnum_LAK
-- ^ Lao Kip
| ISOCurrencyCodeEnum_LBP
-- ^ Lebanese Pound
| ISOCurrencyCodeEnum_LKR
-- ^ Sri Lanka Rupee
| ISOCurrencyCodeEnum_LRD
-- ^ Liberian Dollar
| ISOCurrencyCodeEnum_LSL
-- ^ Loti
| ISOCurrencyCodeEnum_LYD
-- ^ Libyan Dinar
| ISOCurrencyCodeEnum_MAD
-- ^ Moroccan Dirham
| ISOCurrencyCodeEnum_MDL
-- ^ Moldovan Leu
| ISOCurrencyCodeEnum_MGA
-- ^ Malagasy Ariary
| ISOCurrencyCodeEnum_MKD
-- ^ Denar
| ISOCurrencyCodeEnum_MMK
-- ^ Kyat
| ISOCurrencyCodeEnum_MNT
-- ^ Tugrik
| ISOCurrencyCodeEnum_MOP
-- ^ Pataca
| ISOCurrencyCodeEnum_MRU
-- ^ Ouguiya
| ISOCurrencyCodeEnum_MUR
-- ^ Mauritius Rupee
| ISOCurrencyCodeEnum_MVR
-- ^ Rufiyaa
| ISOCurrencyCodeEnum_MWK
-- ^ Malawi Kwacha
| ISOCurrencyCodeEnum_MXN
-- ^ Mexican Peso
| ISOCurrencyCodeEnum_MXV
-- ^ Mexican Unidad de Inversion (UDI)
| ISOCurrencyCodeEnum_MYR
-- ^ Malaysian Ringgit
| ISOCurrencyCodeEnum_MZN
-- ^ Mozambique Metical
| ISOCurrencyCodeEnum_NAD
-- ^ Namibia Dollar
| ISOCurrencyCodeEnum_NGN
-- ^ Naira
| ISOCurrencyCodeEnum_NIO
-- ^ Cordoba Oro
| ISOCurrencyCodeEnum_NOK
-- ^ Norwegian Krone
| ISOCurrencyCodeEnum_NPR
-- ^ Nepalese Rupee
| ISOCurrencyCodeEnum_NZD
-- ^ New Zealand Dollar
| ISOCurrencyCodeEnum_OMR
-- ^ Rial Omani
| ISOCurrencyCodeEnum_PAB
-- ^ Balboa
| ISOCurrencyCodeEnum_PEN
-- ^ Sol
| ISOCurrencyCodeEnum_PGK
-- ^ Kina
| ISOCurrencyCodeEnum_PHP
-- ^ Philippine Peso
| ISOCurrencyCodeEnum_PKR
-- ^ Pakistan Rupee
| ISOCurrencyCodeEnum_PLN
-- ^ Zloty
| ISOCurrencyCodeEnum_PYG
-- ^ Guarani
| ISOCurrencyCodeEnum_QAR
-- ^ Qatari Rial
| ISOCurrencyCodeEnum_RON
-- ^ Romanian Leu
| ISOCurrencyCodeEnum_RSD
-- ^ Serbian Dinar
| ISOCurrencyCodeEnum_RUB
-- ^ Russian Ruble
| ISOCurrencyCodeEnum_RWF
-- ^ Rwanda Franc
| ISOCurrencyCodeEnum_SAR
-- ^ Saudi Riyal
| ISOCurrencyCodeEnum_SBD
-- ^ Solomon Islands Dollar
| ISOCurrencyCodeEnum_SCR
-- ^ Seychelles Rupee
| ISOCurrencyCodeEnum_SDG
-- ^ Sudanese Pound
| ISOCurrencyCodeEnum_SEK
-- ^ Swedish Krona
| ISOCurrencyCodeEnum_SGD
-- ^ Singapore Dollar
| ISOCurrencyCodeEnum_SHP
-- ^ Saint Helena Pound
| ISOCurrencyCodeEnum_SLE
-- ^ Leone
| ISOCurrencyCodeEnum_SOS
-- ^ Somali Shilling
| ISOCurrencyCodeEnum_SRD
-- ^ Surinam Dollar
| ISOCurrencyCodeEnum_SSP
-- ^ South Sudanese Pound
| ISOCurrencyCodeEnum_STN
-- ^ Dobra
| ISOCurrencyCodeEnum_SVC
-- ^ El Salvador Colon
| ISOCurrencyCodeEnum_SYP
-- ^ Syrian Pound
| ISOCurrencyCodeEnum_SZL
-- ^ Lilangeni
| ISOCurrencyCodeEnum_THB
-- ^ Baht
| ISOCurrencyCodeEnum_TJS
-- ^ Somoni
| ISOCurrencyCodeEnum_TMT
-- ^ Turkmenistan New Manat
| ISOCurrencyCodeEnum_TND
-- ^ Tunisian Dinar
| ISOCurrencyCodeEnum_TOP
-- ^ Pa’anga
| ISOCurrencyCodeEnum_TRY
-- ^ Turkish Lira
| ISOCurrencyCodeEnum_TTD
-- ^ Trinidad and Tobago Dollar
| ISOCurrencyCodeEnum_TWD
-- ^ New Taiwan Dollar
| ISOCurrencyCodeEnum_TZS
-- ^ Tanzanian Shilling
| ISOCurrencyCodeEnum_UAH
-- ^ Hryvnia
| ISOCurrencyCodeEnum_UGX
-- ^ Uganda Shilling
| ISOCurrencyCodeEnum_USD
-- ^ US Dollar
| ISOCurrencyCodeEnum_USN
-- ^ US Dollar (Next day)
| ISOCurrencyCodeEnum_UYI
-- ^ Uruguay Peso en Unidades Indexadas (UI)
| ISOCurrencyCodeEnum_UYU
-- ^ Peso Uruguayo
| ISOCurrencyCodeEnum_UYW
-- ^ Unidad Previsional
| ISOCurrencyCodeEnum_UZS
-- ^ Uzbekistan Sum
| ISOCurrencyCodeEnum_VED
-- ^ Bolívar Soberano
| ISOCurrencyCodeEnum_VES
-- ^ Bolívar Soberano
| ISOCurrencyCodeEnum_VND
-- ^ Dong
| ISOCurrencyCodeEnum_VUV
-- ^ Vatu
| ISOCurrencyCodeEnum_WST
-- ^ Tala
| ISOCurrencyCodeEnum_XAF
-- ^ CFA Franc BEAC
| ISOCurrencyCodeEnum_XAG
-- ^ Silver
| ISOCurrencyCodeEnum_XAU
-- ^ Gold
| ISOCurrencyCodeEnum_XBA
-- ^ Bond Markets Unit European Composite Unit (EURCO)
| ISOCurrencyCodeEnum_XBB
-- ^ Bond Markets Unit European Monetary Unit (E.M.U.-6)
| ISOCurrencyCodeEnum_XBC
-- ^ Bond Markets Unit European Unit of Account 9
-- (E.U.A.-9)
| ISOCurrencyCodeEnum_XBD
-- ^ Bond Markets Unit European Unit of Account 17
-- (E.U.A.-17)
| ISOCurrencyCodeEnum_XCD
-- ^ East Caribbean Dollar
| ISOCurrencyCodeEnum_XDR
-- ^ SDR (Special Drawing Right)
| ISOCurrencyCodeEnum_XOF
-- ^ CFA Franc BCEAO
| ISOCurrencyCodeEnum_XPD
-- ^ Palladium
| ISOCurrencyCodeEnum_XPF
-- ^ CFP Franc
| ISOCurrencyCodeEnum_XPT
-- ^ Platinum
| ISOCurrencyCodeEnum_XSU
-- ^ Sucre
| ISOCurrencyCodeEnum_XTS
-- ^ Codes specifically reserved for testing purposes
| ISOCurrencyCodeEnum_XUA
-- ^ ADB Unit of Account
| ISOCurrencyCodeEnum_XXX
-- ^ The codes assigned for transactions where no currency
-- is involved
| ISOCurrencyCodeEnum_YER
-- ^ Yemeni Rial
| ISOCurrencyCodeEnum_ZAR
-- ^ Rand
| ISOCurrencyCodeEnum_ZMW
-- ^ Zambian Kwacha
| ISOCurrencyCodeEnum_ZWG
-- ^ Zimbabwe Gold
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the CDX index annex
-- source.
data IndexAnnexSourceEnum
= IndexAnnexSourceEnum_MasterConfirmation
-- ^ As defined in the relevant form of Master
-- Confirmation applicable to the confirmation of Dow
-- Jones CDX indices.
| IndexAnnexSourceEnum_Publisher
-- ^ As defined in the relevant form of Master
-- Confirmation applicable to the confirmation of Dow
-- Jones CDX indices.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the consequences of
-- Index Events.
data IndexEventConsequenceEnum
= IndexEventConsequenceEnum_CalculationAgentAdjustment
-- ^ Calculation Agent Adjustment.
| IndexEventConsequenceEnum_CancellationAndPayment
-- ^ Cancellation and Payment.
| IndexEventConsequenceEnum_NegotiatedCloseOut
-- ^ Negotiated Close Out.
| IndexEventConsequenceEnum_RelatedExchange
-- ^ Related Exchange.
deriving (Eq, Ord, Show)
-- | Indicates how to use the inflation index to calculate
-- the payment (e.g. Ratio, Return, Spread). Added for
-- Inflation Asset Swap
data InflationCalculationMethodEnum
= InflationCalculationMethodEnum_Ratio
-- ^ (Inflation Index Final / Inflation Index Base).
-- Inflation Index Final is inflation index for
-- Reference Month that is the Lag number of months
-- prior to Payment Date (subject to interpolation).
-- Inflation Index Base subject to the Calculation
-- Style. Used in inflation asset swaps to calculate the
-- inflation coupons and principal exchange.
| InflationCalculationMethodEnum_Return
-- ^ (Inflation Index Final / Inflation Index Base -1).
-- Inflation Index Final is the inflation index for
-- Reference Month that is the Lag number of months
-- prior to Payment Date (subject to interp). Inflation
-- Index Base subject to the Calculation Style. Used in
-- market standard ZC Inflation swaps.
| InflationCalculationMethodEnum_Spread
-- ^ Inflation Index Final - Inflation Index Base).
-- Inflation Index Final is Index for Ref month the Lag
-- months prior to Payment Date (subject to interp).
-- Inflation Index Base subject to the Calculation
-- Style. Typically used for fixing locks.
deriving (Eq, Ord, Show)
-- | Indicates the style of how the inflation index
-- calculates the payment (e.g. YearOnYear, ZeroCoupon).
data InflationCalculationStyleEnum
= InflationCalculationStyleEnum_YearOnYear
-- ^ YearOnYear means Inflation Index Base is the
-- inflation index for Reference Month that is 12 months
-- prior to Inflation Index Final (subject to
-- interpolation). Inflation Index Base is cashflow
-- dependent.
| InflationCalculationStyleEnum_ZeroCoupon
-- ^ ZeroCoupon means Inflation Index Base used in the
-- CalculationMethod is the inflation index for the
-- Reference Month that is the lag number of months
-- prior to Effective Date in the case of a swap, or
-- Bond Interest Accrual Date in the case of an Asset
-- Swap (subject to interpolation). Inflation Index Base
-- has the same value for each inflation cashflow and
-- Principal Exchange calculation within the trade.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the list of
-- inflation rate indices.
data InflationRateIndexEnum
= InflationRateIndexEnum_AUD_CPI
-- ^ Australia: AUD - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_AUS_CPI
-- ^ Austria: AUS - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_AUS_HICP
-- ^ Austria: AUS - Non-revised Harmonised Indices of
-- Consumer Prices (HICP)
| InflationRateIndexEnum_BLG_CPI_GI
-- ^ Belgium: BLG - Non-revised Consumer Price Index -
-- General Index (CPI)
| InflationRateIndexEnum_BLG_CPI_HI
-- ^ Belgium: BLG - Non-revised Consumer Price Index -
-- Health Index (CPI)
| InflationRateIndexEnum_BLG_HICP
-- ^ Belgium: BLG - Non-revised Harmonised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_BRL_IGPM
-- ^ Brazil: BRL - Non-revised Price Index (IGP-M)
| InflationRateIndexEnum_BRL_IPCA
-- ^ Brazil: BRL - Non-revised Consumer Price Index (IPCA)
| InflationRateIndexEnum_CAD_CPI
-- ^ Canada: CAD - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_CLP_CPI
-- ^ Chile: CLP - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_CNY_CPI
-- ^ China: CNY - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_CZK_CPI
-- ^ Czech Republic: CZK - Non-revised Consumer Price
-- Index (CPI)
| InflationRateIndexEnum_DEK_CPI
-- ^ Denmark: DEK - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_DEK_HICP
-- ^ Denmark: DEK - Non-revised Harmonised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_DEM_CPI
-- ^ Germany: DEM - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_DEM_CPI_NRW
-- ^ Germany: DEM - Non-revised Consumer Price Index for
-- North Rhine-Westphalia
| InflationRateIndexEnum_DEM_HICP
-- ^ Germany: DEM - Non-revised Harmonised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_ESP_CPI
-- ^ Spain: ESP - National-Non-revised Consumer Price
-- Index (CPI)
| InflationRateIndexEnum_ESP_HICP
-- ^ Spain: ESP - Harmonised-Non-revised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_ESP_R_CPI
-- ^ Spain: ESP - National-Revised Consumer Price Index
-- (CPI).
| InflationRateIndexEnum_ESP_R_HICP
-- ^ Spain: ESP - Harmonised-Revised Consumer Price Index
-- (HICP)
| InflationRateIndexEnum_EUR_AI_CPI
-- ^ European Union: EUR - All Items-Non-revised Consumer
-- Price Index
| InflationRateIndexEnum_EUR_AI_R_CPI
-- ^ European Union: EUR - All Items-Revised Consumer
-- Price Index
| InflationRateIndexEnum_EUR_EXT_CPI
-- ^ European Union: EUR - Excluding Tobacco-Non-revised
-- Consumer Price Index
| InflationRateIndexEnum_EUR_EXT_R_CPI
-- ^ European Union: EUR - Excluding Tobacco-Revised
-- Consumer Price Index
| InflationRateIndexEnum_FIN_CPI
-- ^ Finland: FIN - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_FIN_HICP
-- ^ Finland: FIN - Harmonised-Non-revised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_FRC_EXT_CPI
-- ^ France: FRC - Excluding Tobacco-Non-Revised Consumer
-- Price Index
| InflationRateIndexEnum_FRC_HICP
-- ^ France: FRC - Harmonised-Non-revised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_GRD_CPI
-- ^ Greece: GRD - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_GRD_HICP
-- ^ Greece: GRD - Harmonised-Non-revised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_HKD_CPI
-- ^ Hong Kong: HKD - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_HUF_CPI
-- ^ Hungary: HUF - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_IDR_CPI
-- ^ Indonesia: IDR - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_ILS_CPI
-- ^ Israel: ILS - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_IRL_CPI
-- ^ Ireland: IRL - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_IRL_HICP
-- ^ Ireland: IRL - Harmonised-Non-revised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_ISK_CPI
-- ^ Iceland: ISK - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_ISK_HICP
-- ^ Iceland: ISK - Harmonised Consumer Price Index (HICP)
| InflationRateIndexEnum_ITL_BC_EXT_CPI
-- ^ Italy: ITL - Inflation for Blue Collar Workers and
-- Employees-Excluding Tobacco Consumer Price Index
| InflationRateIndexEnum_ITL_BC_INT_CPI
-- ^ Italy: ITL - Inflation for Blue Collar Workers and
-- Employees-Including Tobacco Consumer Price Index
| InflationRateIndexEnum_ITL_HICP
-- ^ Italy: ITL - Non-revised Harmonised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_ITL_WC_EXT_CPI
-- ^ Italy: ITL - Whole Community - Excluding Tobacco
-- Consumer Price Index
| InflationRateIndexEnum_ITL_WC_INT_CPI
-- ^ Italy: ITL - Whole Community - Including Tobacco
-- Consumer Price Index
| InflationRateIndexEnum_JPY_CPI_EXF
-- ^ Japan: JPY - Non-revised Consumer Price Index
-- Nationwide General Excluding Fresh Food (CPI)
| InflationRateIndexEnum_KRW_CPI
-- ^ South Korea: KRW - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_LUX_CPI
-- ^ Luxembourg: LUX - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_LUX_HICP
-- ^ Luxembourg: LUX - Harmonised-Non-revised Consumer
-- Price Index (HICP)
| InflationRateIndexEnum_MXN_CPI
-- ^ Mexico: MXN - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_MXN_UDI
-- ^ Mexico: MXN - Unidad de Inversion Index (UDI)
| InflationRateIndexEnum_MYR_CPI
-- ^ Malaysia: MYR - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_NLG_CPI
-- ^ Netherlands: NLG - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_NLG_HICP
-- ^ Netherlands: NLG - Harmonised-Non-revised Consumer
-- Price Index (HICP)
| InflationRateIndexEnum_NOK_CPI
-- ^ Norway: NOK - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_NZD_CPI
-- ^ New Zealand: NZD - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_PER_CPI
-- ^ Peru: PER - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_PLN_CPI
-- ^ Poland: PLN - Non-Revised Consumer Price Index (CPI)
| InflationRateIndexEnum_POR_CPI
-- ^ Portugal: POR - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_POR_HICP
-- ^ Portugal: POR - Harmonised-Non-revised Consumer Price
-- Index (HICP)
| InflationRateIndexEnum_RUB_CPI
-- ^ Russia: RUB - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_SEK_CPI
-- ^ Sweden: SEK - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_SGD_CPI
-- ^ Singapore: SGD - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_SWF_CPI
-- ^ Switzerland: SWF - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_TRY_CPI
-- ^ Turkey: TRY - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_TWD_CPI
-- ^ Taiwan: TWD - Non-revised Consumer Price Index (CPI)
| InflationRateIndexEnum_UK_CPIH
-- ^ United Kingdom: GBP - Non-revised Consumer Prices
-- Index including Housing (UKCPIH)
| InflationRateIndexEnum_UK_HICP
-- ^ United Kingdom: GBP - Harmonised-Non-revised Consumer
-- Price Index (HICP)
| InflationRateIndexEnum_UK_RPI
-- ^ United Kingdom: GBP - Non-revised Retail Price Index
-- (UKRPI)
| InflationRateIndexEnum_UK_RPIX
-- ^ United Kingdom: GBP - Non-revised Retail Price Index
-- Excluding Mortgage Interest Payments (UKRPIX)
| InflationRateIndexEnum_USA_CPI_U
-- ^ United States: USA - Non-revised Consumer Price Index
-- - Urban (CPI-U)
| InflationRateIndexEnum_ZAR_CPI
-- ^ South Africa: ZAR - Non-revised Consumer Price Index
-- (CPI)
| InflationRateIndexEnum_ZAR_CPIX
-- ^ South Africa: ZAR - Non-revised Consumer Price Index
-- Excluding Mortgages (CPIX)
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the list of
-- information providers.
data InformationProviderEnum
= InformationProviderEnum_AssocBanksSingapore
-- ^ The Association of Banks in Singapore.
| InformationProviderEnum_BancoCentralChile
-- ^ The central bank of Chile.
| InformationProviderEnum_BankOfCanada
-- ^ The central bank of Canada.
| InformationProviderEnum_BankOfEngland
-- ^ The Bank Of England.
| InformationProviderEnum_BankOfJapan
-- ^ The central bank of Japan.
| InformationProviderEnum_Bloomberg
-- ^ Bloomberg LP.
| InformationProviderEnum_EuroCentralBank
-- ^ The European Central Bank.
| InformationProviderEnum_FHLBSF
-- ^ The Federal Home Loan Bank of San Francisco, or its
-- successor.
| InformationProviderEnum_FederalReserve
-- ^ The Federal Reserve, the central bank of the United
-- States.
| InformationProviderEnum_ICESWAP
-- ^ ICESWAP Rate Administrator which means ICE Benchmark
-- Administration, or any successor thereto, as
-- administrator of the ICE Swap Rate.
| InformationProviderEnum_ISDA
-- ^ International Swaps and Derivatives Association, Inc.
| InformationProviderEnum_Refinitiv
-- ^ Refinitiv, formerly Thomson Reuters Financial &
-- Risk.
| InformationProviderEnum_ReserveBankAustralia
-- ^ The Reserve Bank of Australia.
| InformationProviderEnum_ReserveBankNewZealand
-- ^ The Reserve Bank of New Zealand.
| InformationProviderEnum_Reuters
-- ^ Reuters Group Plc.
| InformationProviderEnum_SAFEX
-- ^ South African Futures Exchange, or its successor.
| InformationProviderEnum_TOKYOSWAP
-- ^ The Tokyo Swap Reference Rate (or TSR) Administrator,
-- which means Refinitiv Asia Pacific Limited, or any
-- successor thereto, as administrator of the TSR.
| InformationProviderEnum_Telerate
-- ^ Telerate, Inc.
deriving (Eq, Ord, Show)
-- | The enumeration values indicating the BusinessEvent
-- function associated input instructions.
data InstructionFunctionEnum
= InstructionFunctionEnum_Compression
| InstructionFunctionEnum_ContractFormation
| InstructionFunctionEnum_Execution
| InstructionFunctionEnum_QuantityChange
| InstructionFunctionEnum_Renegotiation
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to indentify the type
-- of an instrument.
data InstrumentTypeEnum
= InstrumentTypeEnum_Certificate
-- ^ Identifies an instrument as one that that offers a
-- derivative-based economic return which is not
-- structured as a bond, an equity or a warrant. Note
-- that this security type is not a Certificate of
-- Deposit (aka CD).
| InstrumentTypeEnum_Debt
-- ^ Identifies an instrument as a fixed income instrument
-- of debt issued and securitized as a tradable asset.
| InstrumentTypeEnum_Equity
-- ^ Identifies an instrument as an Equity value of
-- holding of shares in listed company.
| InstrumentTypeEnum_Fund
-- ^ Identifies an instrument as representing holding in
-- an investment fund.
| InstrumentTypeEnum_LetterOfCredit
-- ^ Identifies an instrument as a letter of credit or
-- documentary credit/ bankers commercial credit. A
-- payment mechanism used in international trade to
-- provide economic guarantee of payment by a
-- creditworthy issuer for payment of exported goods.
| InstrumentTypeEnum_ListedDerivative
-- ^ Identifies an instrument as a listed derivative on an
-- exchange.
| InstrumentTypeEnum_Warrant
-- ^ Identifies an instrument as a Warrant that give the
-- right, but not the obligation, to buy or sell a
-- security — most commonly an equity — at a certain
-- price before expiration, or to receive the cash
-- equivalent.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the interest
-- shortfall cap, applicable to mortgage derivatives.
data InterestShortfallCapEnum
= InterestShortfallCapEnum_Fixed
| InterestShortfallCapEnum_Variable
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the interpolation
-- method, e.g. linear.
data InterpolationMethodEnum
= InterpolationMethodEnum_Linear
-- ^ Linear Interpolation applicable.
| InterpolationMethodEnum_LinearZeroYield
-- ^ Linear Interpolation applicable.
| InterpolationMethodEnum_None
-- ^ No Interpolation applicable.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to identify the type
-- of entity issuing the asset.
data IssuerTypeEnum
= IssuerTypeEnum_Corporate
-- ^ Specifies debt issued Securities by corporate bodies
-- including Banks.
| IssuerTypeEnum_Fund
-- ^ Specifies a vehicle (with or without separate legal
-- personality) designed for the purposes of collective
-- investment towards a defined investment goal.
| IssuerTypeEnum_QuasiGovernment
-- ^ Specifies debt issues by institutions or bodies,
-- typically constituted by statute, with a function
-- mandated by the government and subject to government
-- supervision inclusive of profit- and non-profit
-- making bodies. Includes the US Agencies and GSEs and
-- the EU concept of public sector entities. Excluding
-- any entities which are also Regional Government.
| IssuerTypeEnum_RegionalGovernment
-- ^ Specifies Regional Government Issued Debt including
-- states within countries, local authorities and
-- municipalities.
| IssuerTypeEnum_SovereignCentralBank
-- ^ Specifies Sovereign, Government Debt Securities
-- including Central Banks.
| IssuerTypeEnum_SpecialPurposeVehicle
-- ^ Specifies a vehicle setup for the purpose of
-- acquisition and financing of specific assets on a
-- limited recourse basis. E.g. asset backed securities,
-- including securitisations.
| IssuerTypeEnum_SupraNational
-- ^ Specifies debt issued by international organisations
-- and multilateral banks, entities constituted by
-- treaties or with multiple sovereign members includes
-- Multilateral development Banks.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the legal agreement
-- publisher.
data LegalAgreementPublisherEnum
= LegalAgreementPublisherEnum_AFB
-- ^ Association Française des Banques.
| LegalAgreementPublisherEnum_BNYM
-- ^ BNY Mellon
| LegalAgreementPublisherEnum_EMTA
-- ^ Emerging Markets Traders Association
| LegalAgreementPublisherEnum_ICMA
-- ^ International Capital Markets Association
| LegalAgreementPublisherEnum_ISDA
-- ^ International Swaps and Derivatives Association, Inc.
| LegalAgreementPublisherEnum_ISDAClearstream
-- ^ ISDA and Clearstream
| LegalAgreementPublisherEnum_ISDAEuroclear
-- ^ ISDA and Euroclear
| LegalAgreementPublisherEnum_ISLA
-- ^ International Securities Lending Association
| LegalAgreementPublisherEnum_JPMorgan
-- ^ JP Morgan
| LegalAgreementPublisherEnum_TheFXCommittee
-- ^ The Foreign Exchange Committee
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the legal agreement
-- type.
data LegalAgreementTypeEnum
= LegalAgreementTypeEnum_BrokerConfirmation
-- ^ A Broker Confirmation.
| LegalAgreementTypeEnum_Confirmation
-- ^ A Transaction Confirmation.
| LegalAgreementTypeEnum_CreditSupportAgreement
-- ^ A Credit Support Agreement.
| LegalAgreementTypeEnum_MasterAgreement
-- ^ A Master Agreement.
| LegalAgreementTypeEnum_MasterConfirmation
-- ^ A Master Confirmation.
| LegalAgreementTypeEnum_Other
-- ^ Another type of agreement.
| LegalAgreementTypeEnum_SecurityAgreement
-- ^ A Security Agreement related to a Collateral Transfer
-- Agreement (CTA).
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the length unit in
-- the Resource type.
data LengthUnitEnum
= LengthUnitEnum_Pages
| LengthUnitEnum_TimeUnit
deriving (Eq, Ord, Show)
-- | The enumeration values to specify the level at which
-- the limit is set: customer business, proprietary
-- business or account level. This is part of the CME
-- specification for clearing credit limits, although
-- not specified as a set of enumerated values as part
-- of the clearing confirmation specification.
data LimitLevelEnum
= LimitLevelEnum_Account
-- ^ The limit is set in relation to the proprietary
-- business undertaken by the clearing counterparty.
| LimitLevelEnum_Customer
-- ^ The limit is set in relation to the customer business
-- undertaken by the clearing counterparty.
| LimitLevelEnum_House
-- ^ The limit is set at the account level in relation to
-- the clearing counterparty.
deriving (Eq, Ord, Show)
-- | Specifies the load type of the delivery.
data LoadTypeEnum
= LoadTypeEnum_BaseLoad
-- ^ Base load
| LoadTypeEnum_BlockHours
-- ^ Block Hours
| LoadTypeEnum_GasDay
-- ^ Gas Day
| LoadTypeEnum_OffPeak
-- ^ Off-peak load
| LoadTypeEnum_Other
-- ^ Other
| LoadTypeEnum_PeakLoad
-- ^ Peak load
| LoadTypeEnum_Shaped
-- ^ Shaped
deriving (Eq, Ord, Show)
-- | Represents the enumeration values to identify the
-- collateral action instruction.
data MarginCallActionEnum
= MarginCallActionEnum_Delivery
-- ^ Indicates an instruction of a new collateral asset
-- delivery.
| MarginCallActionEnum_Return
-- ^ Indicates an instruction for a return of a principals
-- collateral asset delivery.
deriving (Eq, Ord, Show)
-- | Represents the enumeration values to define the
-- response type to a margin call.
data MarginCallResponseTypeEnum
= MarginCallResponseTypeEnum_AgreeinFull
-- ^ Specifies a 'Full Agreement' to Margin Call.
| MarginCallResponseTypeEnum_Dispute
-- ^ Specifies a 'Full Dispute' to a Margin call.
| MarginCallResponseTypeEnum_PartiallyAgree
-- ^ Specifies a 'Partial agreement' to Margin
-- Call.
deriving (Eq, Ord, Show)
-- | This indicator defines which type of assets (cash or
-- securities) is specified to apply as margin to the
-- repo transaction.
data MarginTypeEnum
= MarginTypeEnum_Cash
-- ^ When the margin type is Cash, the margin factor is
-- applied to the cash value of the transaction.
| MarginTypeEnum_Instrument
-- ^ When the margin type is Instrument, the margin factor
-- is applied to the instrument value for the
-- transaction. In the 'instrument' case, the
-- haircut would be applied to the securities.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the handling of an
-- averaging date market disruption for an equity
-- derivative transaction.
data MarketDisruptionEnum
= MarketDisruptionEnum_ModifiedPostponement
-- ^ As defined in section 6.7 paragraph (c) sub-paragraph
-- (iii) of the ISDA 2002 Equity Derivative definitions.
| MarketDisruptionEnum_Omission
-- ^ As defined in section 6.7 paragraph (c) sub-paragraph
-- (i) of the ISDA 2002 Equity Derivative definitions.
| MarketDisruptionEnum_Postponement
-- ^ As defined in section 6.7 paragraph (c) sub-paragraph
-- (ii) of the ISDA 2002 Equity Derivative definitions.
deriving (Eq, Ord, Show)
data MasterAgreementClauseIdentifierEnum
= MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_001
-- ^ Date of Agreement
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_002
-- ^ Parties
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_003
-- ^ Specific Roles
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_004
-- ^ Eligible Collateral
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_005
-- ^ Margin
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_006
-- ^ Aggregation
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_007
-- ^ Collateral Disapplication
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_008
-- ^ Settlement Netting
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_009
-- ^ Notification Time
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_010
-- ^ Indemnity
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_011
-- ^ Base Currency
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_012
-- ^ Places of Business
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_013
-- ^ Value
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_014
-- ^ Automatic Early Termination
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_015
-- ^ Designated Offices
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_016
-- ^ Address for Notices
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_017
-- ^ Process Agent
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_018
-- ^ Party Acting as Agent
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_019
-- ^ Pooled Principal Transactions
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_020
-- ^ Party Preparing the Agreement
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_021
-- ^ Default Interest Rate
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_022
-- ^ Existing Transactions
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_023
-- ^ Automation
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_024
-- ^ Act of Insolvency
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_025
-- ^ Buy-In
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_026
-- ^ Currency Conversions
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_027
-- ^ Scope
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_028
-- ^ Collateral Delivery Timings
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_029
-- ^ Delivery
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_030
-- ^ Substitution of Collateral
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_031
-- ^ Manufactured Payments
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_032
-- ^ Corporate Actions
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_033
-- ^ Payment of Rates
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_034
-- ^ Rate Applicable to Loaned Securities
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_035
-- ^ Lender's Right to Terminate a Loan
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_036
-- ^ Borrower's Right to Terminate a Loan
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_037
-- ^ Failure to Deliver Event of Default
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_038
-- ^ Failure to Redeliver
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_039
-- ^ Assets Transferred to a Trustee
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_040
-- ^ Suspension Event of Default
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_041
-- ^ Costs and Expenses
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_042
-- ^ Set-Off
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_043
-- ^ Default Market Value Fallbacks
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_044
-- ^ Assignment
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_045
-- ^ Telephone Recordings
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_046
-- ^ Waiver of Immunity
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_047
-- ^ Agreement to Deliver Documents
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_048
-- ^ Collateral Transfer Details
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_049
-- ^ Confidentiality
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_050
-- ^ Correction
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_051
-- ^ Minimum Collateral Transfer Amount
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_052
-- ^ Non-Reliance Representation
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_053
-- ^ Records and Statements
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_054
-- ^ Recovery and Resolution
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_055
-- ^ Security Agreement Details
| MasterAgreementClauseIdentifierEnum_ISLA_GMSLA_056
-- ^ Triparty Services
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of the
-- master agreement governing the transaction.
data MasterAgreementTypeEnum
= MasterAgreementTypeEnum_AFB
-- ^ AFB Master Agreement for Foreign Exchange and
-- Derivatives Transactions
| MasterAgreementTypeEnum_Bespoke
-- ^ A Bespoke (custom) Master Agreement, including
-- one-off agreements for transactions
| MasterAgreementTypeEnum_CMA
-- ^ Clearing Master Agreement
| MasterAgreementTypeEnum_CMOF
-- ^ Contrato Marco de Operaciones Financieras
| MasterAgreementTypeEnum_EEIPower
-- ^ EEI Master Power Purchase and Sale Agreement
| MasterAgreementTypeEnum_EFETElectricity
-- ^ EFET General Agreement Concerning the Delivery and
-- Acceptance of Electricity
| MasterAgreementTypeEnum_EFETGas
-- ^ EFET General Agreement Concerning The Delivery And
-- Acceptance of Natural Gas
| MasterAgreementTypeEnum_EMA
-- ^ European Master Agreement and the Derivatives Annex
-- (Banking Federation of the European Union)
| MasterAgreementTypeEnum_FBF
-- ^ Master Agreement Relating to transactions on Forward
-- Financial Instruments (Federation Bancaire Francaise)
| MasterAgreementTypeEnum_GMRA
-- ^ ICMA Global Master Agreement for REPO Trades
| MasterAgreementTypeEnum_GMSLA
-- ^ ISLA Global Master Agreement for Securities Lending
| MasterAgreementTypeEnum_GTMA
-- ^ FOA Grid Trade Master Agreement
| MasterAgreementTypeEnum_GasEDI
-- ^ GasEDI Base Contract for Short-term Sale and Purchase
-- of Natural Gas
| MasterAgreementTypeEnum_German
-- ^ German Master Agreement for Financial derivatives and
-- Addendum for Options on Stock Exchange Indices or
-- Securities
| MasterAgreementTypeEnum_ICOM
-- ^ International Currency Options Market Master
-- Agreement
| MasterAgreementTypeEnum_IETA_ERPA
-- ^ International Emissions Trading Association Emissions
-- Reduction Purchase Agreement
| MasterAgreementTypeEnum_IETA_ETMA
-- ^ International Emissions Trading Association Emissions
-- Trading Master Agreement
| MasterAgreementTypeEnum_IETA_IETMA
-- ^ International Emissions Trading Association
-- International Emissions Trading Master Agreement
| MasterAgreementTypeEnum_IFEMA
-- ^ International Foreign Exchange Master Agreement
| MasterAgreementTypeEnum_IFEOMA
-- ^ International Foreign Exchange and Options Master
-- Agreement
| MasterAgreementTypeEnum_ISDAFIA_CDEA
-- ^ ISDA-FIA Cleared Derivatives Execution Agreement
| MasterAgreementTypeEnum_ISDAIIFM_TMA
-- ^ ISDA/IIFM Tahawwut (Hedging) Master Agreement (TMA)
| MasterAgreementTypeEnum_ISDAMaster
-- ^ ISDA Master Agreement
| MasterAgreementTypeEnum_JSCC
-- ^ Master agreement of Japan Securities Clearing
-- Corporation
| MasterAgreementTypeEnum_LBMA
-- ^ International Bullion Master Agreement Terms
-- published by the London Bullion Market Association
| MasterAgreementTypeEnum_LEAP
-- ^ Leadership in Energy Automated Processing
| MasterAgreementTypeEnum_MCPSA
-- ^ CTA Master Coal Purchase and Sales Agreement
| MasterAgreementTypeEnum_NAESBGas
-- ^ NAESB Base Contract for Sale and Purchase of Natural
-- Gas
| MasterAgreementTypeEnum_NBP
-- ^ Short Term Flat NBP Trading Terms and Conditions
| MasterAgreementTypeEnum_RussianDerivatives
-- ^ Standard Documentation for Derivative Transactions on
-- the Russian Financial Markets
| MasterAgreementTypeEnum_RussianRepo
-- ^ Master Agreement and Contractual Terms for Repurchase
-- Agreements on the Russian Financial Market
| MasterAgreementTypeEnum_SCoTA
-- ^ globalCOAL Standard Coal Trading Agreement
| MasterAgreementTypeEnum_Swiss
-- ^ Swiss Master Agreement for OTC Derivatives
-- Instruments
| MasterAgreementTypeEnum_TTF
-- ^ TTF Hub Natural Gas Trading Terms and Conditions
| MasterAgreementTypeEnum_ZBT
-- ^ Zeebrugge Hub Natural Gas Trading Terms and
-- Conditions
deriving (Eq, Ord, Show)
data MasterAgreementVariantIdentifierEnum
= MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_001_01
-- ^ Agreement is Undated
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_001_02
-- ^ Agreement is Dated
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_002_01
-- ^ Name and Place of Incorporation
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_002_02
-- ^ Names and Place of Incorporation plus Additional
-- Information
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_002_03
-- ^ Defining the Party's Role as Lender or Borrower
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_003_01
-- ^ Non-specific Roles
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_003_02
-- ^ Specific Roles
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_004_01
-- ^ GMSLA Schedule
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_004_02
-- ^ Outside of GMSLA
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_004_03
-- ^ Additional Criteria
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_005_01
-- ^ GMSLA Schedule
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_005_02
-- ^ Outside of GMSLA
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_006_01
-- ^ Aggregation Applies
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_006_02
-- ^ Aggregation Does Not Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_006_03
-- ^ Aggregation Applies Separately to Loan Groups
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_006_04
-- ^ Aggregation Applies to Some but Not All Loans
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_006_05
-- ^ Neither Aggregation nor Loan by Loan Applies
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_007_01
-- ^ Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_007_02
-- ^ Collateral Disapplied
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_008_01
-- ^ Netting of Collateral Shall Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_008_02
-- ^ Netting of Collateral Shall Not Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_008_03
-- ^ Netting of Collateral Shall Apply with Multiple
-- Payments or Delivery Options
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_008_04
-- ^ Netting of Collateral Shall Apply Separately per
-- Group of Loans
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_009_01
-- ^ Specified Time
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_009_02
-- ^ Notification Time by Collateral Type
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_009_03
-- ^ Notification Time as Agreed
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_009_04
-- ^ No Notification Time
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_010_01
-- ^ Indemnity Applies
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_010_02
-- ^ Indemnity does not Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_011_01
-- ^ Single Base Currency
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_011_02
-- ^ Single Base Currency with Fallback
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_011_03
-- ^ Single Base Currency with Multiple Fallback Options
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_012_01
-- ^ Locations are Specified Without Reference to Party
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_012_02
-- ^ Locations are Specified Separately per Party
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_012_03
-- ^ Not all Places of Business Have to be Open
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_013_01
-- ^ Standard Bid Price
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_013_02
-- ^ Standard Mid Price
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_013_03
-- ^ 2018 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_013_04
-- ^ Borrowers Agreement to Pricing Source
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_013_05
-- ^ Pre-agreed Pricing Source
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_013_06
-- ^ Time Variation
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_014_01
-- ^ Automatic Early Termination does not Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_014_02
-- ^ Automatic Early Termination Applies
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_014_03
-- ^ Automatic Early Termination Applies in Modified Form)
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_014_04
-- ^ Automatic Early Termination is specified separately
-- for each Principal
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_014_05
-- ^ Automatic Early Termination is not applicable unless
-- required due to the systems of law
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_015_01
-- ^ Party Specifies a Single Designated Office
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_015_02
-- ^ Party Specifies Multiple Designated Offices
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_016_01
-- ^ 2000 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_016_02
-- ^ 2010 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_016_03
-- ^ 2018 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_016_04
-- ^ Plus Email
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_016_05
-- ^ Separate Address for Legal and Operational Notices
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_016_06
-- ^ Special Instructions
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_017_01
-- ^ No Process Agent
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_017_02
-- ^ Process Agent Specified
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_017_03
-- ^ Process Agent to be Appointed
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_018_01
-- ^ A Party will not act as Agent
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_018_02
-- ^ A Party may act as Agent
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_018_03
-- ^ A Party will always act as Agent
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_019_01
-- ^ Pooled Principal Transactions Shall Not Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_019_02
-- ^ Pooled Principal Transactions Shall Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_019_03
-- ^ Pooled Principal Transactions May Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_020_01
-- ^ Simple Election
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_020_02
-- ^ Election with Modifications
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_021_01
-- ^ Term Rate
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_021_02
-- ^ Overnight Rate
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_021_03
-- ^ Risk Free Rate
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_021_04
-- ^ Non-Defaulting Party Election
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_021_05
-- ^ Spread
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_022_01
-- ^ Agreement Covers Existing Loans
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_022_02
-- ^ Agreement Does Not Cover Existing Loans
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_023_01
-- ^ Automation Does Not Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_023_02
-- ^ Automation May Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_024_01
-- ^ Standard Pre-Print
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_024_02
-- ^ Grace Period Amendment
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_024_03
-- ^ Jurisdictional Amendments
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_025_01
-- ^ Transferor Pays Costs and Expenses
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_025_02
-- ^ Transferor Pays Costs and Expenses other than those
-- arising from Negligence
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_025_03
-- ^ Transferor only Liable for Cost and Expenses if
-- Reasonable Notice of Buy-in
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_025_04
-- ^ Buy-in Expanded to Cover Buy-in Exercised by an
-- Exchange
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_026_01
-- ^ Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_026_02
-- ^ Selecting Party other than Lender
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_026_03
-- ^ Variation of Exchange Rate Source
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_027_01
-- ^ Standard Scope
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_027_02
-- ^ Limited Scope
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_028_01
-- ^ Same Day
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_028_02
-- ^ Alternative Delivery Time
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_028_03
-- ^ Same Day with Notification Time
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_028_04
-- ^ Alternative Delivery Time with Notification Time
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_028_05
-- ^ Asset Dependent
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_029_01
-- ^ Simultaneous delivery of securities and collateral
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_029_02
-- ^ Collateral Delivery as specified in the Security
-- Agreement
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_029_03
-- ^ Lender to Deliver Securities once Collateral is
-- Delivered
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_030_01
-- ^ Borrower Request
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_030_02
-- ^ Borrower Request/Lender Consent
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_030_03
-- ^ Lender or Borrower Request
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_030_04
-- ^ Pre-approval of Alternative Collateral
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_031_01
-- ^ Manufactured Payment of Amount Such Party Would Be
-- Entitled to Receive
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_031_02
-- ^ Manufactured Payment of Amount Such Lender Would Be
-- Entitled to Receive
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_031_03
-- ^ Manufactured Payment Only in Relation to Loaned
-- Securities
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_031_04
-- ^ Additional Sum to Be Paid to Cover Tax Relief
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_031_05
-- ^ Notice Requirement
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_032_01
-- ^ Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_032_02
-- ^ Reasonable Notice Defined
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_032_03
-- ^ No Right to Instruct
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_033_01
-- ^ Payment Within a Week
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_033_02
-- ^ Payment Within 10 Days
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_033_03
-- ^ Payment Upon Maturity
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_034_01
-- ^ Such Rate as Agreed
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_034_02
-- ^ VAT Added
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_034_03
-- ^ No Deduction
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_034_04
-- ^ No Rate Payable
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_035_01
-- ^ Lender May Terminate a Loan at any Time
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_035_02
-- ^ Lender May Not Terminate a Loan
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_036_01
-- ^ Borrower May Terminate a Loan at Any Time
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_036_02
-- ^ Borrower May Terminate a Loan Subject to Notice
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_036_03
-- ^ Borrower May Terminate a Loan Subject to Limitations
-- Concerning Corporate Actions
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_036_04
-- ^ Borrower May Terminate a Loan Subject to Paying the
-- Rate for the Full Term
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_037_01
-- ^ Failure to Deliver Event of Default Applies
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_037_02
-- ^ Failure to Deliver Event of Default does not Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_037_03
-- ^ Failure to Deliver Event of Default does not Apply to
-- Lender
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_038_01
-- ^ 2000 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_038_02
-- ^ 2010 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_038_03
-- ^ 2018 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_038_04
-- ^ 2000 Modified No Lender Close Out
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_039_01
-- ^ 2000 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_039_02
-- ^ 2010/2018 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_039_03
-- ^ Hybrid
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_040_01
-- ^ 2000 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_040_02
-- ^ 2010/2018 Standard
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_040_03
-- ^ Hybrid
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_041_01
-- ^ Standard Costs and Expenses
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_041_02
-- ^ Limitation of Costs and Expenses
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_041_03
-- ^ Expansion of Costs and Expenses
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_042_01
-- ^ No Contractual Set-Off
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_042_02
-- ^ Simple Contractual Set-Off
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_042_03
-- ^ Set-Off with Unascertained Obligations Amendment
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_043_01
-- ^ Standard Paragraph 11.2(a)
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_043_02
-- ^ Amended Paragraph 11.2,(a) applies
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_044_01
-- ^ Consent
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_044_02
-- ^ Consent with Standard Exclusions
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_044_03
-- ^ Consent with Additional Exclusions
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_044_04
-- ^ Pre-approved Assignments
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_045_01
-- ^ Parties May Record All Conversations
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_045_02
-- ^ Parties Agree to Obtain Consent
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_045_03
-- ^ Parties Limit the Conversations that May be Recorded
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_045_04
-- ^ Submission as Evidence
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_046_01
-- ^ Standard Waiver of Immunity Applies
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_046_02
-- ^ Waiver of Immunity may Not Apply
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_047_01
-- ^ No Additional Documentation Required
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_047_02
-- ^ Additional Documentation Required
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_048_01
-- ^ Collateral Transfer Details not included
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_048_02
-- ^ Collateral Transfer Details included
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_049_01
-- ^ Confidentiality Clause
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_049_02
-- ^ Permitted Disclosure Clause
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_050_01
-- ^ Paragraph 20.1 Amended to Refer Paragraph 6
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_050_02
-- ^ Paragraph 27.2 Amended to refer to the 2010 GMSLA
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_051_01
-- ^ MCTA Delivery only
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_051_02
-- ^ MCTA Delivery and Re-Delivery
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_051_03
-- ^ MCTA Drops to Zero for a Defaulting Party
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_052_01
-- ^ No Non-Reliance Representation
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_052_02
-- ^ Non-Reliance Representation Added
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_053_01
-- ^ No Records and Statements Clause
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_053_02
-- ^ Records and Statements Clause Added
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_054_01
-- ^ Recovery and Resolution not Included
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_054_02
-- ^ Recovery and Resolution Included in GMSLA
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_054_03
-- ^ Recovery and Resolution Included by Protocol
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_054_04
-- ^ Recovery and Resolution Incorporated by Reference
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_055_01
-- ^ Security Agreement Details Included
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_056_01
-- ^ Triparty Services Not Referenced
| MasterAgreementVariantIdentifierEnum_ISLA_GMSLA_056_02
-- ^ Triparty Services May Apply
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of annex to
-- be used with master confirmation agreement governing
-- the transaction.
data MasterConfirmationAnnexTypeEnum
= MasterConfirmationAnnexTypeEnum_ISDA2004IndexVarianceSwapAmericasInterdealer
-- ^ The Index Variance Swap 2004 Annex to the ISDA 2004
-- Americas Interdealer Master Equity Derivatives
-- Confirmation Agreement and to the Revised ISDA 2004
-- Americas Interdealer Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2004ShareVarianceSwapAmericasInterdealer
-- ^ The Share Variance Swap 2004 Annex to the ISDA 2004
-- Americas Interdealer Master Equity Derivatives
-- Confirmation Agreement and to the Revised ISDA 2004
-- Americas Interdealer Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2007DispersionVarianceSwapEuropean
-- ^ The Dispersion Variance Swap Annex to the Revised
-- 2007 ISDA European Variance Swap Master Confirmation
-- Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2007EquityFinanceSwapEuropean
-- ^ The EFS (Equity Share Finance Swap) 2007 Annex to the
-- ISDA 2007 European Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2007IndexVarianceSwapAmericasInterdealer
-- ^ The Index Variance Swap 2007 Annex to the Revised
-- ISDA 2004 Americas Interdealer Master Equity
-- Derivatives Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2007ShareVarianceSwapAmericasInterdealer
-- ^ The Share Variance Swap 2007 Annex to the Revised
-- ISDA 2004 Americas Interdealer Master Equity
-- Derivatives Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2007VarianceOptionEuropean
-- ^ The Variance Option Standard Terms Appendix to the
-- Revised ISDA 2007 European Variance Swap Master
-- Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2008EquityFinanceSwapAsiaExcludingJapan
-- ^ The Cash-settled Open Market EFS (Equity Finance
-- Share Swap) 2008 Annex to the ISDA 2008 AEJ (Asia
-- Excluding Japan) Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1
-- ^ The Cash-settled Open Market EFS (Equity Finance
-- Share Swap) Annex to the Revised ISDA 2008 AEJ (Asia
-- Excluding Japan) Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2008EquityOptionAsiaExcludingJapan
-- ^ The Open Market Equity Option 2008 Annex to the ISDA
-- 2008 AEJ (Asia Excluding Japan) Master Equity
-- Derivatives Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2008EquityOptionAsiaExcludingJapanRev1
-- ^ The Open Market Equity Option Annex to the Revised
-- ISDA 2008 AEJ (Asia Excluding Japan) Master Equity
-- Derivatives Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2008EquityOptionJapan
-- ^ The Equity Option 2008 Annex to the ISDA 2008
-- Japanese Master Equity Derivatives Confirmation
-- Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2009ClosedMarketsOptionsAsiaExcludingJapan
-- ^ The Cash-settled Closed Market Index and Share
-- Options 2009 Annex to the Revised ISDA 2008 AEJ (Asia
-- Excluding Japan) Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2009EquityEuropeanIS
-- ^ The Index Swap 2009 Annex to the ISDA 2007 European
-- Master Equity Derivatives Confirmation Agreement
-- applies.
| MasterConfirmationAnnexTypeEnum_ISDA2009EquityEuropeanInterdealerSS
-- ^ The Interdealer Share Swap 2009 Annex to the ISDA
-- 2009 European Interdealer Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2009IndexShareOptionAmericas
-- ^ The Index and Share Options 2009 Annex to the ISDA
-- 2009 Americas Master Equity Derivatives Confirmation
-- Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2009IndexSwapEuropeanInterdealer
-- ^ The Interdealer Index Swap 2009 Annex to the ISDA
-- 2009 European Interdealer Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2009IndexSwapPanAsiaInterdealer
-- ^ The Index Swap 2009 Annex to the ISDA 2009 Pan-Asia
-- Interdealer Master Equity Derivatives Confirmation
-- Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2009ShareSwapPanAsia
-- ^ The Share Swap 2009 Annex to the ISDA 2009 Pan-Asia
-- Interdealer Master Equity Derivatives Confirmation
-- Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2010FairValueShareSwapEuropeanInterdealer
-- ^ The Fair Value Interdealer Share Swap 2010 Annex to
-- the ISDA 2009 European Interdealer Master Equity
-- Derivatives Confirmation Agreement applies.
| MasterConfirmationAnnexTypeEnum_ISDA2010IndexShareOptionEMEAInterdealer
-- ^ The Cash-settled Index Option/Cash/Physically-settled
-- Share Option 2010 Annex to the ISDA 2010 EMEA EM
-- Interdealer Master Equity Derivatives Confirmation
-- Agreement applies.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of master
-- confirmation agreement governing the transaction.
-- While FpML positions the date a prefix, the CDM
-- positions it as the suffix to handle grammar type
-- constraints.
data MasterConfirmationTypeEnum
= MasterConfirmationTypeEnum_DJ_CDX_EM
-- ^ Used for CDS Index trades executed under the Dow
-- Jones CDX Emerging Markets Master Confirmation.
| MasterConfirmationTypeEnum_DJ_CDX_EM_DIV
-- ^ Used for CDS Index trades executed under the Dow
-- Jones CDX Emerging Markets Diversified Master
-- Confirmation.
| MasterConfirmationTypeEnum_DJ_CDX_NA
-- ^ Used for CDS Index trades executed under the Dow
-- Jones CDX Master Confirmation that covers CDX.NA.IG,
-- CDX.NA.HY, and CDX.NA.XO.
| MasterConfirmationTypeEnum_DJ_iTraxx_Europe
-- ^ Used for CDS Index trades executed under the Dow
-- Jones iTraxx Europe Master Confirmation Agreement.
| MasterConfirmationTypeEnum_EquityAmericas
-- ^ A general reference to the types of Americas Master
-- Confirmation Agreements. Use the more specific values
-- to reference a specific type of Americas Master
-- Confirmation Agreement.
| MasterConfirmationTypeEnum_EquityAsia
-- ^ A general reference to the types of Asia Master
-- Confirmation Agreements. Use the more specific values
-- to reference a specific type of Asia Master
-- Confirmation Agreement.
| MasterConfirmationTypeEnum_EquityEuropean
-- ^ A general reference to the types of European Master
-- Confirmation Agreements. Use the more specific values
-- to reference a specific type of European Master
-- Confirmation Agreement.
| MasterConfirmationTypeEnum_ISDA1999Credit
-- ^ ISDA 1999 Master Credit Derivatives Confirmation
-- Agreement
| MasterConfirmationTypeEnum_ISDA2003CreditAsia
-- ^ ISDA 2003 Master Credit Derivatives Confirmation
-- Agreement interpreted as if Asia had been specified
-- as the relevant Transaction Type in the Transaction
-- Supplement.
| MasterConfirmationTypeEnum_ISDA2003CreditAustraliaNewZealand
-- ^ ISDA 2003 Master Credit Derivatives Confirmation
-- Agreement interpreted as if Australia and New Zealand
-- had been specified as the relevant Transaction Type
-- in the Transaction Supplement.
| MasterConfirmationTypeEnum_ISDA2003CreditEuropean
-- ^ ISDA 2003 Master Credit Derivatives Confirmation
-- Agreement interpreted as if European had been
-- specified as the relevant Transaction Type in the
-- Transaction Supplement.
| MasterConfirmationTypeEnum_ISDA2003CreditJapan
-- ^ ISDA 2003 Master Credit Derivatives Confirmation
-- Agreement interpreted as if Japan had been specified
-- as the relevant Transaction Type in the Transaction
-- Supplement.
| MasterConfirmationTypeEnum_ISDA2003CreditNorthAmerican
-- ^ ISDA 2003 Master Credit Derivatives Confirmation
-- Agreement interpreted as if North American had been
-- specified as the relevant Transaction Type in the
-- Transaction Supplement.
| MasterConfirmationTypeEnum_ISDA2003CreditSingapore
-- ^ ISDA 2003 Master Credit Derivatives Confirmation
-- Agreement interpreted as if Singapore had been
-- specified as the relevant Transaction Type in the
-- Transaction Supplement.
| MasterConfirmationTypeEnum_ISDA2003CreditSovereignAsia
-- ^ ISDA Sovereign 2003 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Asia had
-- been specified as the relevant Transaction Type in
-- the Transaction Supplement. The 2003 Sovereign Master
-- Confirmation has been superceded by the 2004.
| MasterConfirmationTypeEnum_ISDA2003CreditSovereignCentralAndEasternEurope
-- ^ ISDA Sovereign 2003 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Central and
-- Eastern Europe had been specified as the relevant
-- Transaction Type in the Transaction Supplement. The
-- 2003 Sovereign Master Confirmation has been
-- superceded by the 2004.
| MasterConfirmationTypeEnum_ISDA2003CreditSovereignJapan
-- ^ ISDA Sovereign 2003 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Japan had
-- been specified as the relevant Transaction Type in
-- the Transaction Supplement. The 2003 Sovereign Master
-- Confirmation has been superceded by the 2004.
| MasterConfirmationTypeEnum_ISDA2003CreditSovereignLatinAmerica
-- ^ ISDA Sovereign 2003 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Latin
-- America had been specified as the relevant
-- Transaction Type in the Transaction Supplement. The
-- 2003 Sovereign Master Confirmation has been
-- superceded by the 2004.
| MasterConfirmationTypeEnum_ISDA2003CreditSovereignMiddleEast
-- ^ ISDA Sovereign 2003 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Middle East
-- had been specified as the relevant Transaction Type
-- in the Transaction Supplement. The 2003 Sovereign
-- Master Confirmation has been superceded by the 2004.
| MasterConfirmationTypeEnum_ISDA2003CreditSovereignWesternEurope
-- ^ ISDA Sovereign 2003 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Western
-- Europe had been specified as the relevant Transaction
-- Type in the Transaction Supplement. The 2003
-- Sovereign Master Confirmation has been superceded by
-- the 2004.
| MasterConfirmationTypeEnum_ISDA2003StandardCreditAsia
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardAsiaCorporate.
| MasterConfirmationTypeEnum_ISDA2003StandardCreditAustraliaNewZealand
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardAustraliaCorporate/Sovereign and
-- StandardNewZealandCorporate/Sovereign.
| MasterConfirmationTypeEnum_ISDA2003StandardCreditEuropean
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardEuropeanCorporate.
| MasterConfirmationTypeEnum_ISDA2003StandardCreditJapan
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardJapanCorporate.
| MasterConfirmationTypeEnum_ISDA2003StandardCreditNorthAmerican
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardNorthAmericanCorporate.
| MasterConfirmationTypeEnum_ISDA2003StandardCreditSingapore
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardSingaporeCorporate/Sovereign.
| MasterConfirmationTypeEnum_ISDA2004CreditSovereignAsia
-- ^ ISDA Sovereign 2004 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Asia had
-- been specified as the relevant Transaction Type in
-- the Transaction Supplement.
| MasterConfirmationTypeEnum_ISDA2004CreditSovereignEmergingEuropeanAndMiddleEastern
-- ^ ISDA Sovereign 2004 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Emerging
-- European and Middle Eastern had been specified as the
-- relevant Transaction Type in the Transaction
-- Supplement.
| MasterConfirmationTypeEnum_ISDA2004CreditSovereignJapan
-- ^ ISDA Sovereign 2004 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Japan had
-- been specified as the relevant Transaction Type in
-- the Transaction Supplement.
| MasterConfirmationTypeEnum_ISDA2004CreditSovereignLatinAmerican
-- ^ ISDA Sovereign 2004 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Latin
-- American had been specified as the relevant
-- Transaction Type in the Transaction Supplement.
| MasterConfirmationTypeEnum_ISDA2004CreditSovereignWesternEuropean
-- ^ ISDA Sovereign 2004 Master Credit Derivatives
-- Confirmation Agreement interpreted as if Western
-- European had been specified as the relevant
-- Transaction Type in the Transaction Supplement.
| MasterConfirmationTypeEnum_ISDA2004EquityAmericasInterdealer
-- ^ The ISDA 2004 Americas Interdealer Master Equity
-- Derivatives Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2004EquityAmericasInterdealerRev1
-- ^ The Revised ISDA 2004 Americas Interdealer Master
-- Equity Derivatives Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2004StandardCreditSovereignAsia
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardAsiaSovereign.
| MasterConfirmationTypeEnum_ISDA2004StandardCreditSovereignEmergingEuropeanAndMiddleEastern
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardEmergingEuropeanAndMiddleEasternSovereign.
| MasterConfirmationTypeEnum_ISDA2004StandardCreditSovereignJapan
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardJapanSovereign.
| MasterConfirmationTypeEnum_ISDA2004StandardCreditSovereignLatinAmerican
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardLatinAmericaSovereign.
| MasterConfirmationTypeEnum_ISDA2004StandardCreditSovereignWesternEuropean
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardWesternEuropeanSovereign.
| MasterConfirmationTypeEnum_ISDA2005EquityAsiaExcludingJapanInterdealer
-- ^ ISDA 2005 AEJ (Asia Excluding Japan) Interdealer
-- Master Equity Derivatives Confirmation Agreement
-- applies.
| MasterConfirmationTypeEnum_ISDA2005EquityAsiaExcludingJapanInterdealerRev2
-- ^ Second Revised ISDA 2005 AEJ (Asia Excluding Japan)
-- Interdealer Master Equity Derivatives Confirmation
-- Agreement applies.
| MasterConfirmationTypeEnum_ISDA2005EquityJapaneseInterdealer
-- ^ The ISDA 2005 Japanese Interdealer Master Equity
-- Derivatives Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2006VarianceSwapJapanese
-- ^ ISDA 2006 Variance Swap Japanese Confirmation
-- Agreement applies.
| MasterConfirmationTypeEnum_ISDA2006VarianceSwapJapaneseInterdealer
-- ^ ISDA 2006 Variance Swap Japanese Interdealer
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2007EquityEuropean
-- ^ The ISDA 2007 European Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2007VarianceSwapAmericas
-- ^ The ISDA 2007 Americas Master Variance Swap
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2007VarianceSwapAsiaExcludingJapan
-- ^ The ISDA 2007 AEJ Master Variance Swap Confirmation
-- Agreement applies.
| MasterConfirmationTypeEnum_ISDA2007VarianceSwapAsiaExcludingJapanRev1
-- ^ The Revised ISDA 2007 AEJ Master Variance Swap
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2007VarianceSwapAsiaExcludingJapanRev2
-- ^ The Second Revised ISDA 2007 AEJ Master Variance Swap
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2007VarianceSwapEuropean
-- ^ The ISDA 2007 European Variance Swap Master
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2007VarianceSwapEuropeanRev1
-- ^ The Revised ISDA 2007 European Variance Swap Master
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2008DividendSwapJapan
-- ^ The ISDA 2008 Japanese Dividend Swap Master
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2008DividendSwapJapaneseRev1
-- ^ The Revised ISDA 2008 Japanese Dividend Swap Master
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2008EquityAmericas
-- ^ The ISDA 2008 Americas Master
-- Designated/Exchange-Traded Contract Option
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2008EquityAsiaExcludingJapan
-- ^ The ISDA 2008 AEJ (Asia Excluding Japan) Master
-- Equity Derivatives Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2008EquityAsiaExcludingJapanRev1
-- ^ The Revised ISDA 2008 AEJ (Asia Excluding Japan)
-- Master Equity Derivatives Confirmation Agreement
-- applies.
| MasterConfirmationTypeEnum_ISDA2008EquityJapan
-- ^ The ISDA 2008 Japanese Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2009EquityAmericas
-- ^ The ISDA 2009 Americas Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2009EquityEuropeanInterdealer
-- ^ The ISDA 2009 European Interdealer Master Equity
-- Derivatives Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2009EquityPanAsia
-- ^ 2009 Pan-Asia Interdealer Master Equity Derivatives
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2010EquityEMEAInterdealer
-- ^ The ISDA 2010 EMEA EM Interdealer Master Equity
-- Derivatives Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2013VolatilitySwapAmericas
-- ^ The ISDA 2013 Americas Master Volatility Swap
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2013VolatilitySwapAsiaExcludingJapan
-- ^ The ISDA 2013 AEJ Master Volatility Swap Confirmation
-- Agreement applies.
| MasterConfirmationTypeEnum_ISDA2013VolatilitySwapEuropean
-- ^ The ISDA 2013 European Volatility Swap Master
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum_ISDA2013VolatilitySwapJapanese
-- ^ The ISDA 2013 Volatility Swap Japanese Confirmation
-- Agreement applies.
| MasterConfirmationTypeEnum__2003CreditIndex
-- ^ Used for CDS Index trades. Relevant Master
-- Confirmation determined by the contents of the
-- creditDefaultSwap element. Best practice is to use
-- the most specific code that applies.
| MasterConfirmationTypeEnum__2004EquityEuropeanInterdealer
-- ^ A privately negotiated European Interdealer Master
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum__2005VarianceSwapEuropeanInterdealer
-- ^ A privately negotiated European Interdealer Master
-- Confirmation Agreement applies.
| MasterConfirmationTypeEnum__2006DividendSwapEuropean
-- ^ A European Interdealer Master Confirmation Agreement
-- not defined by ISDA, and modified by the parties to
-- the transaction applies.
| MasterConfirmationTypeEnum__2006DividendSwapEuropeanInterdealer
-- ^ A European Interdealer Master Confirmation Agreement
-- not defined by ISDA applies.
| MasterConfirmationTypeEnum__2014CreditAsia
-- ^ Dummy MCA value mirroring the matrix term value
-- AsiaCorporate.
| MasterConfirmationTypeEnum__2014CreditAsiaFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- AsiaFinancialCorporate.
| MasterConfirmationTypeEnum__2014CreditAustraliaNewZealand
-- ^ Dummy MCA value mirroring the matrix term value
-- AustraliaCorporate/NewZealandCorporate.
| MasterConfirmationTypeEnum__2014CreditAustraliaNewZealandFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- AustraliaFinancialCorporate/NewZealandFinancialCorporate.
| MasterConfirmationTypeEnum__2014CreditEuropean
-- ^ Dummy MCA value mirroring the matrix term value
-- EuropeanCorporate.
| MasterConfirmationTypeEnum__2014CreditEuropeanCoCoFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- EuropeanCoCoFinancialCorporate.
| MasterConfirmationTypeEnum__2014CreditEuropeanFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- EuropeanFinancialCorporate.
| MasterConfirmationTypeEnum__2014CreditJapan
-- ^ Dummy MCA value mirroring the matrix term value
-- JapanCorporate.
| MasterConfirmationTypeEnum__2014CreditJapanFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- JapanFinancialCorporate.
| MasterConfirmationTypeEnum__2014CreditNorthAmerican
-- ^ Dummy MCA value mirroring the matrix term value
-- NorthAmericanCorporate.
| MasterConfirmationTypeEnum__2014CreditNorthAmericanFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- NorthAmericanFinancialCorporate.
| MasterConfirmationTypeEnum__2014CreditSingapore
-- ^ Dummy MCA value mirroring the matrix term values
-- SingaporeCorporate.
| MasterConfirmationTypeEnum__2014CreditSingaporeFinancial
-- ^ Dummy MCA value mirroring the matrix term values
-- SingaporeFinancialCorporate.
| MasterConfirmationTypeEnum__2014CreditSovereignAsia
-- ^ Dummy MCA value mirroring the matrix term value
-- AsiaSovereign.
| MasterConfirmationTypeEnum__2014CreditSovereignEmergingEuropeanAndMiddleEastern
-- ^ Dummy MCA value mirroring the matrix term value
-- EmergingEuropeanAndMiddleEasternSovereign.
| MasterConfirmationTypeEnum__2014CreditSovereignJapan
-- ^ Dummy MCA value mirroring the matrix term value
-- JapanSovereign.
| MasterConfirmationTypeEnum__2014CreditSovereignLatinAmerican
-- ^ Dummy MCA value mirroring the matrix term value
-- LatinAmericaSovereign.
| MasterConfirmationTypeEnum__2014CreditSovereignWesternEuropean
-- ^ Dummy MCA value mirroring the matrix term value
-- WesternEuropeanSovereign.
| MasterConfirmationTypeEnum__2014StandardCreditAsia
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardAsiaCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditAsiaFinancial
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardAsiaFinancialCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditAustraliaNewZealand
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardAustraliaCorporate and
-- StandardNewZealandCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditAustraliaNewZealandFinancial
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardAustraliaFinancialCorporate and
-- StandardNewZealandFinancialCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditEuropean
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardEuropeanCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditEuropeanCoCoFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardEuropeanCoCoFinancialCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditEuropeanFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardEuropeanFinancialCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditJapan
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardJapanCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditJapanFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardJapanFinancialCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditNorthAmerican
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardNorthAmericanCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditNorthAmericanFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- standardNorthAmericanFinancialCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditSingapore
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardSingaporeCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditSingaporeFinancial
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardSingaporeFinancialCorporate.
| MasterConfirmationTypeEnum__2014StandardCreditSovereignAsia
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardAsiaSovereign.
| MasterConfirmationTypeEnum__2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardEmergingEuropeanAndMiddleEasternSovereign.
| MasterConfirmationTypeEnum__2014StandardCreditSovereignJapan
-- ^ Dummy MCA value mirroring the matrix term values
-- StandardJapanSovereign.
| MasterConfirmationTypeEnum__2014StandardCreditSovereignLatinAmerican
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardLatinAmericaSovereign.
| MasterConfirmationTypeEnum__2014StandardCreditSovereignWesternEuropean
-- ^ Dummy MCA value mirroring the matrix term value
-- StandardWesternEuropeanSovereign.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify a scheme of
-- transaction types specified in the Equity Derivatives
-- Settlement Matrix.
data MatrixTermEnum
= MatrixTermEnum_AsiaCorporate
-- ^ Matrix Transaction Type of ASIA CORPORATE.
| MatrixTermEnum_AsiaFinancialCorporate
-- ^ Matrix Transaction Type of ASIA FINANCIAL CORPORATE.
| MatrixTermEnum_AsiaSovereign
-- ^ Matrix Transaction Type of ASIA SOVEREIGN.
| MatrixTermEnum_AustraliaCorporate
-- ^ Matrix Transaction Type of AUSTRALIA CORPORATE.
| MatrixTermEnum_AustraliaFinancialCorporate
-- ^ Matrix Transaction Type of AUSTRALIA FINANCIAL
-- CORPORATE.
| MatrixTermEnum_AustraliaSovereign
-- ^ Matrix Transaction Type of AUSTRALIA SOVEREIGN.
| MatrixTermEnum_EmergingEuropeanAndMiddleEasternSovereign
-- ^ Matrix Transaction Type of EMERGING EUROPEAN AND
-- MIDDLE EASTERN SOVEREIGN.
| MatrixTermEnum_EmergingEuropeanCorporate
-- ^ Matrix Transaction Type of EMERGING EUROPEAN
-- CORPORATE.
| MatrixTermEnum_EmergingEuropeanCorporateLPN
-- ^ Matrix Transaction Type of EMERGING EUROPEAN
-- CORPORATE LPN.
| MatrixTermEnum_EmergingEuropeanFinancialCorporate
-- ^ Matrix Transaction Type of EMERGING EUROPEAN
-- FINANCIAL CORPORATE.
| MatrixTermEnum_EmergingEuropeanFinancialCorporateLPN
-- ^ Matrix Transaction Type of EMERGING EUROPEAN
-- FINANCIAL CORPORATE LPN.
| MatrixTermEnum_EuropeanCoCoFinancialCorporate
-- ^ Matrix Transaction Type of EUROPEAN COCO FINANCIAL
-- CORPORATE.
| MatrixTermEnum_EuropeanCorporate
-- ^ Matrix Transaction Type of EUROPEAN CORPORATE.
| MatrixTermEnum_EuropeanFinancialCorporate
-- ^ Matrix Transaction Type of EUROPEAN FINANCIAL
-- CORPORATE.
| MatrixTermEnum_EuropeanSeniorNonPreferredFinancialCorporate
-- ^ Matrix Transaction Type of EUROPEAN SENIOR NON
-- PREFERRED FINANCIAL CORPORATE.
| MatrixTermEnum_IVS1OpenMarkets
-- ^ The ISDA-published 2011 Index Volatility Swap
-- Agreement for Open Markets.
| MatrixTermEnum_JapanCorporate
-- ^ Matrix Transaction Type of JAPAN CORPORATE.
| MatrixTermEnum_JapanFinancialCorporate
-- ^ Matrix Transaction Type of JAPAN FINANCIAL CORPORATE.
| MatrixTermEnum_JapanSovereign
-- ^ Matrix Transaction Type of JAPAN SOVEREIGN.
| MatrixTermEnum_LatinAmericaCorporate
-- ^ Matrix Transaction Type of LATIN AMERICA CORPORATE.
| MatrixTermEnum_LatinAmericaCorporateBond
-- ^ Matrix Transaction Type of LATIN AMERICA CORPORATE B.
| MatrixTermEnum_LatinAmericaCorporateBondOrLoan
-- ^ Matrix Transaction Type of LATIN AMERICA CORPORATE
-- BL.
| MatrixTermEnum_LatinAmericaFinancialCorporateBond
-- ^ Matrix Transaction Type of LATIN AMERICA FINANCIAL
-- CORPORATE B.
| MatrixTermEnum_LatinAmericaFinancialCorporateBondOrLoan
-- ^ Matrix Transaction Type of LATIN AMERICA FINANCIAL
-- CORPORATE BL.
| MatrixTermEnum_LatinAmericaSovereign
-- ^ Matrix Transaction Type of LATIN AMERICA SOVEREIGN.
| MatrixTermEnum_NewZealandCorporate
-- ^ Matrix Transaction Type of NEW ZEALAND CORPORATE.
| MatrixTermEnum_NewZealandFinancialCorporate
-- ^ Matrix Transaction Type of NEW ZEALAND FINANCIAL
-- CORPORATE.
| MatrixTermEnum_NewZealandSovereign
-- ^ Matrix Transaction Type of NEW ZEALAND SOVEREIGN.
| MatrixTermEnum_NorthAmericanCorporate
-- ^ Matrix Transaction Type of NORTH AMERICAN CORPORATE.
| MatrixTermEnum_NorthAmericanFinancialCorporate
-- ^ Matrix Transaction Type of NORTH AMERICAN FINANCIAL
-- CORPORATE.
| MatrixTermEnum_SingaporeCorporate
-- ^ Matrix Transaction Type of SINGAPORE CORPORATE.
| MatrixTermEnum_SingaporeFinancialCorporate
-- ^ Matrix Transaction Type of SINGAPORE FINANCIAL
-- CORPORATE.
| MatrixTermEnum_SingaporeSovereign
-- ^ Matrix Transaction Type of SINGAPORE SOVEREIGN.
| MatrixTermEnum_StandardAsiaCorporate
-- ^ Matrix Transaction Type of STANDARD ASIA CORPORATE.
| MatrixTermEnum_StandardAsiaFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD ASIA FINANCIAL
-- CORPORATE.
| MatrixTermEnum_StandardAsiaSovereign
-- ^ Matrix Transaction Type of STANDARD ASIA SOVEREIGN.
| MatrixTermEnum_StandardAustraliaCorporate
-- ^ Matrix Transaction Type of STANDARD AUSTRALIA
-- CORPORATE.
| MatrixTermEnum_StandardAustraliaFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD AUSTRALIA
-- FINANCIAL CORPORATE.
| MatrixTermEnum_StandardAustraliaSovereign
-- ^ Matrix Transaction Type of STANDARD AUSTRALIA
-- SOVEREIGN.
| MatrixTermEnum_StandardEmergingEuropeanAndMiddleEasternSovereign
-- ^ Matrix Transaction Type of STANDARD EMERGING EUROPEAN
-- AND MIDDLE EASTERN SOVEREIGN.
| MatrixTermEnum_StandardEmergingEuropeanCorporate
-- ^ Matrix Transaction Type of STANDARD EMERGING EUROPEAN
-- CORPORATE.
| MatrixTermEnum_StandardEmergingEuropeanCorporateLPN
-- ^ Matrix Transaction Type of STANDARD EMERGING EUROPEAN
-- CORPORATE LPN.
| MatrixTermEnum_StandardEmergingEuropeanFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD EMERGING EUROPEAN
-- FINANCIAL CORPORATE.
| MatrixTermEnum_StandardEmergingEuropeanFinancialCorporateLPN
-- ^ Matrix Transaction Type of STANDARD EMERGING EUROPEAN
-- FINANCIAL CORPORATE LPN.
| MatrixTermEnum_StandardEuropeanCoCoFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD EUROPEAN COCO
-- FINANCIAL CORPORATE.
| MatrixTermEnum_StandardEuropeanCorporate
-- ^ Matrix Transaction Type of STANDARD EUROPEAN
-- CORPORATE.
| MatrixTermEnum_StandardEuropeanFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD EUROPEAN
-- FINANCIAL CORPORATE.
| MatrixTermEnum_StandardEuropeanSeniorNonPreferredFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD EUROPEAN SENIOR
-- NON PREFERRED FINANCIAL CORPORATE.
| MatrixTermEnum_StandardJapanCorporate
-- ^ Matrix Transaction Type of STANDARD JAPAN CORPORATE.
| MatrixTermEnum_StandardJapanFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD JAPAN FINANCIAL
-- CORPORATE.
| MatrixTermEnum_StandardJapanSovereign
-- ^ Matrix Transaction Type of STANDARD JAPAN SOVEREIGN.
| MatrixTermEnum_StandardLatinAmericaCorporateBond
-- ^ Matrix Transaction Type of STANDARD LATIN AMERICA
-- CORPORATE B.
| MatrixTermEnum_StandardLatinAmericaCorporateBondOrLoan
-- ^ Matrix Transaction Type of STANDARD LATIN AMERICA
-- CORPORATE BL.
| MatrixTermEnum_StandardLatinAmericaFinancialCorporateBond
-- ^ Matrix Transaction Type of STANDARD LATIN AMERICA
-- FINANCIAL CORPORATE B.
| MatrixTermEnum_StandardLatinAmericaFinancialCorporateBondOrLoan
-- ^ Matrix Transaction Type of STANDARD LATIN AMERICA
-- FINANCIAL CORPORATE BL.
| MatrixTermEnum_StandardLatinAmericaSovereign
-- ^ Matrix Transaction Type of STANDARD LATIN AMERICA
-- SOVEREIGN.
| MatrixTermEnum_StandardNewZealandCorporate
-- ^ Matrix Transaction Type of STANDARD NEW ZEALAND
-- CORPORATE.
| MatrixTermEnum_StandardNewZealandFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD NEW ZEALAND
-- FINANCIAL CORPORATE.
| MatrixTermEnum_StandardNewZealandSovereign
-- ^ Matrix Transaction Type of STANDARD NEW ZEALAND
-- SOVEREIGN.
| MatrixTermEnum_StandardNorthAmericanCorporate
-- ^ Matrix Transaction Type of STANDARD NORTH AMERICAN
-- CORPORATE.
| MatrixTermEnum_StandardNorthAmericanFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD NORTH AMERICAN
-- FINANCIAL CORPORATE.
| MatrixTermEnum_StandardSingaporeCorporate
-- ^ Matrix Transaction Type of STANDARD SINGAPORE
-- CORPORATE.
| MatrixTermEnum_StandardSingaporeFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD SINGAPORE
-- FINANCIAL CORPORATE.
| MatrixTermEnum_StandardSingaporeSovereign
-- ^ Matrix Transaction Type of STANDARD SINGAPORE
-- SOVEREIGN.
| MatrixTermEnum_StandardSubordinatedEuropeanInsuranceCorporate
-- ^ Transaction Type of STANDARD SUBORDINATED EUROPEAN
-- INSURANCE CORPORATE.
| MatrixTermEnum_StandardSukukFinancialCorporate
-- ^ Matrix Transaction Type of STANDARD SUKUK FINANCIAL
-- CORPORATE.
| MatrixTermEnum_StandardUSMunicipalFullFaithAndCredit
-- ^ Matrix Transaction Type of STANDARD U.S. MUNICIPAL
-- FULL FAITH AND CREDIT.
| MatrixTermEnum_StandardUSMunicipalGeneralFund
-- ^ Matrix Transaction Type of STANDARD U.S. MUNICIPAL
-- GENERAL FUND.
| MatrixTermEnum_StandardUSMunicipalRevenue
-- ^ Matrix Transaction Type of STANDARD U.S. MUNICIPAL
-- REVENUE.
| MatrixTermEnum_StandardWesternEuropeanSovereign
-- ^ Matrix Transaction Type of STANDARD WESTERN EUROPEAN
-- SOVEREIGN.
| MatrixTermEnum_SubordinatedEuropeanInsuranceCorporate
-- ^ Matrix Transaction Type of SUBORDINATED EUROPEAN
-- INSURANCE CORPORATE.
| MatrixTermEnum_SukukCorporate
-- ^ Matrix Transaction Type of SUKUK CORPORATE.
| MatrixTermEnum_SukukFinancialCorporate
-- ^ Matrix Transaction Type of SUKUK FINANCIAL CORPORATE.
| MatrixTermEnum_SukukSovereign
-- ^ Matrix Transaction Type of SUKUK SOVEREIGN.
| MatrixTermEnum_USMunicipalFullFaithAndCredit
-- ^ Matrix Transaction Type of U.S. MUNICIPAL FULL FAITH
-- AND CREDIT.
| MatrixTermEnum_USMunicipalGeneralFund
-- ^ Matrix Transaction Type of U.S. MUNICIPAL GENERAL
-- FUND.
| MatrixTermEnum_USMunicipalRevenue
-- ^ Matrix Transaction Type of U.S. MUNICIPAL REVENUE.
| MatrixTermEnum_WesternEuropeanSovereign
-- ^ Matrix Transaction Type of WESTERN EUROPEAN
-- SOVEREIGN.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the identification
-- the form of applicable matrix.
data MatrixTypeEnum
= MatrixTypeEnum_CreditDerivativesPhysicalSettlementMatrix
-- ^ The ISDA-published Credit Derivatives Physical
-- Settlement Matrix.
| MatrixTypeEnum_EquityDerivativesMatrix
-- ^ The ISDA-published Equity Derivatives Matrix.
| MatrixTypeEnum_SettlementMatrix
-- ^ The ISDA-published 2000 ISDA Definitions Settlement
-- Matrix for Early Terminations and Swaptions.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to identify the
-- Maturity.
data MaturityTypeEnum
= MaturityTypeEnum_FromIssuance
-- ^ Denotes a period from issuance date until now.
| MaturityTypeEnum_OriginalMaturity
-- ^ Denotes a period from issuance until maturity date.
| MaturityTypeEnum_RemainingMaturity
-- ^ Denotes a period from now until maturity date.
deriving (Eq, Ord, Show)
data MoneyMarketTypeEnum
= MoneyMarketTypeEnum_CertificateOfDeposit
| MoneyMarketTypeEnum_CommercialPaper
deriving (Eq, Ord, Show)
-- | Defines the consequences of nationalization,
-- insolvency and delisting events relating to the
-- underlying.
data NationalizationOrInsolvencyOrDelistingEventEnum
= NationalizationOrInsolvencyOrDelistingEventEnum_CancellationAndPayment
-- ^ The trade is terminated.
| NationalizationOrInsolvencyOrDelistingEventEnum_NegotiatedCloseout
-- ^ The parties may, but are not obliged, to terminate
-- the transaction on mutually acceptable terms and if
-- the terms are not agreed then the transaction
-- continues.
deriving (Eq, Ord, Show)
-- | The enumerated values for the natural person's
-- role.
data NaturalPersonRoleEnum
= NaturalPersonRoleEnum_Broker
-- ^ The person who arranged with a client to execute the
-- trade.
| NaturalPersonRoleEnum_Buyer
-- ^ Acquirer of the legal title to the financial
-- instrument.
| NaturalPersonRoleEnum_DecisionMaker
-- ^ The party or person with legal responsibility for
-- authorization of the execution of the transaction.
| NaturalPersonRoleEnum_ExecutionWithinFirm
-- ^ Person within the firm who is responsible for
-- execution of the transaction.
| NaturalPersonRoleEnum_InvestmentDecisionMaker
-- ^ Person who is responsible for making the investment
-- decision.
| NaturalPersonRoleEnum_Seller
-- ^ Seller of the legal title to the financial
-- instrument.
| NaturalPersonRoleEnum_Trader
-- ^ The person who executed the trade.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the method of
-- calculating payment obligations when a floating rate
-- is negative (either due to a quoted negative floating
-- rate or by operation of a spread that is subtracted
-- from the floating rate).
data NegativeInterestRateTreatmentEnum
= NegativeInterestRateTreatmentEnum_NegativeInterestRateMethod
-- ^ Negative Interest Rate Method. Per 2000 ISDA
-- Definitions, Section 6.4 Negative Interest Rates,
-- paragraphs (b) and (c).
| NegativeInterestRateTreatmentEnum_ZeroInterestRateExcludingSpreadMethod
-- ^ Per 2021 ISDA Definitions section 6.8.6
| NegativeInterestRateTreatmentEnum_ZeroInterestRateMethod
-- ^ Zero Interest Rate Method. Per 2000 ISDA Definitions,
-- Section 6.4. Negative Interest Rates, paragraphs (d)
-- and (e).
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the treatment of
-- Non-Cash Dividends.
data NonCashDividendTreatmentEnum
= NonCashDividendTreatmentEnum_CashEquivalent
-- ^ Any non-cash dividend shall be treated as a Declared
-- Cash Equivalent Dividend.
| NonCashDividendTreatmentEnum_PotentialAdjustmentEvent
-- ^ The treatment of any non-cash dividend shall be
-- determined in accordance with the Potential
-- Adjustment Event provisions.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the conditions that
-- govern the adjustment to the number of units of the
-- return swap.
data NotionalAdjustmentEnum
= NotionalAdjustmentEnum_Execution
-- ^ The adjustments to the number of units are governed
-- by an execution clause.
| NotionalAdjustmentEnum_PortfolioRebalancing
-- ^ The adjustments to the number of units are governed
-- by a portfolio rebalancing clause.
| NotionalAdjustmentEnum_Standard
-- ^ The adjustments to the number of units are not
-- governed by any specific clause.
deriving (Eq, Ord, Show)
-- | The enumerated values used in both the obligations
-- and deliverable obligations of the credit default
-- swap to represent a class or type of securities which
-- apply.
data ObligationCategoryEnum
= ObligationCategoryEnum_Bond
-- ^ ISDA term 'Bond'.
| ObligationCategoryEnum_BondOrLoan
-- ^ ISDA term 'Bond or Loan'.
| ObligationCategoryEnum_BorrowedMoney
-- ^ ISDA term 'Borrowed Money'.
| ObligationCategoryEnum_Loan
-- ^ ISDA term 'Loan'.
| ObligationCategoryEnum_Payment
-- ^ ISDA term 'Payment'.
| ObligationCategoryEnum_ReferenceObligationsOnly
-- ^ ISDA term 'Reference Obligations Only'.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify whether rate
-- calculations occur relative to the first or last day
-- of a calculation period. Done in uppercase due to a
-- bug in code generation. This enumeration is used to
-- represent the definitions of modular calculated rates
-- as described in the 2021 ISDA Definitions, section 7.
data ObservationPeriodDatesEnum
= ObservationPeriodDatesEnum_FixingDate
-- ^ Calculations occur relative to a previously defined
-- reset date, e.g. for a fallback rate.
| ObservationPeriodDatesEnum_SetInAdvance
-- ^ Calculations occur relative to the first day of a
-- calculation period.
| ObservationPeriodDatesEnum_Standard
-- ^ Calculations occur relative to the last day of a
-- calculation period (set in arrears).
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the option exercise
-- style. i.e., European, Bermuda or American.
data OptionExerciseStyleEnum
= OptionExerciseStyleEnum_American
-- ^ Continuous exercise over a range of dates
| OptionExerciseStyleEnum_Bermuda
-- ^ Multiple specified exercise dates
| OptionExerciseStyleEnum_European
-- ^ Single Exercise
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type or strategy
-- of the option.
data OptionTypeEnum
= OptionTypeEnum_Call
-- ^ A call option gives the holder the right to buy the
-- underlying asset by a certain date for a certain
-- price.
| OptionTypeEnum_Payer
-- ^ A 'payer' option: If you buy a
-- 'payer' option you have the right but not the
-- obligation to enter into the underlying swap
-- transaction as the 'fixed' rate/price payer
-- and receive float.
| OptionTypeEnum_Put
-- ^ A put option gives the holder the right to sell the
-- underlying asset by a certain date for a certain
-- price.
| OptionTypeEnum_Receiver
-- ^ A 'receiver' option: If you buy a
-- 'receiver' option you have the right but not
-- the obligation to enter into the underlying swap
-- transaction as the 'fixed' rate/price
-- receiver and pay float.
| OptionTypeEnum_Straddle
-- ^ A straddle strategy, which involves the simultaneous
-- buying of a put and a call of the same underlier, at
-- the same strike and same expiration date
deriving (Eq, Ord, Show)
-- | The enumerated values to specify how a calculation
-- agent will be determined.
data PartyDeterminationEnum
= PartyDeterminationEnum_AsSpecifiedInMasterAgreement
-- ^ The Calculation Agent is determined by reference to
-- the relevant master agreement.
| PartyDeterminationEnum_AsSpecifiedInStandardTermsSupplement
-- ^ The Calculation Agent is determined by reference to
-- the relevant standard terms supplement.
| PartyDeterminationEnum_Both
-- ^ Both parties with joined rights to be a calculation
-- agent.
| PartyDeterminationEnum_ExercisingParty
-- ^ The party that gives notice of exercise. Per 2000
-- ISDA Definitions, Section 11.1. Parties, paragraph
-- (d).
| PartyDeterminationEnum_NonExercisingParty
-- ^ The party that is given notice of exercise. Per 2000
-- ISDA Definitions, Section 11.1. Parties, paragraph
-- (e).
deriving (Eq, Ord, Show)
-- | The enumeration values associated with party
-- identifier sources.
data PartyIdentifierTypeEnum
= PartyIdentifierTypeEnum_BIC
-- ^ The Bank Identifier Code.
| PartyIdentifierTypeEnum_LEI
-- ^ The ISO 17442:2012 Legal Entity Identifier.
| PartyIdentifierTypeEnum_MIC
-- ^ The ISO 10383 Market Identifier Code (MIC).
deriving (Eq, Ord, Show)
-- | The enumerated values for the party role. The
-- enumerated values go beyond the FpML partyRoleScheme
-- as they also include elements that are part of the
-- FpML Trade, such as the Barrier Determination Agent
-- and the Hedging Party.
data PartyRoleEnum
= PartyRoleEnum_Accountant
-- ^ Organization responsible for preparing the accounting
-- for the trade.
| PartyRoleEnum_AgentLender
-- ^ An agent who lends securities of its principals under
-- stock lending arrangements.
| PartyRoleEnum_AllocationAgent
-- ^ The organization responsible for supplying the
-- allocations for a trade to be allocated to multiple
-- accounts/organizations.
| PartyRoleEnum_ArrangingBroker
-- ^ The organization that arranged the trade, i.e.
-- brought together the counterparties.
-- Synonyms/Alternatives: Inter-dealer broker, agent.
| PartyRoleEnum_BarrierDeterminationAgent
-- ^ The party specified in the related confirmation as
-- Barrier Determination Agent.
| PartyRoleEnum_BeneficialOwner
-- ^ The party that lends out securities under stock
-- lending arrangements via an Agent Lender.
| PartyRoleEnum_Beneficiary
-- ^ Organization that suffers the economic benefit of the
-- trade. The beneficiary may be distinct from the
-- principal/counterparty - an example occurs when a
-- hedge fund trades via a prime broker; in this case
-- the principal is the prime broker, but the
-- beneficiary is the hedge fund. This can be
-- represented as a payer/receiver account in the name
-- of the hedge fund, but it is also possible to add the
-- party role of 'Beneficiary' at the
-- partyTradeInformation level.
| PartyRoleEnum_BookingParty
-- ^ The entity for which the organization supporting the
-- trade's processing has booked/recorded the trade.
-- This is used in non-reporting workflows situations in
-- which the trade doesn't need to be reported but a
-- firm still wants to specify their own side.
| PartyRoleEnum_Borrower
-- ^ The party that borrows securities under stock lending
-- arrangements.
| PartyRoleEnum_Buyer
-- ^ Acquirer of the legal title to the financial
-- instrument. In the case of an option, the buyer is
-- the holder of the option. In the case of a swap or
-- forward, the buyer will be determined by industry
-- best practice. This does not refer to an investor or
-- investment manager or other organization on what is
-- typically called the 'Buy side'; for that,
-- see the 'Client' role. Corresponds to
-- 'Buyer' as defined in certain regulations
-- such as ESMA MiFID II/MIFIR RTS 22 field 9.
| PartyRoleEnum_BuyerDecisionMaker
-- ^ The party or person who, having legal authority to
-- act on behalf of the trade counterparty acting as
-- Buyer as defined in this coding scheme, made the
-- decision to acquire the financial instrument.
-- Corresponds to 'buyer decision maker' as
-- defined in ESMA's MIFIR RTS 23 report. This does
-- not refer to the decision maker for what is
-- traditionally called the 'Buy side'; for
-- that, see the 'Client Decision Maker' role.
| PartyRoleEnum_Chargor
-- ^ The party that provides credit support under English
-- Law.
| PartyRoleEnum_ClearingClient
-- ^ An organization that clears trades through a clearing
-- house, via a clearing broker (member of the clearing
-- house) who acts as an agent on its behalf. The term
-- 'client' refers to the organization's
-- role in the clearing process in relation to its
-- clearing broker, and not whether it is a price maker
-- or taker in the execution process.
| PartyRoleEnum_ClearingExceptionParty
-- ^ A party to the trade that claims a clearing
-- exception, such as an end-user exception under
-- Dodd-Frank Act provisions.
| PartyRoleEnum_ClearingFirm
-- ^ Organization that submits the trade to a clearing
-- house on behalf of the principal.
-- Synonyms/alternates: Futures Commission Merchant
-- (FCM), Clearing Broker, Clearing Member Firm. Some
-- implementations use 'Clearing Broker' as
-- synonym.
| PartyRoleEnum_ClearingOrganization
-- ^ The organization that acts as a central counterparty
-- to clear a derivatives contract. This is used to
-- represent the role of Central Counterparties (CCPs)
-- or Derivative Clearing Organizations (DCOs).
-- Sometimes called 'ClearingService'. Some
-- implementations also use the term 'Clearer'.
| PartyRoleEnum_Client
-- ^ Client as defined under ESMA MIFIR. This is generally
-- the investor or other client of an investment firm,
-- and is synonymous with the Beneficiary in many
-- circumstances.
| PartyRoleEnum_ClientDecisionMaker
-- ^ The party or person who, having legal authority to
-- act on behalf of a trade counterparty, made the
-- decision to acquire or sell the financial instrument.
| PartyRoleEnum_ConfirmationPlatform
-- ^ Organization serving as a financial intermediary for
-- the purposes of electronic confirmation or providing
-- services for post-processing of transactional data.
| PartyRoleEnum_ContractualParty
-- ^ A party to a contractual document. If the intended
-- usage relates to the context of the trade lifecycle,
-- more specific annotations have been defined which
-- might be more appropriate.
| PartyRoleEnum_CounterPartyAffiliate
-- ^ Organization officially attached to the counterparty.
-- e.g. partner, branch, subsidiary.
| PartyRoleEnum_CounterPartyUltimateParent
-- ^ The topmost entity or organization, within the
-- corporate hierarchy, responsible for the reporting
-- party.
| PartyRoleEnum_Counterparty
-- ^ An economic counterparty to the trade. Synonym:
-- principal.
| PartyRoleEnum_CreditSupportProvider
-- ^ Organization that enhances the credit of another
-- organization (similar to guarantor, but may not fully
-- guarantee the obligation).
| PartyRoleEnum_Custodian
-- ^ Organization that maintains custody of the asset
-- represented by the trade on behalf of the
-- owner/principal.
| PartyRoleEnum_DataSubmitter
-- ^ Entity submitting the transaction report to the
-- competent authority.
| PartyRoleEnum_DeterminingParty
-- ^ The party referenced is specified in the contract
-- confirmation as Determination Party.
| PartyRoleEnum_DisputingParty
-- ^ Organization that is disputing the trade or
-- transaction.
| PartyRoleEnum_DocumentRepository
-- ^ A marketplace organization which purpose is to
-- maintain document records. If the intended usage
-- relates to the context of the trade lifecycle, more
-- specific annotations have been defined which might be
-- more appropriate.
| PartyRoleEnum_ExecutingBroker
-- ^ The (generally sell-side) organization that executed
-- the trade; the price-making party.
| PartyRoleEnum_ExecutingEntity
-- ^ Entity executing the transaction. If the transaction
-- is executed directly by the reporting party, it will
-- be the reporting party. If it is executed by an
-- execution agent or an affiliated party on behalf of
-- the reporting party, it will be that affiliate or
-- agent.
| PartyRoleEnum_ExecutionAgent
-- ^ The (generally buy-side) organization that acts to
-- execute trades on behalf of an investor. Typically
-- this is an investment manager or asset manager, and
-- also makes the investment decisions for the investor.
-- If required, a separate InvestmentDecision role can
-- be specified to distinguish that the party making the
-- investment decision is different.
| PartyRoleEnum_ExecutionFacility
-- ^ The facility, exchange, or market where the trade was
-- executed. Synonym: Swap Execution Facility,
-- Designated Contract Market, Execution Venue.
| PartyRoleEnum_Guarantor
-- ^ Organization that backs (guarantees) the credit risk
-- of the trade.
| PartyRoleEnum_HedgingParty
-- ^ The ISDA Hedging Party that is specified in the
-- related confirmation as Hedging, or if no Hedging
-- Party is specified, either party to the contract.
| PartyRoleEnum_Lender
-- ^ The party that lends out securities under stock
-- lending arrangements as principal.
| PartyRoleEnum_OrderTransmitter
-- ^ The entity transmitting the order to the reporting
-- firm. Synonym: Transmitting Firm.
| PartyRoleEnum_PTRRServiceProvider
-- ^ The party that acts as either a portfolio compression
-- or portfolio rebalancing service provider, as defined
-- under ESMA MIFIR
| PartyRoleEnum_Pledgor
-- ^ The party that provides credit support under New York
-- Law.
| PartyRoleEnum_PrimeBroker
-- ^ The organization that takes on or took on the credit
-- risk for this trade by stepping in between the two
-- economic parties (without a central counterparty
-- clearing mechanism).
| PartyRoleEnum_PriorTradeRepository
-- ^ The trade repository at which the trade was reported
-- previous to the current trade repository.
| PartyRoleEnum_PublicationVenue
-- ^ The reporting service (whether trade repository,
-- market data service, or exchange/facility/venue data
-- distribution service) that published the report of
-- this trade.
| PartyRoleEnum_ReportingParty
-- ^ The party with the regulatory responsibility to
-- report this trade.
| PartyRoleEnum_ReportingPartyAffiliate
-- ^ Organization officially attached to the reporting
-- party e.g. partner, branch, subsidiary.
| PartyRoleEnum_ReportingPartyUltimateParent
-- ^ The topmost entity or organization, within the
-- corporate hierarchy, responsible for the reporting
-- party.
| PartyRoleEnum_SecuredParty
-- ^ The party that receives credit support under New York
-- or English Law.
| PartyRoleEnum_Seller
-- ^ A counterparty in a trade, which performs in one of
-- the following capacities: 1) it transfers or agrees
-- to transfer in the future an instrument or title to
-- that instrument in exchange for payment, 2) it writes
-- a derivatives instrument such as an option or a swap
-- in which it provides risk protection to the buyer.
-- This does not refer to the broker/dealer or other
-- organization on what is typically called the
-- 'Sell side'; for that, see the 'Executing
-- Broker' role. Corresponds to 'Seller' as
-- defined in certain regulations such as ESMA MiFID
-- II/MIFIR RTS 22 field 16.
| PartyRoleEnum_SellerDecisionMaker
-- ^ The party or person who, having legal authority to
-- act on behalf of the trade counterparty acting as
-- Seller as defined in this coding scheme, made the
-- decision to sell the financial instrument.
-- Corresponds to 'seller decision maker' as
-- defined in ESMA's MIFIR RTS 23 report. This does
-- not refer to the decision maker for what is
-- traditionally called the 'Sell side'; for
-- that, see the 'Trader' person role.
| PartyRoleEnum_SettlementAgent
-- ^ The organization that makes or receives payments on
-- behalf of the given principal party.
| PartyRoleEnum_ThirdPartyCustodian
-- ^ A third-party providing custody, settlement,
-- segregation and reporting services.
| PartyRoleEnum_TradeRepository
-- ^ An organization that maintains records of the trade
-- for regulatory reporting purposes.
| PartyRoleEnum_TradeSource
-- ^ The organization that originally supplied the record
-- of the trade. In the context of regulatory reporting,
-- it is the submitter of the trade record to a
-- regulator or TR.
| PartyRoleEnum_TradingManager
-- ^ The entity responsible for managing the
-- assets/investments of this party. Synonym: Asset
-- Manager, Investment Manager, Trading Advisory.
| PartyRoleEnum_TradingPartner
-- ^ An entity with which this party trades from time to
-- time, ie. with which it acts as a counterparty on
-- some transactions. This role is used for static
-- reference data, not individual transactions.
| PartyRoleEnum_TripartyAgent
-- ^ A third party entity that acts as an intermediary and
-- provides automated clearing, settlement, allocation,
-- valuation and reporting services.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify whether payments
-- occur relative to the calculation period start date
-- or end date, each reset date, valuation date or the
-- last pricing date.
data PayRelativeToEnum
= PayRelativeToEnum_CalculationPeriodEndDate
-- ^ Payments will occur relative to the last day of each
-- calculation period.
| PayRelativeToEnum_CalculationPeriodStartDate
-- ^ Payments will occur relative to the first day of each
-- calculation period.
| PayRelativeToEnum_LastPricingDate
-- ^ Payments will occur relative to the last Pricing Date
-- of each Calculation Period.
| PayRelativeToEnum_ResetDate
-- ^ Payments will occur relative to the reset date.
| PayRelativeToEnum_ValuationDate
-- ^ Payments will occur relative to the valuation date.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify an interest rate
-- stream payer or receiver party.
data PayerReceiverEnum
= PayerReceiverEnum_Payer
-- ^ The party identified as the stream payer.
| PayerReceiverEnum_Receiver
-- ^ The party identified as the stream receiver.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the origin of a
-- performance transfer
data PerformanceTransferTypeEnum
= PerformanceTransferTypeEnum_Commodity
| PerformanceTransferTypeEnum_Correlation
| PerformanceTransferTypeEnum_Dividend
| PerformanceTransferTypeEnum_Equity
| PerformanceTransferTypeEnum_Interest
| PerformanceTransferTypeEnum_Variance
| PerformanceTransferTypeEnum_Volatility
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the period, e.g.
-- day, week.
data PeriodEnum
= PeriodEnum_D
-- ^ Day
| PeriodEnum_M
-- ^ Month
| PeriodEnum_W
-- ^ Week
| PeriodEnum_Y
-- ^ Year
deriving (Eq, Ord, Show)
-- | The enumerated values to specify a time period
-- containing the additional value of Term.
data PeriodExtendedEnum
= PeriodExtendedEnum_C
-- ^ CalculationPeriod - the period corresponds to the
-- calculation period For example, used in the
-- Commodity Markets to indicate that a reference
-- contract is the one that corresponds to the period of
-- the calculation period.
| PeriodExtendedEnum_D
-- ^ Day
| PeriodExtendedEnum_H
-- ^ Hour
| PeriodExtendedEnum_M
-- ^ Month
| PeriodExtendedEnum_T
-- ^ Term. The period commencing on the effective date and
-- ending on the termination date. The T period always
-- appears in association with periodMultiplier = 1, and
-- the notation is intended for use in contexts where
-- the interval thus qualified (e.g. accrual period,
-- payment period, reset period, ...) spans the entire
-- term of the trade.
| PeriodExtendedEnum_W
-- ^ Week
| PeriodExtendedEnum_Y
-- ^ Year
deriving (Eq, Ord, Show)
-- | The enumeration values to specify a time period
-- containing additional values such as Term.
data PeriodTimeEnum
= PeriodTimeEnum_Hour
-- ^ Period measured in hours.
| PeriodTimeEnum_Minute
-- ^ Period measured in minutes.
| PeriodTimeEnum_Second
-- ^ Period measured in seconds.
deriving (Eq, Ord, Show)
-- | The enumeration values associated with person
-- identifier sources.
data PersonIdentifierTypeEnum
= PersonIdentifierTypeEnum_ARNU
-- ^ Alien Registration Number, number assigned by a
-- social security agency to identify a non-resident
-- person.
| PersonIdentifierTypeEnum_CCPT
-- ^ Passport Number, number assigned by an authority to
-- identify the passport number of a person.
| PersonIdentifierTypeEnum_CUST
-- ^ Customer Identification Number, number assigned by an
-- issuer to identify a customer.
| PersonIdentifierTypeEnum_DRLC
-- ^ Drivers License Number, number assigned by an
-- authority to identify a driver's license.
| PersonIdentifierTypeEnum_EMPL
-- ^ Employee Identification Number, number assigned by a
-- registration authority to an employee.
| PersonIdentifierTypeEnum_NIDN
-- ^ National Identity Number, number assigned by an
-- authority to identify the national identity number of
-- a person..
| PersonIdentifierTypeEnum_NPID
-- ^ Natural Person Identifier. To identify the person who
-- is acting as private individual, not as business
-- entity. Used for regulatory reporting.
| PersonIdentifierTypeEnum_PLID
-- ^ Privacy Law Identifier. It refers to the DMO Letter
-- No. 17-16,
-- http://www.cftc.gov/idc/groups/public/@lrlettergeneral/documents/letter/17-16.pdf
| PersonIdentifierTypeEnum_SOSE
-- ^ Social Security Number, number assigned by an
-- authority to identify the social security number of a
-- person.
| PersonIdentifierTypeEnum_TXID
-- ^ Tax Identification Number, number assigned by a tax
-- authority to identify a person.
deriving (Eq, Ord, Show)
data PositionEventIntentEnum
= PositionEventIntentEnum_CorporateActionAdjustment
-- ^ The intent is to take into effect the occurrence of a
-- Corporate Action and the particular Corporate Action
-- at stake shall be further specified in
-- CorporateActionTypeEnum.
| PositionEventIntentEnum_Decrease
-- ^ The intent is to Decrease the quantity of the
-- position.
| PositionEventIntentEnum_Increase
-- ^ The intent is to Increase the quantity of the
-- position.
| PositionEventIntentEnum_OptionExercise
-- ^ The intent is to Exercise a position or part of a
-- position.
| PositionEventIntentEnum_PositionCreation
-- ^ The intent is to form a position from a fully formed
-- contract.
| PositionEventIntentEnum_Transfer
-- ^ The intent is to transfer the position to another
-- clearing member.
| PositionEventIntentEnum_Valuation
-- ^ The intent is to update the valuation of the
-- position.
deriving (Eq, Ord, Show)
-- | Enumeration to describe the different (risk) states
-- of a Position, whether executed, settled,
-- matured...etc
data PositionStatusEnum
= PositionStatusEnum_Cancelled
-- ^ The position has been cancelled, in case of a
-- cancellation event following an execution.
| PositionStatusEnum_Closed
-- ^ The position has been closed, in case of a
-- termination event.
| PositionStatusEnum_Executed
-- ^ The position has been executed, which is the point at
-- which risk has been transferred.
| PositionStatusEnum_Formed
-- ^ Contract has been formed, in case position is on a
-- contractual product.
| PositionStatusEnum_Settled
-- ^ The position has settled, in case product is subject
-- to settlement after execution, such as securities.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the premium type for
-- forward start options.
data PremiumTypeEnum
= PremiumTypeEnum_Fixed
| PremiumTypeEnum_PostPaid
| PremiumTypeEnum_PrePaid
| PremiumTypeEnum_Variable
deriving (Eq, Ord, Show)
-- | Enumerated values to specify whether the price is
-- expressed in absolute or relative terms.
data PriceExpressionEnum
= PriceExpressionEnum_AbsoluteTerms
-- ^ The price is expressed as an absolute amount.
| PriceExpressionEnum_ParValueFraction
-- ^ Denotes a price expressed in percentage of face value
-- with fractions which is used for quoting bonds, e.g.
-- 101 3/8 indicates that the buyer will pay 101.375 of
-- the face value.
| PriceExpressionEnum_PerOption
-- ^ Denotes a price expressed per number of options.
| PriceExpressionEnum_PercentageOfNotional
-- ^ The price is expressed in percentage of the notional
-- amount.
deriving (Eq, Ord, Show)
data PriceOperandEnum
= PriceOperandEnum_AccruedInterest
| PriceOperandEnum_Commission
| PriceOperandEnum_ForwardPoint
deriving (Eq, Ord, Show)
data PriceTimingEnum
= PriceTimingEnum_ClosingPrice
-- ^ The last price anyone paid for a share of a product
-- during the business hours of the exchange where the
-- product is traded on a business day.
| PriceTimingEnum_OpeningPrice
-- ^ The first price anyone paid for a share of a product
-- during the business hours of the exchange where the
-- product is traded on a business day.
deriving (Eq, Ord, Show)
-- | Provides enumerated values for types of prices in the
-- Price data type in order to explain how to interpret
-- the amount and use it in calculations.
data PriceTypeEnum
= PriceTypeEnum_AssetPrice
-- ^ Denotes a price expressed as a cash amount in a given
-- currency to purchase a unit of an asset (e.g. a
-- security or a commodity).
| PriceTypeEnum_CashPrice
-- ^ Denotes a price expressed as a cash amount for an
-- upfront fee or other purposes. For example, {amount,
-- unitOfAmount, PerUnitOfAmount} = [12,500, USD, null]
-- = USD 12,500.
| PriceTypeEnum_Correlation
-- ^ Denotes a price expressed as the weighted average of
-- all pairwise correlation coefficients.
| PriceTypeEnum_Dividend
-- ^ Denotes a price expressed as the dividend payment
-- from a index or share.
| PriceTypeEnum_ExchangeRate
-- ^ Denotes a rate to convert one currency or other
-- measure of value to another. Foreign Exchange rates
-- are represented in decimals, e.g. {amount,
-- unitOfAmount, PerUnitOfAmount} = [1.23, USD, GBP] =
-- USD 1.23 for every 1 GBP.
| PriceTypeEnum_InterestRate
-- ^ Denotes a price expressed as a rate to be applied to
-- quantity/notional amount and represented as decimal,
-- e.g. {amount, unitOfAmount, PerUnitOfAmount} = [0.08,
-- EUR, EUR] = 8% of the EUR notional quantity/amount
-- or 8 cents for every EUR of notional amount.
| PriceTypeEnum_Variance
-- ^ Denotes a price expressed as the the arithmetic
-- average of the squared differences from the mean
-- value of an observable price.
| PriceTypeEnum_Volatility
-- ^ Denotes a price expressed as the the square root of
-- the arithmetic average of the squared differences
-- from the mean value of an observable price.
deriving (Eq, Ord, Show)
-- | Provides the enumerated values to specify the product
-- identifier source.
data ProductIdTypeEnum
= ProductIdTypeEnum_BBGID
-- ^ Published by Bloomberg, the BBGID is a 12-digit
-- alphanumeric randomly generated ID covering active
-- and non-active securities.
| ProductIdTypeEnum_BBGTICKER
-- ^ Published by Bloomberg as a short code to identify
-- publicly trades shares of a particular stock on a
-- specific exchange.
| ProductIdTypeEnum_CUSIP
-- ^ Derived from the Committee on Uniform Security
-- Identification Procedures, CUSIPs are 9-character
-- identifiers that capture an issue’s important
-- differentiating characteristics for issuers and their
-- financial instruments in the U.S. and Canada.
| ProductIdTypeEnum_FIGI
-- ^ Issued under the guidelines of the Object Management
-- Group, the Financial Instrument Global Identifier
-- (FIGI) is a 12 character, alphanumeric, randomly
-- generated ID covering hundreds of millions of active
-- and inactive instruments. The identifier acts as a
-- Uniform Resource Identifier (URI) to link to a set of
-- metadata that uniquely and clearly describes the
-- instrument.
| ProductIdTypeEnum_ISDACRP
-- ^ Issued by the International Swaps Dealers Association
-- as a string representing a Commodity Reference Price
-- used for purposes of determining a relevant price for
-- an underlying commodity in an OTC derivatives
-- contract.
| ProductIdTypeEnum_ISIN
-- ^ Issued by The International Securities Identification
-- Number (ISIN) Organization, the ISIN is a
-- 12-character alpha-numerical code used to uniformly
-- identify a security for trading and settlement
-- purposes. Securities with which ISINs can be used
-- include debt securities, such as notes or bonds as
-- well shares, such as common stock or shares of a
-- fund, options, derivatives, and futures. The ISIN
-- structure is defined in ISO 6166.
| ProductIdTypeEnum_Name
-- ^ The name of the product.
| ProductIdTypeEnum_Other
-- ^ Used when the source is not otherwise in this
-- enumerated list because it is internal or other
-- reasons. The source can be identified in the scheme
-- which is part of the identifier attribute.
| ProductIdTypeEnum_RIC
-- ^ Issued by Refinitiv (formerly Reuters), the Reuters
-- Instrument Codes(RIC) uniquely identifies financial
-- instruments, including where they are traded.
| ProductIdTypeEnum_SEDOL
-- ^ Assigned by the London Stock Exchange, the Stock
-- Exchange Daily Official List (SEDOL) is a list of
-- security identifiers used in the United Kingdom and
-- Ireland for clearing purposes. SEDOLs serve as the
-- National Securities Identifying Number for all
-- securities issued in the United Kingdom and are
-- therefore part of the security's ISIN as well.
| ProductIdTypeEnum_Sicovam
-- ^ Issued by the French Société Interprofessionnelle
-- pour la Compensation des Valeurs Mobilières (SICOVAM)
-- to identify French securities listed on French stock
-- exchanges.
| ProductIdTypeEnum_UPI
-- ^ Assigned by the Derivatives Service Bureau Ltd (DSB),
-- the Unique Product Identifier (UPI) is a unique code
-- to describe an over-the-counter (OTC) derivatives
-- product. The UPI is used for identifying the product
-- in transaction reporting data.
| ProductIdTypeEnum_Wertpapier
-- ^ Issued by the Institute for the Issuance and
-- Administration of Securities in Germany (Securities
-- Information), the Wertpapierkennnummer (WKN, WPKN,
-- WPK or simply Wert) consists of six digits or capital
-- letters (excluding I and O), and no check digit. It
-- is used to identify German securities.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the types of listed
-- derivative options.
data PutCallEnum
= PutCallEnum_Call
-- ^ A call option gives the holder the right to buy the
-- underlying asset by a certain date for a certain
-- price.
| PutCallEnum_Put
-- ^ A put option gives the holder the right to sell the
-- underlying asset by a certain date for a certain
-- price.
deriving (Eq, Ord, Show)
-- | Represents the enumerated values to specify a logical
-- quantification, i.e. either All or Any.
data QuantifierEnum
= QuantifierEnum_All
-- ^ Specifies that the condition in the scope of the
-- quantifier is true of every member of the domain i.e.
-- every one of the elements in scope.
| QuantifierEnum_Any
-- ^ Specifies that the condition in the scope of the
-- quantifier is true of at least one member of the
-- domain i.e. one or more of the elements in scope.
deriving (Eq, Ord, Show)
-- | Specifies whether a quantity change is an increase, a
-- decrease or a replacement, whereby the quantity is
-- always specified as a positive number.
data QuantityChangeDirectionEnum
= QuantityChangeDirectionEnum_Decrease
-- ^ When the quantity should go down by the specified
-- amount.
| QuantityChangeDirectionEnum_Increase
-- ^ When the quantity should go up by the specified
-- amount.
| QuantityChangeDirectionEnum_Replace
-- ^ When the quantity should be replaced by the specified
-- amount.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of
-- quotation rate to be obtained from each cash
-- settlement reference bank.
data QuotationRateTypeEnum
= QuotationRateTypeEnum_Ask
-- ^ An ask rate.
| QuotationRateTypeEnum_Bid
-- ^ A bid rate.
| QuotationRateTypeEnum_ExercisingPartyPays
-- ^ If optional early termination is applicable to a swap
-- transaction, the rate, which may be a bid or ask
-- rate, which would result, if seller is in-the-money,
-- in the higher absolute value of the cash settlement
-- amount, or, is seller is out-of-the-money, in the
-- lower absolute value of the cash settlement amount.
| QuotationRateTypeEnum_Mid
-- ^ A mid-market rate.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the side from which
-- perspective a value is quoted.
data QuotationSideEnum
= QuotationSideEnum_Afternoon
-- ^ Denotes a value as the Afternoon fixing reported in
-- or by the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_Ask
-- ^ Denotes a value 'asked' by a seller for an
-- asset, i.e. the value at which a seller is willing to
-- sell.
| QuotationSideEnum_Bid
-- ^ Denotes a value 'bid' by a buyer for an
-- asset, i.e. the value a buyer is willing to pay.
| QuotationSideEnum_Closing
-- ^ Denotes a value as the Closing price reported in or
-- by the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_High
-- ^ Denotes a value as the High price reported in or by
-- the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_Index
-- ^ Denotes a value as the Index price reported in or by
-- the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_LocationalMarginal
-- ^ Denotes a value as the Locational Marginal price
-- reported in or by the relevant Price Source as
-- specified in the relevant Confirmation.
| QuotationSideEnum_Low
-- ^ Denotes a value as the Low price reported in or by
-- the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_MarginalHourly
-- ^ Denotes a value as the Marginal Hourly price reported
-- in or by the relevant Price Source as specified in
-- the relevant Confirmation.
| QuotationSideEnum_MarketClearing
-- ^ Denotes a value as the Market Clearing price reported
-- in or by the relevant Price Source as specified in
-- the relevant Confirmation.
| QuotationSideEnum_MeanOfBidAndAsk
-- ^ Denotes a value as the Average of the Bid and Ask
-- prices reported in or by the relevant Price Source as
-- specified in the relevant Confirmation.
| QuotationSideEnum_MeanOfHighAndLow
-- ^ Denotes a value as the Average of the High and Low
-- prices reported in or by the relevant Price Source as
-- specified in the relevant Confirmation.
| QuotationSideEnum_Mid
-- ^ Denotes a value as the Average of the Midpoint of
-- prices reported in or by the relevant Price Source as
-- specified in the relevant Confirmation.
| QuotationSideEnum_Morning
-- ^ Denotes a value as the Morning fixing reported in or
-- by the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_NationalSingle
-- ^ Denotes a value as the National Single price reported
-- in or by the relevant Price Source as specified in
-- the relevant Confirmation.
| QuotationSideEnum_OSP
-- ^ Denotes a value as the Official Settlement Price
-- reported in or by the relevant Price Source as
-- specified in the relevant Confirmation.
| QuotationSideEnum_Official
-- ^ Denotes a value as the Official price reported in or
-- by the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_Opening
-- ^ Denotes a value as the Opening price reported in or
-- by the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_Settlement
-- ^ Denotes a value as the Settlement price reported in
-- or by the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_Spot
-- ^ Denotes a value as the Spot price reported in or by
-- the relevant Price Source as specified in the
-- relevant Confirmation.
| QuotationSideEnum_UnWeightedAverage
-- ^ Denotes a value as the Non-volume Weighted Average of
-- prices effective on the Pricing Date.
| QuotationSideEnum_WeightedAverage
-- ^ Denotes a value as the Volume Weighted Average of
-- prices effective on the Pricing Date.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the actual quotation
-- style (e.g. PointsUpFront, TradedSpread) used to
-- quote a credit default swap fee leg.
data QuotationStyleEnum
= QuotationStyleEnum_PointsUpFront
-- ^ When quotation style is 'PointsUpFront', the
-- initialPoints element of the Credit Default Swap
-- feeLeg should be populated
| QuotationStyleEnum_Price
-- ^ When quotation style is 'Price', the
-- marketPrice element of the Credit Default Swap feeLeg
-- should be populated
| QuotationStyleEnum_TradedSpread
-- ^ When quotation style is 'TradedSpread', the
-- marketFixedRate element of the Credit Default Swap
-- feeLeg should be populated
deriving (Eq, Ord, Show)
-- | The enumerated values to specify how an exchange rate
-- is quoted.
data QuoteBasisEnum
= QuoteBasisEnum_Currency1PerCurrency2
-- ^ The amount of currency1 for one unit of currency2
| QuoteBasisEnum_Currency2PerCurrency1
-- ^ The amount of currency2 for one unit of currency1
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the methods for
-- converting rates from one basis to another.
data RateTreatmentEnum
= RateTreatmentEnum_BondEquivalentYield
-- ^ Bond Equivalent Yield. Per Annex to the 2000 ISDA
-- Definitions (June 2000 Version), Section 7.3. Certain
-- General Definitions Relating to Floating Rate
-- Options, paragraph (g).
| RateTreatmentEnum_MoneyMarketYield
-- ^ Money Market Yield. Per Annex to the 2000 ISDA
-- Definitions (June 2000 Version), Section 7.3. Certain
-- General Definitions Relating to Floating Rate
-- Options, paragraph (h).
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to identify which
-- Collateral Criteria type should have priority over
-- others. If set to 'Issuer', the rating in the
-- Issuer Criteria has priority or is used if there is
-- no Asset criteria. If set to 'Asset', the
-- rating in the Asset Criteria has priority or is used
-- if there is no Issuer rating.
data RatingPriorityResolutionEnum
= RatingPriorityResolutionEnum_Asset
-- ^ Denotes that the Asset Criteria has priority.
| RatingPriorityResolutionEnum_Average
-- ^ Denotes that average rating should be used if several
-- criteria apply.
| RatingPriorityResolutionEnum_Highest
-- ^ Denotes that highest rating should be used if several
-- criteria apply.
| RatingPriorityResolutionEnum_Issuer
-- ^ Denotes that the Issuer Criteria has priority.
| RatingPriorityResolutionEnum_Lowest
-- ^ Denotes that lowest rating should be used if several
-- criteria apply.
deriving (Eq, Ord, Show)
-- | The contract specifies which price must satisfy the
-- boundary condition. Used for variance, volatility
-- and correlation caps and floors.
data RealisedVarianceMethodEnum
= RealisedVarianceMethodEnum_Both
-- ^ For a return on day T, the observed prices on both T
-- and T-1 must be in range
| RealisedVarianceMethodEnum_Last
-- ^ For a return on day T, the observed price on T must
-- be in range.
| RealisedVarianceMethodEnum_Previous
-- ^ For a return on day T, the observed price on T-1 must
-- be in range.
deriving (Eq, Ord, Show)
-- | The enumeration of the account level for the billing
-- summary.
data RecordAmountTypeEnum
= RecordAmountTypeEnum_AccountTotal
| RecordAmountTypeEnum_GrandTotal
| RecordAmountTypeEnum_ParentTotal
deriving (Eq, Ord, Show)
-- | Represents the enumeration values to specify the role
-- of the party in relation to a regulatory initial
-- margin call.
data RegIMRoleEnum
= RegIMRoleEnum_Pledgor
-- ^ Indicates 'Pledgor' party of initial margin
-- call.
| RegIMRoleEnum_Secured
-- ^ Indicates 'Secured' party of initial margin
-- call.
deriving (Eq, Ord, Show)
-- | Represents the enumeration values to specify the
-- margin type in relation to bilateral or regulatory
-- obligation.
data RegMarginTypeEnum
= RegMarginTypeEnum_NonRegIM
-- ^ Indicates Non Regulatory Initial margin or
-- independent amount
| RegMarginTypeEnum_RegIM
-- ^ Indicates Regulatory Initial Margin
| RegMarginTypeEnum_VM
-- ^ Indicates Variation Margin
deriving (Eq, Ord, Show)
-- | A duration code for a Repo (or Securities Lending)
-- transaction. There are many business and market rules
-- that are derived from the duration of the
-- transaction.
data RepoDurationEnum
= RepoDurationEnum_Overnight
-- ^ Indicates that a contract is classified as overnight,
-- meaning that there is one business day difference
-- between the start and end date of the contract.
-- Business rule: When the repo is overnight, the number
-- of business days between the spot and forward value
-- dates must be one. Forward leg must be specified.
| RepoDurationEnum_Term
-- ^ Indicates that a contract is a regular term contract,
-- with a start date and an end date. Business rule:
-- When the repo is 'Term', both spot and
-- forward legs must be specified.
deriving (Eq, Ord, Show)
-- | Repurchase transactions and buy/sell-backs are both
-- types of repo; this enumerator helps differentiate
-- the two.
data RepoTypeEnum
= RepoTypeEnum_BuySellBack
-- ^ In the case of a buy/sell-back, there is no income
-- payment between buyer and seller. Instead, the
-- repurchase price to be paid on the repurchase date is
-- reduced by the amount of the income payment on the
-- collateral plus some extra interest to compensate the
-- seller for the delay between the income payment date
-- on the collateral and the repurchase date of the
-- repo.
| RepoTypeEnum_Repo
-- ^ In the case of a repurchase transaction, an immediate
-- and equal income payment (often call a manufactured
-- payment) is made by the buyer to the seller.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify whether resets occur
-- relative to the first or last day of a calculation
-- period.
data ResetRelativeToEnum
= ResetRelativeToEnum_CalculationPeriodEndDate
-- ^ Resets occur relative to the last day of a
-- calculation period.
| ResetRelativeToEnum_CalculationPeriodStartDate
-- ^ Resets occur relative to the first day of a
-- calculation period.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of a
-- resource (e.g. document).
data ResourceTypeEnum
= ResourceTypeEnum_Confirmation
-- ^ Document describing the legal terms of a transaction.
| ResourceTypeEnum_SupplementalMaterialEconomicTerms
-- ^ Document providing supplemental material economic
-- terms to the FpML data representation. The initial
-- intended usage is to fulfill the CFTC Part 45 rule
-- requirement to report ‘Any other terms(s) of the swap
-- matched or affirmed by the counterparties in
-- verifying the swap’ when the reporting is done via
-- the generic FpML representation.
| ResourceTypeEnum_TermSheet
-- ^ Document describing the economic characteristics of a
-- transaction.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the form of the
-- restructuring credit event that is applicable to the
-- credit default swap.
data RestructuringEnum
= RestructuringEnum_ModModR
-- ^ Restructuring (Section 4.7) and Modified
-- Restructuring Maturity Limitation and Conditionally
-- Transferable Obligation (2014 Definitions: Section
-- 3.31, 2003 Definitions: 2.32) apply.
| RestructuringEnum_ModR
-- ^ Restructuring (Section 4.7) and Restructuring
-- Maturity Limitation and Fully Transferable Obligation
-- (2014 Definitions: Section 3.31, 2003 Definitions:
-- 2.32) apply.
| RestructuringEnum_R
-- ^ Restructuring as defined in the applicable ISDA
-- Credit Derivatives Definitions. (2003 or 2014).
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of return
-- associated the equity payout.
data ReturnTypeEnum
= ReturnTypeEnum_Price
-- ^ Price return, i.e. excluding dividends.
| ReturnTypeEnum_Total
-- ^ Total return, i.e. including dividend and price
-- components.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the period term as
-- part of a periodic schedule, i.e. the calculation
-- period end date within the regular part of the
-- calculation period. The value could be a rule, e.g.
-- IMM Settlement Dates, which is the 3rd Wednesday of
-- the month, or it could be a specific day of the
-- month, such as the first day of the applicable month.
data RollConventionEnum
= RollConventionEnum_EOM
-- ^ Rolls on month end dates irrespective of the length
-- of the month and the previous roll day.
| RollConventionEnum_FRI
-- ^ Rolling weekly on a Friday
| RollConventionEnum_FRN
-- ^ Roll days are determined according to the FRN
-- Convention or Euro-dollar Convention as described in
-- ISDA 2000 definitions.
| RollConventionEnum_IMM
-- ^ IMM Settlement Dates. The third Wednesday of the
-- (delivery) month.
| RollConventionEnum_IMMAUD
-- ^ The last trading day of the Sydney Futures Exchange
-- 90 Day Bank Accepted Bills Futures contract (see
-- http://www.sfe.com.au/content/sfe/trading/con_specs.pdf).
-- One Sydney business day preceding the second Friday
-- of the relevant settlement.
| RollConventionEnum_IMMCAD
-- ^ The last trading day/expiration day of the Canadian
-- Derivatives Exchange (Bourse de Montreal Inc)
-- Three-month Canadian Bankers' Acceptance Futures
-- (Ticker Symbol BAX). The second London banking day
-- prior to the third Wednesday of the contract month.
-- If the determined day is a Bourse or bank holiday in
-- Montreal or Toronto, the last trading day shall be
-- the previous bank business day. Per Canadian
-- Derivatives Exchange BAX contract specification.
| RollConventionEnum_IMMNZD
-- ^ The last trading day of the Sydney Futures Exchange
-- NZ 90 Day Bank Bill Futures contract (see
-- http://www.sfe.com.au/content/sfe/trading/con_specs.pdf).
-- The first Wednesday after the ninth day of the
-- relevant settlement month.
| RollConventionEnum_MON
-- ^ Rolling weekly on a Monday.
| RollConventionEnum_NONE
-- ^ The roll convention is not required. For example, in
-- the case of a daily calculation frequency.
| RollConventionEnum_SAT
-- ^ Rolling weekly on a Saturday
| RollConventionEnum_SFE
-- ^ Sydney Futures Exchange 90-Day Bank Accepted Bill
-- Futures Settlement Dates. The second Friday of the
-- (delivery) month
| RollConventionEnum_SUN
-- ^ Rolling weekly on a Sunday
| RollConventionEnum_TBILL
-- ^ 13-week and 26-week U.S. Treasury Bill Auction Dates.
-- Each Monday except for U.S. (New York) holidays when
-- it will occur on a Tuesday.
| RollConventionEnum_THU
-- ^ Rolling weekly on a Thursday
| RollConventionEnum_TUE
-- ^ Rolling weekly on a Tuesday
| RollConventionEnum_WED
-- ^ Rolling weekly on a Wednesday
| RollConventionEnum__1
-- ^ Rolls on the 1st day of the month.
| RollConventionEnum__10
-- ^ Rolls on the 10th day of the month.
| RollConventionEnum__11
-- ^ Rolls on the 11th day of the month.
| RollConventionEnum__12
-- ^ Rolls on the 12th day of the month.
| RollConventionEnum__13
-- ^ Rolls on the 13th day of the month.
| RollConventionEnum__14
-- ^ Rolls on the 14th day of the month.
| RollConventionEnum__15
-- ^ Rolls on the 15th day of the month.
| RollConventionEnum__16
-- ^ Rolls on the 16th day of the month.
| RollConventionEnum__17
-- ^ Rolls on the 17th day of the month.
| RollConventionEnum__18
-- ^ Rolls on the 18th day of the month.
| RollConventionEnum__19
-- ^ Rolls on the 19th day of the month.
| RollConventionEnum__2
-- ^ Rolls on the 2nd day of the month.
| RollConventionEnum__20
-- ^ Rolls on the 20th day of the month.
| RollConventionEnum__21
-- ^ Rolls on the 21st day of the month.
| RollConventionEnum__22
-- ^ Rolls on the 22nd day of the month.
| RollConventionEnum__23
-- ^ Rolls on the 23rd day of the month.
| RollConventionEnum__24
-- ^ Rolls on the 24th day of the month.
| RollConventionEnum__25
-- ^ Rolls on the 25th day of the month.
| RollConventionEnum__26
-- ^ Rolls on the 26th day of the month.
| RollConventionEnum__27
-- ^ Rolls on the 27th day of the month.
| RollConventionEnum__28
-- ^ Rolls on the 28th day of the month.
| RollConventionEnum__29
-- ^ Rolls on the 29th day of the month.
| RollConventionEnum__3
-- ^ Rolls on the 3rd day of the month.
| RollConventionEnum__30
-- ^ Rolls on the 30th day of the month.
| RollConventionEnum__4
-- ^ Rolls on the 4th day of the month.
| RollConventionEnum__5
-- ^ Rolls on the 5th day of the month.
| RollConventionEnum__6
-- ^ Rolls on the 6th day of the month.
| RollConventionEnum__7
-- ^ Rolls on the 7th day of the month.
| RollConventionEnum__8
-- ^ Rolls on the 8th day of the month.
| RollConventionEnum__9
-- ^ Rolls on the 9th day of the month.
deriving (Eq, Ord, Show)
-- | Used in conjunction with an exchange-based pricing
-- source. Identifies a date source calendar from which
-- the pricing dates and thus roll to the next contract
-- will be based off (e.g. pricing is based on the NYMEX
-- WTI First Nearby Futures Contract, if Future is
-- chosen, the pricing will roll to the next futures
-- contract on expiration, if ListedOption is chosen,
-- the pricing will roll to the next futures contract on
-- the Option expiration date which is three business
-- days before the expiration of the NYMEX WTI futures
-- contract.) Omitting this element will result in the
-- default behavior expected with the pricing source
-- described within the commodity element.
data RollSourceCalendarEnum
= RollSourceCalendarEnum_Future
| RollSourceCalendarEnum_ListedOption
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the rounding
-- direction and precision to be used in the rounding of
-- a number. Used by function
-- cdm.base.math.RoundToPrecision.
data RoundingDirectionEnum
= RoundingDirectionEnum_Down
-- ^ A fractional number will be rounded down to the
-- specified number of decimal places (the precision).
-- For example, 5.29 and 5.25 rounded down to 1 decimal
-- place are 5.2 and 5.2 respectively.
| RoundingDirectionEnum_Nearest
-- ^ A fractional number will be rounded either up or down
-- to the specified number of decimal places (the
-- precision) depending on its value. For example, 5.24
-- would be rounded down to 5.2 and 5.25 would be
-- rounded up to 5.3 if a precision of 1 decimal place
-- were specified.
| RoundingDirectionEnum_Up
-- ^ A fractional number will be rounded up to the
-- specified number of decimal places (the precision).
-- For example, 5.21 and 5.25 rounded up to 1 decimal
-- place are 5.3 and 5.3 respectively.
deriving (Eq, Ord, Show)
-- | How often is rounding performed
data RoundingFrequencyEnum
= RoundingFrequencyEnum_Daily
-- ^ Rounding is done on each day
| RoundingFrequencyEnum_PeriodEnd
-- ^ Rounding is done only at the end of the period
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the rounding
-- direction when rounding of a number to nearest. Used
-- by function cdm.base.math.RoundToNearest.
data RoundingModeEnum
= RoundingModeEnum_Down
-- ^ A number will be rounded down to the specified
-- nearest number. For example, 529 rounded down to the
-- nearest 10 is 520.
| RoundingModeEnum_Up
-- ^ A number will be rounded up to the specified nearest
-- number. For example, 521 rounded up to the nearest 10
-- is 530.
deriving (Eq, Ord, Show)
-- | The qualification of the type of cash flows
-- associated with OTC derivatives contracts and their
-- lifecycle events.
data ScheduledTransferEnum
= ScheduledTransferEnum_CorporateAction
-- ^ A cash flow corresponding to a corporate action
-- event.
| ScheduledTransferEnum_Coupon
-- ^ A cash flow corresponding to the periodic accrued
-- interests.
| ScheduledTransferEnum_CreditEvent
-- ^ A cashflow resulting from a credit event.
| ScheduledTransferEnum_DividendReturn
-- ^ A cash flow corresponding to the synthetic dividend
-- of an equity underlier asset traded through a
-- derivative instrument.
| ScheduledTransferEnum_Exercise
-- ^ A cash flow associated with an exercise lifecycle
-- event.
| ScheduledTransferEnum_FixedRateReturn
-- ^ A cash flow corresponding to the return of the fixed
-- interest rate portion of a derivative instrument that
-- has different types of underlying assets, such as a
-- total return swap.
| ScheduledTransferEnum_FloatingRateReturn
-- ^ A cash flow corresponding to the return of the
-- floating interest rate portion of a derivative
-- instrument that has different types of underlying
-- assets, such as a total return swap.
| ScheduledTransferEnum_FractionalAmount
-- ^ A cash flow corresponding to the compensation for
-- missing assets due to the rounding of digits in the
-- original number of assets to be delivered as per
-- payout calculation.
| ScheduledTransferEnum_InterestReturn
-- ^ A cash flow corresponding to the return of the
-- interest rate portion of a derivative instrument that
-- has different types of underlying assets, such as a
-- total return swap.
| ScheduledTransferEnum_NetInterest
-- ^ Net interest across payout components. Applicable to
-- products such as interest rate swaps.
| ScheduledTransferEnum_Performance
-- ^ A cash flow corresponding to a performance return.
-- The settlementOrigin attribute on the Transfer should
-- point to the relevant Payout defining the performance
-- calculation.
| ScheduledTransferEnum_PrincipalPayment
-- ^ A cashflow which amount typically corresponds to the
-- notional amount of the contract for various business
-- reasons e.g. PhysicalSettlement, PrincipalExchange
-- etc. else to a portion of the notional amount interim
-- payments e.g. for the purpose of resetting the
-- Notional Amount of a Cross Currency Swap variying
-- leg, as part of a final Principal Exchange related to
-- a Non-Deliverable currency leg, etc.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the relevant settled
-- entity matrix source.
data SettledEntityMatrixSourceEnum
= SettledEntityMatrixSourceEnum_ConfirmationAnnex
-- ^ The Relevant Settled Entity Matrix shall be the list
-- agreed for this purpose by the parties. The list is
-- not included as part of the electronic confirmation.
| SettledEntityMatrixSourceEnum_NotApplicable
-- ^ The term is not applicable.
| SettledEntityMatrixSourceEnum_Publisher
-- ^ The Settled Entity Matrix published by the Index
-- Publisher.
deriving (Eq, Ord, Show)
-- | Defines the settlement centre for a securities
-- transaction.
data SettlementCentreEnum
= SettlementCentreEnum_ClearstreamBankingLuxembourg
-- ^ ClearStream Banking Luxembourg
| SettlementCentreEnum_EuroclearBank
-- ^ Euroclear Bank
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the settlement rate
-- options as specified in the Annex A to the 1998 FX
-- and Currency Options Definitions.
data SettlementRateOptionEnum
= SettlementRateOptionEnum_ARS_BNAR_ARS01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Argentine Peso/U.S. Dollar Specified Rate, expressed
-- as the amount of Argentine Pesos per one U.S. Dollar,
-- for settlement on the same day (or, if such day is
-- not a Business Day in New York, for settlement on the
-- first succeeding day that is a Business Day in both
-- Buenos Aires and New York) which appears on the
-- Reuters Screen BNAR Page at the close of business in
-- Buenos Aires on that Rate Calculation Date.
| SettlementRateOptionEnum_ARS_EMTA_INDICATIVE_SURVEY_RATE_ARS04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Argentine Peso/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Argentine Pesos
-- per one U.S. Dollar, for settlement on the same day,
-- as published on EMTA's web site (www.emta.org) at
-- approximately 1:00 p.m. (Buenos Aires time), or as
-- soon thereafter as practicable, on such Rate
-- Calculation Date. The Spot Rate shall be calculated
-- by EMTA (or a service provider EMTA may select in its
-- sole discretion) pursuant to the EMTA ARS Indicative
-- Survey Methodology (which means a methodology, dated
-- as of January 2, 2003, as amended from time to time,
-- for a centralized industry-wide survey of financial
-- institutions that are active participants in the
-- Argentine Peso/U.S. Dollar markets for the purpose of
-- determining the EMTA ARS Indicative Survey Rate).
| SettlementRateOptionEnum_ARS_EMTA_INDUSTRY_SURVEY_RATE_ARS03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Argentine Peso/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Argentine Pesos
-- per one U.S. Dollar, for settlement on the same day,
-- as published on EMTA's web site (www.emta.org) at
-- approximately 1:00 p.m. (Buenos Aires time), or as
-- soon thereafter as practicable, on such Rate
-- Calculation Date. The Spot Rate shall be calculated
-- by EMTA (or a service provider EMTA may select in its
-- sole discretion) pursuant to the EMTA ARS Industry
-- Survey Methodology (which means a methodology, dated
-- as of January 2, 2003, as amended from time to time,
-- for a centralized industry-wide survey of financial
-- institutions in Buenos Aires that are active
-- participants in the Argentine Peso/U.S. Dollar spot
-- markets for the purpose of determining the EMTA ARS
-- Industry Survey Rate).
| SettlementRateOptionEnum_ARS_MAE_ARS05
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- volume weighted average Argentine Peso/U.S. Dollar
-- Rate of all trades executed in the electronic market
-- for a Rate Calculation Day expressed as the amount of
-- Argentine Pesos per one U.S. Dollar, for settlement
-- on the same day, reported by the Mercado Abierto
-- Electronico (the 'MAE') at approximately 3:00
-- pm, Buenos Aires time, and published on the FOREX-MAE
-- Page as the 'PPN' rate ('Promedio
-- Ponderado Noticiado') on www.mae.com.ar on that
-- Rate Calculation Date.
| SettlementRateOptionEnum_ARS_OFFICIAL_RATE_ARS02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Argentine Peso/U.S. Dollar offered rate for U.S.
-- Dollars, expressed as the amount of Argentine Pesos
-- per one U.S. Dollar, for settlement on the same day
-- quoted by Banco de la Nacion (in accordance with the
-- Convertibility Law of March 27, 1991 and Regulatory
-- Decree No. 529/91 of April 1, 1991, as may be amended
-- from time to time) for that Rate Calculation Date.
| SettlementRateOptionEnum_BRL_BRBY_BRL01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar Specified Rate, expressed
-- as the amount of Brazilian Reais per one U.S. Dollar,
-- for settlement in two Business Days (where such days
-- are Business Days in both Sao Paulo and New York)
-- which appears on the Reuters Screen BRBY Page under
-- the caption 'INTBK FLTING (LAST)' at
-- approximately 11:00 a.m., Sao Paulo time, on that
-- Rate Calculation Date.
| SettlementRateOptionEnum_BRL_EMTA_INDICATIVE_SURVEY_RATE_BRL13
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Brazilian Reais
-- per one U.S. Dollar, for settlement in two Business
-- Days, as published on EMTA's web site
-- (www.emta.org) at approximately 12:00 p.m. (Sao Paulo
-- time), or as soon thereafter as practicable, on such
-- Rate Calculation Date. The Spot Rate shall be
-- calculated by EMTA (or a service provider EMTA may
-- select in its sole discretion) pursuant to the EMTA
-- BRL Indicative Survey Methodology (which means a
-- methodology, dated as of March 1, 2004, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Brazilian Real/U.S. Dollar
-- markets for the purpose of determining the EMTA BRL
-- Indicative Survey Rate).
| SettlementRateOptionEnum_BRL_EMTA_INDUSTRY_SURVEY_RATE_BRL12
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Brazilian Reais
-- per one U.S. Dollar, for settlement in two Business
-- Days, as published on EMTA's web site
-- (www.emta.org) at approximately 3:45 p.m. (Sao Paulo
-- time), or as soon thereafter as practicable, on such
-- Rate Calculation Date. The Spot Rate shall be
-- calculated by EMTA (or a service provider EMTA may
-- select in its sole discretion) pursuant to the EMTA
-- BRL Industry Survey Methodology (which means a
-- methodology, dated as of March 1, 2004, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions in Brazil that are
-- active participants in the Brazilian Real/U.S. Dollar
-- spot markets for the purpose of determining the EMTA
-- BRL Industry Survey Rate).
| SettlementRateOptionEnum_BRL_OFFICIAL_RATE_BRL02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar Specified Rate, expressed
-- as the amount of Brazilian Reais per one U.S. Dollar,
-- for settlement in two Business Days (where such days
-- are Business Days in both Sao Paulo and New York)
-- reported by the Banco Central do Brasil in the
-- 'Diario Oficial da Uniao' on the first
-- Business Day following that Rate Calculation Date.
| SettlementRateOptionEnum_BRL_PCOT_COMMERCIAL_BRL03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar commercial rate, expressed
-- as the amount of Brazilian Reais per one U.S. Dollar,
-- for settlement in two Business Days (where such days
-- are Business Days in both Sao Paulo and New York)
-- reported by the Banco Central do Brasil on SISBACEN
-- Data System under transaction code PCOT- 390, Option
-- 3, at the Specified Time, if any, on that Rate
-- Calculation Date.
| SettlementRateOptionEnum_BRL_PCOT_FLOATING_BRL04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar floating rate, expressed
-- as the amount of Brazilian Reais per one U.S. Dollar,
-- for settlement in two Business Days (where such days
-- are Business Days in both Sao Paulo and New York)
-- reported by the Banco Central do Brasil on SISBACEN
-- Data System under transaction code PCOT- 390, Option
-- 3, at the Specified Time, if any, on that Rate
-- Calculation Date.
| SettlementRateOptionEnum_BRL_PTAX_BRL09
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar offered rate for U.S.
-- Dollars, expressed as the amount of Brazilian Reais
-- per one U.S. Dollar, for settlement in two Business
-- Days reported by the Banco Central do Brasil on
-- SISBACEN Data System under transaction code PTAX-800
-- ('Consulta de Cambio' or Exchange Rate
-- Inquiry), Option 5 ('Cotacoes para
-- Contabilidade' or 'Rates for Accounting
-- Purposes') by approximately 6:00 p.m., Sao Paulo
-- time, on that Rate Calculation Date.
| SettlementRateOptionEnum_BRL_PTAX_COMMERCIAL_BRFR_BRL06
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar commercial rate, expressed
-- as the amount of Brazilian Reais per one U.S. Dollar,
-- for settlement in two Business Days (where such days
-- are Business Days in both Sao Paulo and New York)
-- reported by the Banco Central do Brasil which appears
-- on the Reuters Screen BRFR Page at PTAX-800 as of
-- 11:00 a.m., Sao Paulo time, on the first Business Day
-- following that Rate Calculation Date. 23
| SettlementRateOptionEnum_BRL_PTAX_COMMERCIAL_BRL05
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar commercial rate, expressed
-- as the amount of Brazilian Reais per one U.S. Dollar,
-- for settlement in two Business Days (where such days
-- are Business Days in both Sao Paulo and New York)
-- reported by the Banco Central do Brasil on SISBACEN
-- Data System under transaction code PTAX- 800
-- ('Consultas de Cambio' or Exchange Rate
-- Inquiry), Option 5 ('Cotacoes para
-- Contabilidad' or Rates for Accounting Purposes)
-- market type 'L' (corresponding to U.S.
-- Dollars traded in the foreign exchange market segment
-- officially denominated 'Livre' and commonly
-- known as 'Comercial') as of 7:30 p.m., Sao
-- Paulo time, on that Rate Calculation Date.
| SettlementRateOptionEnum_BRL_PTAX_FLOATING_BRFR_BRL08
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar floating rate, expressed
-- as the amount of Brazilian Reais per one U.S. Dollar,
-- for settlement in two Business Days (where such days
-- are Business Days in both Sao Paulo and New York)
-- reported by the Banco Central do Brasil on the
-- SISBACEN Data System which appears on the Reuters
-- Screen BRFR Page at PTAX-800 as of 11:00 a.m., Sao
-- Paulo time, on the first Business Day following that
-- Rate Calculation Date.
| SettlementRateOptionEnum_BRL_PTAX_FLOATING_BRL07
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Brazilian Real/U.S. Dollar floating rate, expressed
-- as the amount of Brazilian Reais per one U.S. Dollar,
-- for settlement in two Business Days (where such days
-- are Business Days in both Sao Paulo and New York)
-- reported by the Banco Central do Brasil on SISBACEN
-- Data System under transaction code PTAX- 800
-- ('Consultas de Cambio' or Exchange Rate
-- Inquiry), Option 5 ('Cotacoes para
-- Contabilidad' or Rates for Accounting Purposes)
-- market type 'F' (corresponding to U.S.
-- Dollars traded in the foreign exchange market segment
-- officially denominated 'Flutuante') as of
-- 7:30 p.m., Sao Paulo time, on that Rate Calculation
-- Date.
| SettlementRateOptionEnum_CLP_BCCH_CLP01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar observado rate, expressed as
-- the amount of Chilean Pesos per one U.S. Dollar, for
-- settlement on the same day (or, if such day is not a
-- Business Day in New York, for settlement on the first
-- succeeding day that is a Business Day in both
-- Santiago and New York) reported by the Banco Central
-- de Chile which appears on the Reuters Screen BCCH
-- Page under the caption 'OBSERVADO' at 10:00
-- a.m., Santiago time, on the first Business Day
-- following that Rate Calculation Date.
| SettlementRateOptionEnum_CLP_CHILD_INFORMAL_CLP02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar informal rate, expressed as
-- the amount of Chilean Pesos per one U.S. Dollar, for
-- settlement on the same day (or, if such day is not a
-- Business Day in New York, for settlement on the first
-- succeeding day that is a Business Day in both
-- Santiago and New York) of the informal exchange
-- market which appears on the Reuters Screen CHILD Page
-- at the Specified Time, if any, on that Rate
-- Calculation Date.
| SettlementRateOptionEnum_CLP_CHILD_INTERBANK_CLP03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar interbank rate, expressed as
-- the amount of Chilean Pesos per one U.S. Dollar, for
-- settlement on the same day (or, if such day is not a
-- Business Day in New York, for settlement on the first
-- succeeding day that is a Business Day in both
-- Santiago and New York) reported by the Banco Central
-- de Chile for the formal exchange market which appears
-- on the Reuters Screen CHILD Page at the Specified
-- Time, if any, on that Rate Calculation Date.
| SettlementRateOptionEnum_CLP_CHILD_OBSERVADO_CLP04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar observado rate, expressed as
-- the amount of Chilean Pesos per one U.S. Dollar, for
-- settlement on the same day (or, if such day is not a
-- Business Day in New York, for settlement on the first
-- succeeding day that is a Business Day in both
-- Santiago and New York) reported by the Banco Central
-- de Chile which appears on the Reuters Screen CHILD
-- Page on the first Business Day following that Rate
-- Calculation Date.
| SettlementRateOptionEnum_CLP_CHILG_INFORMAL_CLP05
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar informal rate, expressed as
-- the amount of Chilean Pesos per one U.S. Dollar, for
-- settlement on the same day (or, if such day is not a
-- Business Day in New York, for settlement on the first
-- succeeding day that is a Business Day in both
-- Santiago and New York) of the informal exchange
-- market which appears on the Reuters Screen CHILG Page
-- at the Specified Time, if any, on that Rate
-- Calculation Date.
| SettlementRateOptionEnum_CLP_CHILG_INTERBANK_CLP06
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar interbank rate, expressed as
-- the amount of Chilean Pesos per one U.S. Dollar, for
-- settlement on the same day (or, if such day is not a
-- Business Day in New York, for settlement on the first
-- succeeding day that is a Business Day in both
-- Santiago and New York) reported by the Banco Central
-- de Chile for the formal exchange market which appears
-- on the Reuters Screen CHILG Page at the Specified
-- Time, if any, on that Rate Calculation Date.
| SettlementRateOptionEnum_CLP_CHILG_OBSERVADO_CLP07
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar observado rate, expressed as
-- the amount of Chilean Pesos per one U.S. Dollar, for
-- settlement on the same day (or, if such day is not a
-- Business Day in New York, for settlement on the first
-- succeeding day that is a Business Day in both
-- Santiago and New York) reported by the Banco Central
-- de Chile which appears on the Reuters Screen CHILG
-- Page under 'OBSERVADO' at the Specified Time,
-- if any, on the first Business Day following that Rate
-- Calculation Date.
| SettlementRateOptionEnum_CLP_DOLAR_OBS_CLP10
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar 'observado' rate,
-- expressed as the amount of Chilean Pesos per one U.S.
-- Dollar, for settlement in one Business Day reported
-- by the Banco Central de Chile (www.bcentral.cl) as
-- the 'Dolar Observado' (Dollar Observado) rate
-- by not later than 10:30 a.m., Santiago time, on the
-- first Business Day following that Rate Calculation
-- Date.
| SettlementRateOptionEnum_CLP_EMTA_INDICATIVE_SURVEY_RATE_CLP11
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Chilean Pesos per
-- one U.S. Dollar, for settlement on the same day, as
-- published on EMTA's web site (www.emta.org) at
-- approximately 11:00 a.m., Santiago time, or as soon
-- thereafter as practicable, on such Rate Calculation
-- Date. The Spot Rate shall be calculated by EMTA (or a
-- service provider EMTA may select in its sole
-- discretion) pursuant to the EMTA CLP Indicative
-- Survey Methodology (which means a methodology, dated
-- as of August 1, 2006, as amended from time to time,
-- for a centralized industry-wide survey of financial
-- institutions that are active participants in the
-- Chilean Peso/U.S. Dollar markets for the purpose of
-- determining the EMTA CLP Indicative Survey Rate).
| SettlementRateOptionEnum_CLP_OFFICIAL_RATE_CLP08
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar Specified Rate, expressed as
-- the amount of Chilean Pesos per one U.S. Dollar (or,
-- if such day is not a Business Day in New York, for
-- settlement on the first succeeding day that is a
-- Business Day in both Santiago and New York),
-- calculated in accordance with Title I, Chapter 1
-- Number 6 of the Compendium of International Exchange
-- Norms of the Banco Central de Chile and published by
-- the Banco Central de Chile at the Specified Time, if
-- any, on the first Business Day following that Rate
-- Calculation Date.
| SettlementRateOptionEnum_CLP_TELERATE_38942_CLP09
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chilean Peso/U.S. Dollar observado rate, expressed as
-- the amount of Chilean Pesos per one U.S. Dollar, for
-- settlement on the same day (or, if such day is not a
-- Business Day in New York, for settlement on the first
-- succeeding day that is a Business Day in both
-- Santiago and New York) reported by the Banco Central
-- de Chile which appears on the Telerate Page 38942
-- opposite the caption 'Observado' at the
-- Specified Time, if any, on the first Business Day
-- following the Rate Calculation Date.
| SettlementRateOptionEnum_CNY_SAEC_CNY01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chinese Renminbi/U.S. Dollar official fixing rate,
-- expressed as the amount of Chinese Renminbi per one
-- U.S. Dollar, for settlement in two Business Days
-- reported by the People's Bank of China, Beijing,
-- People's Republic of China, which appears on the
-- Reuters Screen 'SAEC' Page opposite the
-- symbol 'USDCNY=' at approximately 9:15 a.m.,
-- Beijing time, on that Rate Calculation Date.
| SettlementRateOptionEnum_CNY_SFEMC_INDICATIVE_SURVEY_RATE_CNY02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Chinese Renminbi/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Chinese Renminbi
-- per one U.S. Dollar, for settlement in two Business
-- Days, as published on SFEMC's website
-- (www.sfemc.org) at approximately 3:30 p.m. (Singapore
-- time), or as soon thereafter as practicable, on such
-- Rate Calculation Date. The Spot Rate will be
-- calculated by SFEMC (or a service provider SFEMC may
-- select in its sole discretion) pursuant to the SFEMC
-- CNY Indicative Survey Methodology (which means a
-- methodology, dated as of December 1, 2004, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Chinese Renminbi/U.S. Dollar
-- markets for the purpose of determining the SFEMC CNY
-- Indicative Survey Rate).
| SettlementRateOptionEnum_COP_CO_COL03_COP01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Colombian Peso/U.S. Dollar fixing rate, expressed as
-- the amount of Colombian Pesos per one U.S. Dollar,
-- for settlement on the same day (unless such day is
-- not a Business Day in New York, then for settlement
-- on the first succeeding day that is a Business Day in
-- Bogota and New York) reported by the Colombian
-- Banking Superintendency which appears on the Reuters
-- Screen CO/COL03 Page opposite the caption
-- 'TRCM' ('Tasa de Cierre Representative
-- del Mercado' or closing market price) at 12:00
-- noon, Bogota time, on the first Business Day
-- following that Rate Calculation Date.
| SettlementRateOptionEnum_COP_EMTA_INDICATIVE_SURVEY_RATE_COP03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Colombian Peso/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Colombian Pesos
-- per one U.S. Dollar, for settlement on the same day,
-- as published on EMTA's web site (www.emta.org) at
-- approximately 11:30 a.m., Bogota time, or as soon
-- thereafter as practicable, on such Rate Calculation
-- Date. The Spot Rate shall be calculated by EMTA (or a
-- service provider EMTA may select in its sole
-- discretion) pursuant to the EMTA COP Indicative
-- Survey Methodology (which means a methodology, dated
-- as of August 1, 2006, as amended from time to time,
-- for a centralized industry-wide survey of financial
-- institutions that are active participants in the
-- Colombian Peso/U.S. Dollar markets for the purpose of
-- determining the EMTA COP Indicative Survey Rate).
| SettlementRateOptionEnum_COP_TRM_COP02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Colombian Peso/U.S. Dollar fixing rate, expressed as
-- the amount of Colombian Pesos per one U.S. Dollar,
-- for settlement on the same day reported by the
-- Colombian Financial Superintendency
-- (www.banrep.gov.co) as the 'Tasa Representativa
-- del Mercado (TRM)' (also referred to as the
-- 'Tasa de Cambio Representativa del Mercado'
-- (TCRM)) by not later than 10:30 a.m., Bogota time, on
-- the first Business Day following that Rate
-- Calculation Date.
| SettlementRateOptionEnum_CURRENCY_IMPLIED_RATE__ADR__CURA1
-- ^ the Spot Rate for a Rate Calculation Date will be the
-- Reference Currency/U.S. Dollar exchange rate,
-- expressed as the amount of Reference Currency per one
-- U.S. Dollar, determined on the basis of quotations
-- provided by Reference Dealers on that Rate
-- Calculation Date of that day's price of a
-- Specified Company's American Depositary Receipt
-- or American Depositary Receipts (the 'ADR' or
-- 'ADRs', as appropriate) and the price of the
-- local share or shares of such Specified Company of
-- the same type and in the same quantity represented by
-- such ADR or ADRs, as the case may be (the
-- 'Share' or 'Shares', as appropriate).
-- The Calculation Agent will request each of the
-- Reference Dealers to provide a firm quotation of (A)
-- in the case where one ADR represents less than one
-- Share, its bid and offer price (in the Reference
-- Currency) for one Share and its bid and offer price
-- (in U.S. Dollars) for the number of ADRs which
-- represent such Share and (B) in all other cases, its
-- bid and offer price (in the Reference Currency) for
-- the Share or Shares, as the case may be, and its bid
-- and offer price (in U.S. Dollars) for one ADR. If one
-- or more quotations are provided, the rate for a Rate
-- Calculation Date will equal the ratio of (1) the
-- arithmetic mean of the midpoint of the bid and offer
-- prices quoted in the Reference Currency by each
-- Reference Dealer for such Share or Shares, as the
-- case may be, and (2) the arithmetic mean of the
-- midpoint of the bid and offer prices quoted in U.S.
-- Dollars by each Reference Dealer for such ADR or
-- ADRs, as the case may be, subject to an adjustment,
-- if any, by the Calculation Agent to reduce the effect
-- of momentary disparities in the prices of the Share
-- or Shares and the ADR or ADRs, as appropriate. The
-- quotations used to determine the Spot Rate for a Rate
-- Calculation Date will be determined in each case at
-- the Specified Time on the Rate Calculation Date or,
-- if no such time is specified, the time chosen by the
-- Calculation Agent.
| SettlementRateOptionEnum_CURRENCY_IMPLIED_RATE__LOCAL_ASSET__CURA2
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Reference Currency/Settlement Currency exchange rate,
-- expressed as the amount of Reference Currency per one
-- unit of Settlement Currency, determined on the basis
-- of quotations provided by Reference Dealers on that
-- Rate Calculation Date for that day's price of
-- Local Assets. The Calculation Agent will request each
-- of the Reference Dealers to provide a firm quotation
-- of its bid and offer price (in both the Reference
-- Currency and the Settlement Currency) for an amount
-- of Local Assets whose face value equals the Specified
-- Amount. If one or more quotations are provided, the
-- rate for a Rate Calculation Date will equal the ratio
-- of (A) the arithmetic mean of the midpoint of the bid
-- and offer prices quoted in the Reference Currency by
-- each Reference Dealer for such Local Assets and (B)
-- the arithmetic mean of the midpoint of the bid and
-- offer prices quoted in the Settlement Currency by
-- each Reference Dealer for such Local Assets. The
-- quotations used to determine the Spot Rate for a Rate
-- Calculation Date will be determined in each case at
-- the Specified Time on the Rate Calculation Date or,
-- if no such time is specified, the time chosen by the
-- Calculation Agent.
| SettlementRateOptionEnum_CURRENCY_MUTUAL_AGREEMENT_CURA3
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Reference Currency/Settlement Currency Specified
-- Rate, expressed as the amount of the Reference
-- Currency per one unit of Settlement Currency, for
-- settlement on the Settlement Date agreed upon by the
-- parties on or prior to that Rate Calculation Date
-- (or, if different, the day on which rates for that
-- date would, in the ordinary course, be published or
-- announced).
| SettlementRateOptionEnum_CURRENCY_REFERENCE_DEALERS_CURA4
-- ^ The Spot Rate for a Rate Calculation Date will be
-- determined on the basis of quotations provided by
-- Reference Dealers on that Rate Calculation Date of
-- that day's Specified Rate, expressed as the
-- amount of Reference Currency per one unit of
-- Settlement Currency, for settlement on the Settlement
-- Date. The Calculation Agent will request the
-- Specified Office of each of the Reference Dealers to
-- provide a firm quotation of its Specified Rate for a
-- transaction where the amount of Reference Currency
-- equals the Specified Amount. If four quotations are
-- provided, the rate for a Rate Calculation Date will
-- be the arithmetic mean of the Specified Rates,
-- without regard to the Specified Rates having the
-- highest and lowest value. If exactly three quotations
-- are provided, the rate for a Rate Calculation Date
-- will be the Specified Rate provided by the Reference
-- Dealer that remains after disregarding the Specified
-- Rates having the highest and lowest values. For this
-- purpose, if more than one quotation has the same
-- highest value or lowest value, then the Specified
-- Rate of one of such quotations shall be disregarded.
-- If exactly two quotations are provided, the rate for
-- a Rate Calculation Date will be the arithmetic mean
-- of the Specified Rates. If only one quotation is
-- provided, the rate for a Rate Calculation Date will
-- be the Specified Rate quoted by that Reference
-- Dealer. The quotations used to determine the Spot
-- Rate for a Rate Calculation Date will be determined
-- in each case at the Specified Time on that Rate
-- Calculation Date or, if no such time is specified,
-- the time chosen by the Calculation Agent.
| SettlementRateOptionEnum_CURRENCY_WHOLESALE_MARKET_CURA5
-- ^ The Spot Rate for a Rate Calculation Date will be
-- determined by the Calculation Agent on the basis of
-- that day's Specified Rate, expressed as the
-- amount of Reference Currency per one unit of
-- Settlement Currency, in a legal and customary
-- wholesale market in which there is no, or minimal,
-- Governmental Authority controls or interference,
-- except as a participant in such market.
| SettlementRateOptionEnum_ECS_DNRP_ECS01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Ecuadorian Sucre/U.S. Dollar Specified Rate,
-- expressed as the amount of Ecuadorian Sucres per one
-- U.S. Dollar, for settlement in one Business Day
-- (where such day is a Business Day in Guayaquil and
-- New York) which appears on Reuters Screen DNRP Page
-- at 12:00 noon, Guayaquil time, on that Rate
-- Calculation Date.
| SettlementRateOptionEnum_IDR_ABS_IDR01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Indonesian Rupiah/U.S. Dollar spot rate at 11:00
-- a.m., Singapore time, expressed as the amount of
-- Indonesian Rupiah per one U.S. Dollar, for settlement
-- in two Business Days, reported by the Association of
-- Banks in Singapore which appears on the Telerate Page
-- 50157 to the right of the caption 'Spot'
-- under the column 'IDR' at approximately 11:30
-- a.m., Singapore time, on that Rate Calculation Date.
| SettlementRateOptionEnum_IDR_JISDOR_IDR04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Indonesian Rupiah/U.S. Dollar weighted average spot
-- rate in the interbank market based on traded IDR/USD
-- spot foreign exchange transactions during a specified
-- time period which are captured on a real time basis,
-- expressed as the amount of Indonesian Rupiah per one
-- U.S. Dollar, for settlement in two Business Days,
-- published by Bank Indonesia at approximately 10:00
-- a.m., Jakarta time, on that Rate Calculation Date as
-- the Jakarta Interbank Spot Dollar Rate USD - IDR on
-- Bank Indonesia's website or otherwise made
-- available by Bank Indonesia (or its successor as
-- administrator).
| SettlementRateOptionEnum_IDR_SFEMC_INDICATIVE_SURVEY_RATE_IDR02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Indonesian Rupiah/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Indonesian Rupiah
-- per one U.S. Dollar, for settlement in two Business
-- Days, as published on SFEMC's website
-- (www.sfemc.org) at approximately 3:30 p.m., Singapore
-- time, or as soon thereafter as practicable, on such
-- Rate Calculation Date. The Spot Rate will be
-- calculated by SFEMC (or a service provider SFEMC may
-- select in its sole discretion) pursuant to the SFEMC
-- IDR Indicative Survey Methodology (which means a
-- methodology, dated as of December 1, 2004, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Indonesian Rupiah/U.S. Dollar
-- markets for the purpose of determining the SFEMC IDR
-- Indicative Survey Rate).
| SettlementRateOptionEnum_IDR_VWAP_IDR03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Indonesian Rupiah/U.S. Dollar implied spot rate
-- expressed as the amount of Indonesian Rupiah per one
-- U.S. Dollar, for settlement in two Business Days,
-- reported by ABS Benchmarks Administration Co Pte.
-- Ltd. (or its successor as administrator or sponsor of
-- that rate), which appears on Thomson Reuters Screen
-- ABSFIX01 Page at approximately 11:30 a.m., Singapore
-- time, on that Rate Calculation Date.
| SettlementRateOptionEnum_ILS_BOIJ_ILS01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Israeli Shekel/U.S. Dollar Specified Rate, expressed
-- as the amount of Israeli Shekels per one U.S. Dollar,
-- for settlement in two Business Days which appears on
-- the Reuters Screen BOIJ Page as of 1:00 p.m., Tel
-- Aviv time, on that Rate Calculation Date.
| SettlementRateOptionEnum_ILS_FXIL_ILS02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Israeli Shekel/U.S. Dollar Specified Rate, expressed
-- as the amount of Israeli Shekels per one U.S. Dollar,
-- for settlement in two Business Days which appears on
-- the Reuters Screen FXIL Page as of 1:00 p.m., Tel
-- Aviv time, on that Rate Calculation Date.
| SettlementRateOptionEnum_INR_FBIL_INR01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Indian Rupee/U.S. Dollar reference rate, expressed as
-- the amount of Indian Rupee per one U.S. Dollar, for
-- settlement in two Business Days, reported by
-- Financial Benchmarks India Pvt. Ltd.
-- (www.fbil.org.in) at approximately 1:30 p.m., Mumbai
-- time, or as soon thereafter as practicable, on that
-- Rate Calculation Date.
| SettlementRateOptionEnum_INR_RBIB_INR01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Indian Rupee/U.S. Dollar reference rate, expressed as
-- the amount of Indian Rupee per one U.S. Dollar, for
-- settlement in two Business Days reported by the
-- Reserve Bank of India which appears on the Reuters
-- Screen RBIB Page at approximately 12:30 p.m., Mumbai
-- time, or as soon thereafter as practicable, on that
-- Rate Calculation Date.
| SettlementRateOptionEnum_INR_SFEMC_INDICATIVE_SURVEY_RATE_INR02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Indian Rupee/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Indian Rupee per
-- one U.S. Dollar, for settlement in two Business Days,
-- as published on SFEMC's website (www.sfemc.org)
-- at approximately 3:30 p.m. (Singapore time), or as
-- soon thereafter as practicable, on such Rate
-- Calculation Date. The Spot Rate will be calculated by
-- SFEMC (or a service provider SFEMC may select in its
-- sole discretion) pursuant to the SFEMC INR Indicative
-- Survey Methodology (which means a methodology, dated
-- as of December 1, 2004, as amended from time to time,
-- for a centralized industry-wide survey of financial
-- institutions that are active participants in the
-- Indian Rupee/U.S. Dollar markets for the purpose of
-- determining the SFEMC INR Indicative Survey Rate).
| SettlementRateOptionEnum_KRW_KEBEY_KRW01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Korean Won/U.S. Dollar Specified Rate, expressed as
-- the amount of Korean Won per one U.S. Dollar, for
-- settlement in two Business Days which appears on the
-- Reuters Screen KEBEY Page at the Specified Time, if
-- any, on that Rate Calculation Date.
| SettlementRateOptionEnum_KRW_KFTC18_KRW02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Korean Won/U.S. Dollar market average rate, expressed
-- as the amount of Korean Won per one U.S. Dollar, for
-- settlement in two Business Days reported by the Korea
-- Financial Telecommunications and Clearing Corporation
-- which appears on the Reuters Screen KFTC18 Page to
-- the right of the caption 'USD Today' that is
-- available at approximately 3:30 p.m., Seoul time, on
-- the Rate Calculation Date or as soon thereafter as
-- practicable.
| SettlementRateOptionEnum_KRW_SFEMC_INDICATIVE_SURVEY_RATE_KRW04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Korean Won/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Korean Won per
-- one U.S. Dollar, for settlement in two Business Days,
-- as published on SFEMC's website (www.sfemc.org)
-- at approximately 3:30 p.m., Singapore time, or as
-- soon thereafter as practicable, on such Rate
-- Calculation Date. The Spot Rate will be calculated by
-- SFEMC (or a service provider SFEMC may select in its
-- sole discretion) pursuant to the SFEMC KRW Indicative
-- Survey Methodology (which means a methodology, dated
-- as of December 1, 2004, as amended from time to time,
-- for a centralized industry-wide survey of financial
-- institutions that are active participants in the
-- Korean Won/U.S. Dollar markets for the purpose of
-- determining the SFEMC KRW Indicative Survey Rate).
| SettlementRateOptionEnum_KRW_TELERATE_45644_KRW03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Korean Won/U.S. Dollar market average rate, expressed
-- as the amount of Korean Won per one U.S. Dollar, for
-- settlement in two Business Days reported by the Korea
-- Financial Telecommunications and Clearing Corporation
-- which appears on Telerate Page 45644 to the right of
-- the caption 'USD Today' that is available at
-- approximately 3:30 p.m., Seoul time, on the Rate
-- Calculation Date or as soon thereafter as
-- practicable.
| SettlementRateOptionEnum_KZT_EMTA_INDICATIVE_SURVEY_RATE_KZT02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Kazakhstan Tenge / U.S. Dollar Specified Rate for
-- U.S. Dollars, expressed as the amount of Kazakhstan
-- Tenge per one U.S. Dollar, for settlement on the same
-- Business Day, as published on EMTA's website
-- (www.emta.org) at approximately 1:00 p.m., Almaty
-- time, or as soon thereafter as practicable, on that
-- Rate Calculation Date. The Spot Rate shall be
-- calculated by EMTA (or a service provider EMTA may
-- select in its sole discretion) pursuant to the EMTA
-- KZT Indicative Survey Methodology (which means a
-- methodology, dated as of March 16, 2009, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Kazakhstan Tenge/U.S. Dollar
-- markets for the purpose of determining the EMTA KZT
-- Indicative Survey Rate).
| SettlementRateOptionEnum_KZT_KASE_KZT01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Kazakhstan Tenge / U.S. Dollar weighted average rate,
-- expressed as the amount of Kazakhstan Tenge per one
-- U.S. Dollar, for settlement on the same Business Day
-- reported by the Kazakhstan Stock Exchange
-- (www.kase.kz) at approximately 11:00 am, Almaty time,
-- on that Rate Calculation Date.
| SettlementRateOptionEnum_LBP_BDLX_LBP01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Lebanese Pound/U.S. Dollar Specified Rate, expressed
-- as the amount of Lebanese Pounds per one U.S. Dollar,
-- for settlement in two Business Days which appears on
-- the Reuters Screen BDLX Page as of 12:00 noon, Beirut
-- time, on that Rate Calculation Date.
| SettlementRateOptionEnum_MAD_OFFICIAL_RATE_MAD01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Moroccan Dirham/U.S. Dollar Specified Rate, expressed
-- as the amount of Moroccan Dirham per one U.S. Dollar,
-- for settlement in two Business Days reported by the
-- Central Bank of Morocco as of 1:00 p.m., Rabat time,
-- on that Rate Calculation Date.
| SettlementRateOptionEnum_MXP_BNMX_MXP01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Mexican Pesos/U.S. Dollar Specified rate, expressed
-- as the amount of Mexican Pesos per one U.S. Dollar,
-- for settlement in two Business Days reported by Banco
-- de Mexico which appears on the Reuters Screen BNMX
-- Page opposite the caption 'Fix' at the close
-- of business in Mexico City on that Rate Calculation
-- Date.
| SettlementRateOptionEnum_MXP_FIXING_RATE_MXP02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Mexican Peso/U.S. Dollar fixing rate, expressed as
-- the amount of Mexican Pesos per one U.S. Dollar, for
-- settlement in two Business Days which is published by
-- Banco de Mexico in the Official Gazette of the
-- Federation pursuant to the 'Disposiciones
-- aplicables a la determinacion del tipo de Cambio para
-- solventar obligaciones denominadas en moneda
-- extranjera pagaderas en la Republica Mexicana'
-- (Rules applicable to determine the exchange rate to
-- pay obligations denominated in foreign currency
-- payable in Mexico) on the first Business Day
-- following that Rate Calculation Date.
| SettlementRateOptionEnum_MXP_MEX01_MXP03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Mexican Peso/U.S. Dollar fixing rate, expressed as
-- the amount of Mexican Pesos per one U.S. Dollar, for
-- settlement in two Business Days reported by Banco de
-- Mexico which appears on Reuters Screen MEX01 Page
-- under the heading 'MXNFIX=RR', at the close
-- of business in Mexico City on that Rate Calculation
-- Date.
| SettlementRateOptionEnum_MXP_PUBLISHED_MXP04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Mexican Peso/U.S. Dollar fixing rate, expressed as
-- the amount of Mexican Pesos per one U.S. Dollar, for
-- settlement in two Business Days which is published by
-- the Bolsa Mexicana de Valores, S.A. de C.V. (as
-- established in Section 2 of the 'Resolution
-- concerning the exchange rate applicable for
-- calculating the Mexican Peso equivalent of principal
-- and interest of Mexican Treasury Notes denominated in
-- foreign currency and payable in Mexican Pesos'
-- published in the Diario Oficial de la Federacion on
-- November 11, 1991) in the Movimiento Diario del
-- Mercado de Valores de la Bolsa Mexicana de Valores,
-- S.A. de C.V. under the heading 'Movimiento Diario
-- del Mercado de Valores' on that Rate Calculation
-- Date.
| SettlementRateOptionEnum_MYR_ABS_MYR01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Malaysian Ringgit/U.S. Dollar spot rate at 11:00
-- a.m., Singapore time, expressed as the amount of
-- Malaysian Ringgit per one U.S. Dollar, for settlement
-- in two Business Days, reported by the Association of
-- Banks in Singapore, which appears on the Telerate
-- Page 50157 to the right of the caption 'Spot'
-- under the column 'MYR' at approximately 11:30
-- a.m., Singapore time, on that Rate Calculation Date.
| SettlementRateOptionEnum_MYR_KL_REF_MYR04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Malaysian Ringgit/U.S. Dollar reference rate,
-- expressed as the amount of Malaysian Ringgit per one
-- U.S. Dollar, for settlement in two Business Days,
-- calculated and reported by Bank Negara Malaysia as
-- its Kuala Lumpur USD/MYR Reference Rate, which
-- appears on Thomson Reuters Screen MYRFIX2 Page at
-- approximately 3:30 p.m., Kuala Lumpur time, on that
-- Rate Calculation Date.
| SettlementRateOptionEnum_MYR_PPKM_MYR03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Malaysian Ringgit/U.S. Dollar spot rate expressed as
-- the amount of Malaysian Ringgit per one U.S. Dollar,
-- for settlement in two Business Days, reported by
-- Persatuan Pasaran Kewangan Malaysia (ACI - Malaysia),
-- which appears on Thomson Reuters Screen MYRFIX2 Page
-- at approximately 11:10 a.m., Kuala Lumpur time, on
-- that Rate Calculation Date.
| SettlementRateOptionEnum_MYR_SFEMC_INDICATIVE_SURVEY_RATE_MYR02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Malaysian Ringgit/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Malaysian Ringgit
-- per one U.S. Dollar, for settlement in two Business
-- Days, as published on SFEMC's website
-- (www.sfemc.org) at approximately 3:30 p.m., Singapore
-- time, or as soon thereafter as practicable, on such
-- Rate Calculation Date. The Spot Rate will be
-- calculated by SFEMC (or a service provider SFEMC may
-- select in its sole discretion) pursuant to the SFEMC
-- MYR Indicative Survey Methodology (which means a
-- methodology, dated as of July 15, 2005, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Malaysian Ringgit/U.S. Dollar
-- markets for the purpose of determining the SFEMC MYR
-- Indicative Survey Rate).
| SettlementRateOptionEnum_PEN_EMTA_INDICATIVE_SURVEY_RATE_PEN04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Peruvian Sol/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Peruvian Soles
-- per one U.S. Dollar, for settlement on the same day,
-- as published on EMTA's web site (www.emta.org) at
-- approximately 11:00 a.m., Lima time, or as soon
-- thereafter as practicable, on such Rate Calculation
-- Date. The Spot Rate shall be calculated by EMTA (or a
-- service provider EMTA may select in its sole
-- discretion) pursuant to the EMTA PEN Indicative
-- Survey Methodology (which means a methodology, dated
-- as of August 1, 2006, as amended from time to time,
-- for a centralized industry-wide survey of financial
-- institutions that are active participants in the
-- Peruvian Sol/U.S. Dollar markets for the purpose of
-- determining the EMTA PEN Indicative Survey Rate).
| SettlementRateOptionEnum_PEN_INTERBANK_AVE_PEN05
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Peruvian Sol/U.S. Dollar average exchange rate in the
-- interbank market expressed as the amount of Peruvian
-- New Soles per one U.S. Dollar for settlement on the
-- same day reported by the Banco Central de Reserva del
-- Peru (www.bcrp.gob.pe) as the 'Tipo de Cambio
-- Interbancario Promedio' at approximately 2:00
-- p.m., Lima time, on that Rate Calculation Date.
| SettlementRateOptionEnum_PEN_PDSB_PEN01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Peruvian Sol/U.S. Dollar fixing rate (mid market
-- last), expressed as the amount of Peruvian Sols per
-- one U.S. Dollar, for settlement on that same day
-- which appears on the Reuters Screen PDSB Page
-- opposite the caption 'PEN=' as of 12:00 noon,
-- Lima time, on that Rate Calculation Date.
| SettlementRateOptionEnum_PEN_WT_AVE_PEN03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- midpoint of the Peruvian Sol/U.S. Dollar closing
-- weighted average bid and offer ('compra y
-- venta') exchange rates expressed as the amount of
-- Peruvian New Soles per one U.S. Dollar for settlement
-- on the same day, reported by the Superintendencia de
-- Banca, Seguros y AFP (www.sbs.gob.pe) of the Republic
-- of Peru at approximately 5:00 p.m., Lima time, on
-- that Rate Calculation Date.
| SettlementRateOptionEnum_PHP_BAPPESO_PHP06
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Philippine Peso/U.S. Dollar morning weighted average
-- rate for that Rate Calculation Date, expressed as the
-- amount of Philippine Pesos per one U.S. Dollar, for
-- settlement in one Business Day, sponsored by Bankers
-- Association of the Philippines (www.bap.org.ph) as
-- its 'BAP AM Weighted Average Rate' at
-- approximately 11:30 a.m., Manila time, or as soon
-- thereafter as practicable, on that Rate Calculation
-- Date.
| SettlementRateOptionEnum_PHP_PDSPESO_PHP06
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Philippine Peso/U.S. Dollar morning weighted average
-- rate for that Rate Calculation Date, expressed as the
-- amount of Philippine Pesos per one U.S. Dollar, for
-- settlement in one Business Day reported by the
-- Philippine Dealing System PDEX which appears on the
-- Reuters Screen PDSPESO Page to the right of the
-- caption 'AM WT AVE' at approximately 11:30
-- a.m., Manila time, or as soon thereafter as
-- practicable, on that Rate Calculation Date.
| SettlementRateOptionEnum_PHP_PHPESO_PHP01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Philippine Peso/U.S. Dollar tom rate (mid market),
-- expressed as the amount of Philippine Pesos per one
-- U.S. Dollar, for settlement in one Business Day which
-- appears on the Reuters Screen PHPESO Page at
-- approximately 11:00 a.m., Manila time, on that Rate
-- Calculation Date.
| SettlementRateOptionEnum_PHP_SFEMC_INDICATIVE_SURVEY_RATE_PHP05
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Philippine Peso/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Philippine Pesos
-- per one U.S. Dollar, for settlement in one Business
-- Day, as published on SFEMC's website
-- (www.sfemc.org) at approximately 3:30 p.m., Singapore
-- time, or as soon thereafter as practicable, on such
-- Rate Calculation Date. The Spot Rate will be
-- calculated by SFEMC (or a service provider SFEMC may
-- select in its sole discretion) pursuant to the SFEMC
-- PHP Indicative Survey Methodology (which means a
-- methodology, dated as of December 1, 2004, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Philippine Peso/U.S. Dollar
-- markets for the purpose of determining the SFEMC PHP
-- Indicative Survey Rate).
| SettlementRateOptionEnum_PHP_TELERATE_15439_PHP03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Philippine Peso/U.S. Dollar tom rate (mid market),
-- expressed as the amount of Philippine Pesos per one
-- U.S. Dollar, for settlement in one Business Day which
-- appears on the Telerate Page 15439 at approximately
-- 11:00 a.m., Manila time, on that Rate Calculation
-- Date.
| SettlementRateOptionEnum_PHP_TELERATE_2920_PHP02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Philippine Peso/U.S. Dollar Specified Rate, expressed
-- as the amount of Philippine Pesos per one U.S.
-- Dollar, for settlement in one Business Day which
-- appears on the Telerate Page 2920 at the Specified
-- Time, if any, on that Rate Calculation Date.
| SettlementRateOptionEnum_PKR_SBPK_PKR01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Pakistani Rupee/U.S. Dollar reference rate expressed
-- as the amount of Pakistani Rupees per one U.S.
-- Dollar, for settlement in two Business Days reported
-- by the State Bank of Pakistan (www.sbp.org.pk) at
-- approximately 2:30 pm, Karachi time, on that Rate
-- Calculation Date.
| SettlementRateOptionEnum_PKR_SFEMC_INDICATIVE_SURVEY_RATE_PKR02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Pakistani Rupee/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Pakistani Rupees
-- per one U.S. Dollar, for settlement in two Business
-- Days, as published on SFEMC's website
-- (www.sfemc.org) at approximately 3:30 p.m. Singapore
-- time, or as soon thereafter as practicable, on that
-- Rate Calculation Date. The Spot Rate shall be
-- calculated by SFEMC (or a service provider SFEMC may
-- select in its sole discretion) pursuant to the SFEMC
-- PKR Indicative Survey Methodology (which means a
-- methodology, dated as of July 14, 2008, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Pakistani Rupee/U.S. Dollar
-- markets for the purpose of determining the SFEMC PKR
-- Indicative Survey Rate).
| SettlementRateOptionEnum_PLZ_NBPQ_PLZ01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Polish Zloty/U.S. Dollar Specified Rate, expressed as
-- the amount of Polish Zloty per one U.S. Dollar, for
-- settlement in two Business Days reported by the
-- National Bank of Poland which appears on the Reuters
-- Screen NBPQ Page at the Specified Time, if any, on
-- that Rate Calculation Date.
| SettlementRateOptionEnum_PLZ_NBPR_PLZ02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Polish Zloty/U.S. Dollar fixing rate, expressed as
-- the amount of Polish Zloty per one U.S. Dollar, for
-- settlement in two Business Days reported by the
-- National Bank of Poland which appears on the Reuters
-- Screen NBPR Page at the Specified Time, if any, on
-- that Rate Calculation Date.
| SettlementRateOptionEnum_RUB_CME_EMTA_RUB03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Russian Ruble/U.S. Dollar Specified Rate, expressed
-- as the amount of Russian Rubles per one U.S. Dollar,
-- for settlement in one Business Day, calculated by the
-- Chicago Mercantile Exchange ('CME') and as
-- published on CME's website, which appears on the
-- Reuters Screen EMTA Page, at approximately 1:30 p.m.,
-- Moscow time, on that Rate Calculation Date. The Spot
-- Rate shall be calculated by the CME pursuant to the
-- Chicago Mercantile Exchange / EMTA, Inc. Daily
-- Russian Ruble Per U.S. Dollar Reference Rate
-- Methodology (which means a methodology, effective as
-- of June 16, 2005, as amended from time to time, for a
-- centralized industry-wide survey of financial
-- institutions in Russia that are active participants
-- in the Russian Ruble/U.S. Dollar spot market for the
-- purpose of determining the RUB CME-EMTA Rate).
| SettlementRateOptionEnum_RUB_EMTA_INDICATIVE_SURVEY_RATE_RUB04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Russian Ruble/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Russian Rubles
-- per one U.S. Dollar, for settlement in one Business
-- Day, as published on EMTA's web site
-- (www.emta.org) at approximately 2:45 p.m., Moscow
-- time, or as soon thereafter as practicable, on such
-- Rate Calculation Date. The Spot Rate shall be
-- calculated by EMTA (or a service provider EMTA may
-- select in its sole discretion) pursuant to the EMTA
-- RUB Indicative Survey Methodology (which means a
-- methodology dated as of June 16, 2005, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Russian Ruble/U.S. Dollar spot
-- market for the purpose of determining the EMTA RUB
-- Indicative Survey Rate).
| SettlementRateOptionEnum_RUB_MICEXFRX_RUB01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Russian Ruble/U.S. Dollar Specified Rate, expressed
-- as the amount of Russian Rubies per one U.S. Dollar,
-- for settlement on the same day reported by the Moscow
-- Interbank Currency Exchange which appears on the
-- Reuters Screen MICEXFRX Page as of 10:30 a.m., Moscow
-- time, on that Rate Calculation Date.
| SettlementRateOptionEnum_RUB_MMVB_RUB02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Russian Ruble/U.S. Dollar Specified Rate, expressed
-- as the amount of Russian Rubies per one U.S. Dollar,
-- for settlement on the same day reported by the Moscow
-- Interbank Currency Exchange which appears on the
-- Reuters Screen MMVB Page as of 10:30 a.m., Moscow
-- time, on that Rate Calculation Date.
| SettlementRateOptionEnum_SGD_VWAP_SGD3
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Singapore Dollar/U.S. Dollar spot rate expressed as
-- the amount of Singapore Dollar per one U.S. Dollar
-- for settlement in two Business Days, reported by ABS
-- Benchmarks Administration Co Pte. Ltd. (or its
-- successor as administrator or sponsor of the rate),
-- which appears on Thomson Reuters Screen ABSFIX01 Page
-- at approximately 11:30 a.m., Singapore time, on that
-- Rate Calculation Date.
| SettlementRateOptionEnum_SKK_NBSB_SKK01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Slovak Koruna/U.S. Dollar Specified Rate, expressed
-- as the amount of Slovak Koruna per one U.S. Dollar,
-- for settlement in two Business Days reported by the
-- National Bank of Slovakia which appears on the
-- Reuters Screen NBSB Page as of 11:40 a.m., Bratislava
-- time, on that Rate Calculation Date.
| SettlementRateOptionEnum_THB_ABS_THB01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Thai Baht/U.S. Dollar spot rate at 11:00 a.m.,
-- Singapore time, expressed as the amount of Thai Bhaht
-- per one U.S. Dollar, for settlement in two Business
-- Days, reported by the Association of Banks in
-- Singapore which appears on the Reuters Screen
-- ABSIRFIX01 Page to the right of the caption
-- 'Spot' under the column 'THB' at
-- approximately 11:30 a.m., Singapore time, on that
-- Rate Calculation Date.
| SettlementRateOptionEnum_THB_VWAP_THB01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Thai Baht / U.S. Dollar spot rate expressed as the
-- amount of Thai Baht per one U.S. Dollar for
-- settlement in two Business Days, reported by ABS
-- Benchmarks Administration Co Pte. Ltd. (or its
-- successor as administrator or sponsor of the rate),
-- which appears on Thomson Reuters Screen ABSFIX01 Page
-- at approximately 11:30 a.m., Singapore time, on that
-- Rate Calculation Date.
| SettlementRateOptionEnum_TWD_SFEMC_INDICATIVE_SURVEY_RATE_TWD04
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Taiwanese Dollar/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Taiwanese Dollars
-- per one U.S. Dollar, for settlement in two Business
-- Days, as published on SFEMC's website
-- (www.sfemc.org) at approximately 3:30 p.m., Singapore
-- time, or as soon thereafter as practicable, on such
-- Rate Calculation Date. The Spot Rate will be
-- calculated by SFEMC (or a service provider SFEMC may
-- select in its sole discretion) pursuant to the SFEMC
-- TWD Indicative Survey Methodology (which means a
-- methodology, dated as of December 1, 2004, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Taiwanese Dollar/U.S. Dollar
-- markets for the purpose of determining the SFEMC TWD
-- Indicative Survey Rate).
| SettlementRateOptionEnum_TWD_TAIFX1_TWD03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Taiwanese Dollar/U.S. Dollar spot rate, expressed as
-- the amount of Taiwanese Dollars per one U.S. Dollar,
-- for settlement in two Business Days, reported by the
-- Taipei Forex Inc. which appears on the Reuters Screen
-- TAIFX1 Page under the heading 'Spot' as of
-- 11:00 a.m. Taipei time, on that Rate Calculation
-- Date, or if no rate appears as of 11:00 a.m., Taipei
-- time, the rate that first appears in any of the next
-- succeeding 15 minute intervals after such time, up to
-- and including 12:00 noon, Taipei time on that Rate
-- Calculation Date.
| SettlementRateOptionEnum_TWD_TELERATE_6161_TWD01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Taiwanese Dollar/U.S. Dollar spot rate, expressed as
-- the amount of Taiwanese Dollars per one U.S. Dollar,
-- for settlement in two Business Days, reported by the
-- Taipei Forex Inc. which appears on the Telerate Page
-- 6161 under the heading 'Spot' as of 11:00
-- a.m., Taipei time, on that Rate Calculation Date, or
-- if no rate appears as of 11:00 a.m., Taipei time, the
-- rate that first appears in any of the next succeeding
-- 15 minute intervals after such time, up to and
-- including 12:00 noon, Taipei time, on that Rate
-- Calculation Date.
| SettlementRateOptionEnum_TWD_TFEMA_TWD02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Taiwanese Dollar/U.S. Dollar Specified Rate,
-- expressed as the amount of Taiwanese Dollars per one
-- U.S. Dollar, for settlement in two Business Days
-- which appears on the Reuters Screen TFEMA Page as of
-- 11:00 a.m., Taipei time, on that Rate Calculation
-- Date.
| SettlementRateOptionEnum_UAH_EMTA_INDICATIVE_SURVEY_RATE_UAH03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Ukrainian Hryvnia
-- per one U.S. Dollar, for settlement on the same
-- Business Day, as published on EMTA's website
-- (www.emta.org) at approximately 2:00 p.m., Kiev time,
-- or as soon thereafter as practicable, on that Rate
-- Calculation Date. The Spot Rate shall be calculated
-- by EMTA (or a service provider EMTA may select in its
-- sole discretion) pursuant to the EMTA UAH Indicative
-- Survey Methodology (which means a methodology, dated
-- as of March 16, 2009, as amended from time to time,
-- for a centralized industry-wide survey of financial
-- institutions that are active participants in the
-- Ukrainian Hryvnia / U.S. Dollar markets for the
-- purpose of determining the EMTA UAH Indicative Survey
-- Rate).
| SettlementRateOptionEnum_UAH_EMTA_INDUSTRY_SURVEY_RATE_UAH02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S.
-- Dollars expressed as the amount of Ukrainian Hryvnia
-- per one U.S. Dollar, for settlement on the same
-- Business Day calculated by Thomson Reuters pursuant
-- to the EMTA UAH Industry Survey Methodology, which
-- rate appears on EMTA's website (www.emta.org) and
-- on Thomson Reuters Page EMTAUAHFIX at approximately
-- 11:30 am, Kiev time, on that Rate Calculation Date.
-- The 'EMTA UAH Industry Survey Methodology' as
-- used herein means the methodology dated as of March
-- 16, 2009, for a centralized industry wide survey of
-- financial institutions in the Ukrainian Hryvnia/U.S.
-- Dollar spot market for the purposes of determining
-- the EMTA UAH Industry Survey Rate.
| SettlementRateOptionEnum_UAH_GFI_UAH01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Ukrainian Hryvnia/U.S. Dollar spot rate, expressed as
-- the amount of Ukrainian Hryvnia per one U.S. Dollar,
-- for settlement on the same Business Day reported by
-- GFI Brokers on Thomson Reuters Page GFIU by 9:30 am,
-- London time, on that Rate Calculation Date.
| SettlementRateOptionEnum_VEF_FIX_VEF01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- midpoint of the Venezuelan Bolivar /U.S. Dollar Tipo
-- de Cambio De Referencia buying and selling rates,
-- expressed as the amount of Venezuelan Bolivar per one
-- U.S. Dollar, for settlement in two Business Days
-- reported by the Banco Central de Venezuela
-- (www.bcv.org.ve) at approximately 5:00 p.m., Caracas
-- time, on that Rate Calculation Date.
| SettlementRateOptionEnum_VND_ABS_VND01
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Vietnamese Dong/U.S. Dollar spot rate at 11:00 a.m.,
-- Singapore time, expressed as the amount of Vietnamese
-- Dong per one U.S. Dollar, for settlement in two
-- Business Days reported by the Association of Banks in
-- Singapore, which appears on the Reuters Screen
-- ABSIRFIX01 Page to the right of the caption
-- 'Spot' under the column 'VND' at
-- approximately 11:30 a.m., Singapore time, on that
-- Rate Calculation Date.
| SettlementRateOptionEnum_VND_FX_VND02
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Vietnamese Dong/U.S. Dollar spot rate expressed as
-- the amount of Vietnamese Dong per one U.S. Dollar,
-- for settlement in two Business Days which appears on
-- Reuters Screen VNDFIX=VN Page under the caption
-- 'Spot' and to the right of the caption
-- 'Average' at approximately 11:00 am, Hanoi
-- time, on that Rate Calculation Date.
| SettlementRateOptionEnum_VND_SFEMC_INDICATIVE_SURVEY_RATE_VND03
-- ^ The Spot Rate for a Rate Calculation Date will be the
-- Vietnamese Dong/U.S. Dollar Specified Rate for U.S.
-- Dollars, expressed as the amount of Vietnamese Dong
-- per one U.S. Dollar, for settlement in two Business
-- Days, as published on SFEMC's website
-- (www.sfemc.org) at approximately 3:30 p.m., Singapore
-- time, or as soon as thereafter as practicable, on
-- that Rate Calculation Date. The Spot Rate shall be
-- calculated by SFEMC (or a service provider SFEMC may
-- select in its sole discretion) pursuant to the SFEMC
-- VND Indicative Survey Methodology (which means a
-- methodology, dated as of July 14, 2008, as amended
-- from time to time, for a centralized industry-wide
-- survey of financial institutions that are active
-- participants in the Vietnamese Dong/U.S. Dollar
-- markets for the purpose of determining the SFEMC VND
-- Indicative Survey Rate).
deriving (Eq, Ord, Show)
-- | The enumeration values to specify how the option is
-- to be settled when exercised.
data SettlementTypeEnum
= SettlementTypeEnum_Cash
-- ^ The intrinsic value of the option will be delivered
-- by way of a cash settlement amount determined, (i) by
-- reference to the differential between the strike
-- price and the settlement price; or (ii) in accordance
-- with a bilateral agreement between the parties.
| SettlementTypeEnum_CashOrPhysical
-- ^ Allow use of either Cash or Physical settlement
-- without prior Election.
| SettlementTypeEnum_Election
-- ^ Allow Election of either Cash or Physical settlement.
| SettlementTypeEnum_Physical
-- ^ The securities underlying the transaction will be
-- delivered by (i) in the case of a call, the seller to
-- the buyer, or (ii) in the case of a put, the buyer to
-- the seller versus a settlement amount equivalent to
-- the strike price per share.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the consequences of
-- extraordinary events relating to the underlying.
data ShareExtraordinaryEventEnum
= ShareExtraordinaryEventEnum_AlternativeObligation
-- ^ The trade continues such that the underlying now
-- consists of the New Shares and/or the Other
-- Consideration, if any, and the proceeds of any
-- redemption, if any, that the holder of the underlying
-- Shares would have been entitled to.
| ShareExtraordinaryEventEnum_CalculationAgent
-- ^ The Calculation Agent will determine what adjustment
-- is required to offset any change to the economics of
-- the trade. If the Calculation Agent cannot achieve
-- this, the trade goes to Cancellation and Payment with
-- the Calculation Agent deciding on the value of the
-- cancellation fee. Adjustments may not be made to
-- account solely for changes in volatility, expected
-- dividends, stock loan rate or liquidity.
| ShareExtraordinaryEventEnum_CancellationAndPayment
-- ^ The trade is cancelled and a cancellation fee will be
-- paid by one party to the other.
| ShareExtraordinaryEventEnum_Component
-- ^ If this is a Share-for-Combined merger event (Shares
-- are replaced with New Shares and Other
-- Consideration), then different treatment can be
-- applied to each component if the parties have
-- specified this.
| ShareExtraordinaryEventEnum_ModifiedCalculationAgent
-- ^ The Calculation Agent will determine what adjustment
-- is required to offset any change to the economics of
-- the trade. If the Calculation Agent cannot achieve
-- this, the trade goes to Cancellation and Payment with
-- the Calculation Agent deciding on the value of the
-- cancellation fee. Adjustments to account for changes
-- in volatility, expected dividends, stock loan rate or
-- liquidity are allowed.
| ShareExtraordinaryEventEnum_OptionsExchange
-- ^ The trade will be adjusted by the Calculation Agent
-- in accordance with the adjustments made by any
-- exchange on which options on the underlying are
-- listed.
| ShareExtraordinaryEventEnum_PartialCancellationAndPayment
-- ^ Applies to Basket Transactions. The portion of the
-- Basket made up by the affected Share will be
-- cancelled and a cancellation fee will be paid from
-- one party to the other. The remainder of the trade
-- continues.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the Event of Default
-- or Termination event for which Specified Entities
-- terms are being defined.
data SpecifiedEntityClauseEnum
= SpecifiedEntityClauseEnum_Bankruptcy
| SpecifiedEntityClauseEnum_CreditEventUponMerger
| SpecifiedEntityClauseEnum_CrossDefault
| SpecifiedEntityClauseEnum_DefaultUnderSpecifiedTransaction
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the specified entity
-- terms for the Event of Default or Termination Event
-- specified.
data SpecifiedEntityTermsEnum
= SpecifiedEntityTermsEnum_AnyAffiliate
-- ^ Any Affiliate is a Specified Entity.
| SpecifiedEntityTermsEnum_MaterialSubsidiary
-- ^ Any Material Subsidiary.
| SpecifiedEntityTermsEnum_NamedSpecifiedEntity
-- ^ The Specified Entity is provided.
| SpecifiedEntityTermsEnum_None
-- ^ No Specified Entity is provided
| SpecifiedEntityTermsEnum_OtherSpecifiedEntity
-- ^ Non standard Specified Entity terms are provided.
deriving (Eq, Ord, Show)
-- | Method by which spread is calculated. For example on
-- an asset swap: 'ParPar' or 'Proceeds'
-- may be the method indicated.
data SpreadCalculationMethodEnum
= SpreadCalculationMethodEnum_ParPar
| SpreadCalculationMethodEnum_Proceeds
deriving (Eq, Ord, Show)
-- | The enumerated values to specify a long or short
-- spread value.
data SpreadScheduleTypeEnum
= SpreadScheduleTypeEnum_Long
-- ^ Represents a Long Spread Schedule. Spread schedules
-- defined as 'Long' will be applied to Long
-- Positions.
| SpreadScheduleTypeEnum_Short
-- ^ Represents a Short Spread Schedule. Spread schedules
-- defined as 'Short' will be applied to Short
-- Positions.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify whether a trade is
-- settling using standard settlement instructions as
-- well as whether it is a candidate for settlement
-- netting.
data StandardSettlementStyleEnum
= StandardSettlementStyleEnum_Net
-- ^ This trade is a candidate for settlement netting.
| StandardSettlementStyleEnum_PairAndNet
-- ^ These trades have been paired and are a candidate for
-- settlement netting.
| StandardSettlementStyleEnum_Standard
-- ^ This trade will settle using standard predetermined
-- funds settlement instructions.
| StandardSettlementStyleEnum_StandardAndNet
-- ^ This trade will settle using standard predetermined
-- funds settlement instructions and is a candidate for
-- settlement netting.
deriving (Eq, Ord, Show)
data StandardizedScheduleAssetClassEnum
= StandardizedScheduleAssetClassEnum_Commodity
| StandardizedScheduleAssetClassEnum_Credit
| StandardizedScheduleAssetClassEnum_Equity
| StandardizedScheduleAssetClassEnum_ForeignExchange
| StandardizedScheduleAssetClassEnum_InterestRates
deriving (Eq, Ord, Show)
data StandardizedScheduleProductClassEnum
= StandardizedScheduleProductClassEnum_BasisSwap
| StandardizedScheduleProductClassEnum_ContractForDifference
| StandardizedScheduleProductClassEnum_CorrelationSwap
| StandardizedScheduleProductClassEnum_CreditNthToDefault
| StandardizedScheduleProductClassEnum_CreditTotalReturnSwapOnABond
| StandardizedScheduleProductClassEnum_CrossCurrencySwap
| StandardizedScheduleProductClassEnum_DeliverableForward
| StandardizedScheduleProductClassEnum_DeliverableOption
| StandardizedScheduleProductClassEnum_DeliverableOptionF
| StandardizedScheduleProductClassEnum_DeliverableSwap
| StandardizedScheduleProductClassEnum_DividendSwap
| StandardizedScheduleProductClassEnum_FixedFloatSwap
| StandardizedScheduleProductClassEnum_Forward
| StandardizedScheduleProductClassEnum_ForwardRateAgreement
| StandardizedScheduleProductClassEnum_IRExoticSwapWithAnExoticCouponAgainstAFloatingLeg
| StandardizedScheduleProductClassEnum_IndexCDS
| StandardizedScheduleProductClassEnum_IndexTranche
| StandardizedScheduleProductClassEnum_NonDeliverableCrossCurrencySwap
| StandardizedScheduleProductClassEnum_NonDeliverableForward
| StandardizedScheduleProductClassEnum_NonDeliverableOption
| StandardizedScheduleProductClassEnum_Option
| StandardizedScheduleProductClassEnum_SingleNameCreditDefaultSwap
| StandardizedScheduleProductClassEnum_Swap
| StandardizedScheduleProductClassEnum_SwapWithCallableBermudanRightToEnterExitSwaps
| StandardizedScheduleProductClassEnum_SwapsAndPortfolioSwaps
| StandardizedScheduleProductClassEnum_Swaption
| StandardizedScheduleProductClassEnum_SwaptionStraddle
| StandardizedScheduleProductClassEnum_VarianceSwap
| StandardizedScheduleProductClassEnum_VolatilitySwap
deriving (Eq, Ord, Show)
-- | The enumerated values to specify how to deal with a
-- non standard calculation period within a swap stream.
data StubPeriodTypeEnum
= StubPeriodTypeEnum_LongFinal
-- ^ If there is a non regular period remaining it is
-- placed at the end of the stream and combined with the
-- adjacent calculation period to give a long last
-- calculation period.
| StubPeriodTypeEnum_LongInitial
-- ^ If there is a non regular period remaining it is
-- placed at the start of the stream and combined with
-- the adjacent calculation period to give a long first
-- calculation period.
| StubPeriodTypeEnum_ShortFinal
-- ^ If there is a non regular period remaining it is left
-- shorter than the streams calculation period frequency
-- and placed at the end of the stream.
| StubPeriodTypeEnum_ShortInitial
-- ^ If there is a non regular period remaining it is left
-- shorter than the streams calculation period frequency
-- and placed at the start of the stream.
deriving (Eq, Ord, Show)
-- | Represents an enumeration list to identify the type
-- of supranational entity issuing the asset.
data SupraNationalIssuerTypeEnum
= SupraNationalIssuerTypeEnum_InternationalOrganisation
-- ^ Specifies International Financial Institution.
| SupraNationalIssuerTypeEnum_MultilateralBank
-- ^ Specifies Multilateral Bank or Multilateral
-- Development Bank.
deriving (Eq, Ord, Show)
-- | Represents the enumerated values to specify taxonomy
-- sources.
data TaxonomySourceEnum
= TaxonomySourceEnum_CFI
-- ^ Represents the ISO 10962 Classification of Financial
-- Instruments code.
| TaxonomySourceEnum_EMIR
-- ^ Represents the EMIR Article 9 Asset Definition
-- Identifier code.
| TaxonomySourceEnum_EU_EMIR_EligibleCollateralAssetClass
-- ^ Identifies European Union Eligible Collateral Assets
-- classification categories based on EMIR Uncleared
-- Margin Rules.
| TaxonomySourceEnum_ICAD
-- ^ Represents the ISDA Collateral Asset Definition
-- Identifier code.
| TaxonomySourceEnum_ISDA
-- ^ Represents the ISDA product taxonomy.
| TaxonomySourceEnum_Other
-- ^ Denotes a user-specific scheme or taxonomy or other
-- external sources not listed here.
| TaxonomySourceEnum_UK_EMIR_EligibleCollateralAssetClass
-- ^ Identifies United Kingdom Eligible Collateral Assets
-- classification categories based on UK Onshored EMIR
-- Uncleared Margin Rules Eligible Collateral asset
-- classes for both initial margin (IM) and variation
-- margin (VM) posted and collected between specified
-- entities.Please note: UK EMIR regulation will detail
-- which eligible collateral assets classes apply to
-- each type of entity pairing (counterparty) and which
-- apply to posting of IM and VM.
| TaxonomySourceEnum_US_CFTC_PR_EligibleCollateralAssetClass
-- ^ Identifies US Eligible Collateral Assets
-- classification categories based on Uncleared Margin
-- Rules published by the CFTC and the US Prudential
-- Regulator. Note: While the same basic categories
-- exist in the CFTC and US Prudential Regulators margin
-- rules, the precise definitions or application of
-- those rules could differ between the two rules.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the type of
-- telephone number, e.g. work vs. mobile.
data TelephoneTypeEnum
= TelephoneTypeEnum_Fax
-- ^ A number used primarily for work-related facsimile
-- transmissions.
| TelephoneTypeEnum_Mobile
-- ^ A number on a mobile telephone that is often or
-- usually used for work-related calls. This type of
-- number can be used for urgent work related business
-- when a work number is not sufficient to contact the
-- person or firm.
| TelephoneTypeEnum_Personal
-- ^ A number used primarily for non work-related calls.
-- (Normally this type of number would be used only as
-- an emergency backup number, not as a regular course
-- of business).
| TelephoneTypeEnum_Work
-- ^ A number used primarily for work-related calls.
-- Includes home office numbers used primarily for work
-- purposes.
deriving (Eq, Ord, Show)
data TerminationCurrencyConditionEnum
= TerminationCurrencyConditionEnum_FreelyAvailable
-- ^ A currency that is freely available.
| TerminationCurrencyConditionEnum_PaymentsDue
-- ^ A currency in which payments would be due under one
-- or more Transactions.
| TerminationCurrencyConditionEnum_PaymentsDueAndFreelyAvailable
-- ^ A currency in which payments would be due under one
-- or more Transactions and that is freely available.
| TerminationCurrencyConditionEnum_Specified
-- ^ Termination Currency Conditions are specified.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify points in the day
-- when option exercise and valuation can occur.
data TimeTypeEnum
= TimeTypeEnum_AsSpecifiedInMasterConfirmation
-- ^ The time is determined as provided in the relevant
-- Master Confirmation.
| TimeTypeEnum_Close
-- ^ The official closing time of the exchange on the
-- valuation date.
| TimeTypeEnum_DerivativesClose
-- ^ The official closing time of the derivatives exchange
-- on which a derivative contract is listed on that
-- security underlier.
| TimeTypeEnum_OSP
-- ^ The time at which the official settlement price is
-- determined.
| TimeTypeEnum_Open
-- ^ The official opening time of the exchange on the
-- valuation date.
| TimeTypeEnum_SpecificTime
-- ^ The time specified in the element
-- equityExpirationTime or valuationTime (as
-- appropriate).
| TimeTypeEnum_XETRA
-- ^ The time at which the official settlement price
-- (following the auction by the exchange) is determined
-- by the exchange.
deriving (Eq, Ord, Show)
-- | The enumeration values to qualify the allowed units
-- of time.
data TimeUnitEnum
= TimeUnitEnum_Day
-- ^ Day
| TimeUnitEnum_Hour
-- ^ Hour
| TimeUnitEnum_Minute
-- ^ Minute
| TimeUnitEnum_Month
-- ^ Month
| TimeUnitEnum_Second
-- ^ Second
| TimeUnitEnum_Week
-- ^ Week
| TimeUnitEnum_Year
-- ^ Year
deriving (Eq, Ord, Show)
-- | Defines the enumerated values to specify the nature
-- of a trade identifier.
data TradeIdentifierTypeEnum
= TradeIdentifierTypeEnum_UniqueSwapIdentifier
| TradeIdentifierTypeEnum_UniqueTransactionIdentifier
deriving (Eq, Ord, Show)
-- | The enumeration values to specify how the transfer
-- will settle, e.g. DvP.
data TransferSettlementEnum
= TransferSettlementEnum_DeliveryVersusDelivery
-- ^ Simultaneous transfer of two assets, typically
-- securities, as a way to avoid settlement risk.
| TransferSettlementEnum_DeliveryVersusPayment
-- ^ Settlement in which the transfer of the asset and the
-- cash settlement are simultaneous.
| TransferSettlementEnum_NotCentralSettlement
-- ^ No central settlement.
| TransferSettlementEnum_PaymentVersusPayment
-- ^ Simultaneous transfer of cashflows.
deriving (Eq, Ord, Show)
-- | The enumeration values to specify the transfer
-- status.
data TransferStatusEnum
= TransferStatusEnum_Disputed
-- ^ The transfer is disputed.
| TransferStatusEnum_Instructed
-- ^ The transfer has been instructed.
| TransferStatusEnum_Netted
-- ^ The transfer has been netted into a separate
-- Transfer.
| TransferStatusEnum_Pending
-- ^ The transfer is pending instruction.
| TransferStatusEnum_Settled
-- ^ The transfer has been settled.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the time of day
-- which would be considered for valuing the knock
-- event.
data TriggerTimeTypeEnum
= TriggerTimeTypeEnum_Anytime
-- ^ At any time during the Knock Determination period
-- (continuous barrier).
| TriggerTimeTypeEnum_Closing
-- ^ The close of trading on a day would be considered for
-- valuation.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify whether an option
-- will trigger or expire depending upon whether the
-- spot rate is above or below the barrier rate.
data TriggerTypeEnum
= TriggerTypeEnum_Equal
-- ^ The underlier price must be equal to the Trigger
-- level.
| TriggerTypeEnum_EqualOrGreater
-- ^ The underlier price must be equal to or greater than
-- the Trigger level.
| TriggerTypeEnum_EqualOrLess
-- ^ The underlier price must be equal to or less than the
-- Trigger level.
| TriggerTypeEnum_Greater
-- ^ The underlier price must be greater than the Trigger
-- level.
| TriggerTypeEnum_Less
-- ^ The underlier price must be less than the Trigger
-- level.
deriving (Eq, Ord, Show)
-- | Identifies United Kingdom Eligible Collateral Assets
-- classification categories based on UK Onshored EMIR
-- Uncleared Margin Rules. Eligible Collateral asset
-- classes for both initial margin (IM) and variation
-- margin (VM) posted and collected between specified
-- entities. Please note: UK EMIR regulation will detail
-- which eligible collateral assets classes apply to
-- each type of entity pairing (counterparty) and which
-- apply to posting of IM and VM.
data UK_EMIR_EligibleCollateralEnum
= UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeA
-- ^ Denotes cash in the form of money credited to an
-- account in any currency, or similar claims for the
-- repayment of money, such as money market deposits.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeB
-- ^ Denotes gold in the form of allocated pure gold
-- bullion of recognised good delivery.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeC
-- ^ Denotes debt securities issued by the central
-- government of the United Kingdom or the Bank of
-- England.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeD
-- ^ Denotes debt securities issued by United Kingdom
-- regional governments or local authorities whose
-- exposures are treated as exposures to the central
-- government of the United Kingdom in accordance with
-- Article 115(2) of Regulation (EU) No 575/2013.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeE
-- ^ Denotes debt securities issued by United Kingdom
-- public sector entities whose exposures are treated as
-- exposures to the central government, regional
-- government or local authority of the United Kingdom
-- in accordance with Article 116(4) of Regulation (EU)
-- No 575/2013.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeF
-- ^ Denotes debt securities issued by United Kingdom
-- regional governments or local authorities other than
-- those referred to in (TypeD).
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeG
-- ^ Denotes debt securities issued by United Kingdom
-- public sector entities other than those referred to
-- in (TypeE).
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeH
-- ^ Denotes debt securities issued by multilateral
-- development banks listed in Article 117(2) of
-- Regulation (EU) No 575/2013.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeI
-- ^ Denotes debt securities issued by the international
-- organisations listed in Article 118 of Regulation
-- (EU) No 575/2013.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeJ
-- ^ Denotes debt securities issued by third
-- countries' governments or central banks.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeK
-- ^ Denotes debt securities issued by third
-- countries' regional governments or local
-- authorities that meet the requirements of (TypeD) and
-- (TypeE).
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeL
-- ^ Denotes debt securities issued by third
-- countries' regional governments or local
-- authorities other than those referred to in (TypeD)
-- and (TypeE).
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeM
-- ^ Denotes debt securities issued by credit institutions
-- or investment firms including bonds admitted to the
-- register of regulated covered bonds maintained under
-- Regulation 7(1)(b) of the Regulated Covered Bonds
-- Regulations 2008 (SI 2008/346).
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeN
-- ^ Denotes corporate bonds.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeO
-- ^ Denotes the most senior tranche of a securitisation,
-- as defined in Article 4(61) of Regulation (EU) No
-- 575/2013, that is not a re-securitisation as defined
-- in Article 4(63) of that Regulation.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeP
-- ^ Denotes convertible bonds provided that they can be
-- converted only into equities which are included in an
-- index specified pursuant to point (a) of Article 197
-- (8) of Regulation (EU) No 575/2013.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeQ
-- ^ Denotes equities included in an index specified
-- pursuant to point (a) of Article 197(8) of Regulation
-- (EU) No 575/2013.
| UK_EMIR_EligibleCollateralEnum_UK_EMIRTypeR
-- ^ Denotes shares or units in undertakings for UK UCITS,
-- provided that the conditions set out in Article 5 of
-- EU Regulation 2016/2251 (as modified by the Technical
-- Standards (European Market Infrastructure) (EU Exit)
-- (No. 3) Instrument 2019) are met.
deriving (Eq, Ord, Show)
-- | Identifies US Eligible Collateral Assets
-- classification categories based on Uncleared Margin
-- Rules published by the CFTC and the US Prudential
-- Regulator. Note: While the same basic categories
-- exist in the CFTC and US Prudential Regulators margin
-- rules, the precise definitions or application of
-- those rules could differ between the two rules.
data US_CFTC_PR_EligibleCollateralEnum
= US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType1
-- ^ Denotes immediately available cash funds denominated
-- in USD, a major currency, a currency of settlement
-- for the uncleared swap.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType2
-- ^ Denotes a security that is issued by, or
-- unconditionally guaranteed as to the timely payment
-- of principal and interest by, the U.S. Department of
-- the Treasury.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType3
-- ^ Denotes a security that is issued by, or
-- unconditionally guaranteed as to the timely payment
-- of principal and interest by, a U.S. government
-- agency (other than the U.S. Department of Treasury)
-- whose obligations are fully guaranteed by the full
-- faith and credit of the United States government.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType4
-- ^ Denotes a security that is issued by, or fully
-- guaranteed as to the payment of principal and
-- interest by, the European Central Bank or a sovereign
-- entity that is assigned no higher than a 20 percent
-- risk weight under the capital rules applicable to
-- swap dealers subject to regulation by a prudential
-- regulator.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType5A
-- ^ Denotes a publicly traded debt security issued by, or
-- an asset-backed security fully guaranteed as to the
-- timely payment of principal and interest by, a U.S.
-- Government-sponsored enterprise that is operating
-- with capital support or another form of direct
-- financial assistance received from the U.S.
-- government that enables the repayments of the U.S.
-- Government-sponsored enterprise's eligible
-- securities.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType5B
-- ^ Denotes a publicly traded debt security, but not an
-- asset backed security, that is investment grade and
-- issued by a U.S. Government-sponsored enterprise that
-- is not operating with capital support or another form
-- of direct financial assistance received from the U.S.
-- government.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType6
-- ^ Denotes a security that is issued by, or fully
-- guaranteed as to the payment of principal and
-- interest by, the Bank for International Settlements,
-- the International Monetary Fund, or a multilateral
-- development bank.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType7
-- ^ Denotes publicly-traded debt, but not an asset backed
-- security, that is investment grade and is not a debt
-- security issued by a U.S. Government-sponsored
-- enterprise. This category excludes a security issued
-- by a non-bank financial institution supervised by the
-- board of governors of the Federal Reserve System
-- under Title I of the Dodd-Frank Wall Street Reform
-- and Consumer Protection Act. This category also
-- excludes a security issued by any of the following
-- entities, by a company that would be any of the
-- following entities if it were the organized under the
-- laws of the United States or any State, or in either
-- case by an affiliate of such an entity: the party
-- posting the collateral, a bank holding company, a
-- savings and loan holding company, a U.S. intermediate
-- holding company, a foreign bank, a depositary
-- institution, a securities holding company, a broker,
-- a dealer, a futures commission merchant, a swap
-- dealer, or a security-based swap dealer.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType8A
-- ^ Denotes a publicly traded common equity security that
-- is included in the Standard & Poor's
-- Composite 500 Index or related indexes. This category
-- excludes a security issued by a non-bank financial
-- institution supervised by the board of governors of
-- the Federal Reserve System under Title I of the
-- Dodd-Frank Wall Street Reform and Consumer Protection
-- Act. This category also excludes a security issued by
-- any of the following entities, by a company that
-- would be any of the following entities if it were the
-- organized under the laws of the United States or any
-- State, or in either case by an affiliate of such an
-- entity: the party posting the collateral, a bank
-- holding company, a savings and loan holding company,
-- a U.S. intermediate holding company, a foreign bank,
-- a depositary institution, a securities holding
-- company, a broker, a dealer, a futures commission
-- merchant, a swap dealer, or a security-based swap
-- dealer.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType8B
-- ^ Denotes a publicly traded common equity security that
-- is included in the Standard & Poor's
-- Composite 1500 Index or related indexes. This
-- category excludes a security issued by a non-bank
-- financial institution supervised by the board of
-- governors of the Federal Reserve System under Title I
-- of the Dodd-Frank Wall Street Reform and Consumer
-- Protection Act. This category also excludes a
-- security issued by any of the following entities, by
-- a company that would be any of the following entities
-- if it were the organized under the laws of the United
-- States or any State, or in either case by an
-- affiliate of such an entity: the party posting the
-- collateral, a bank holding company, a savings and
-- loan holding company, a U.S. intermediate holding
-- company, a foreign bank, a depositary institution, a
-- securities holding company, a broker, a dealer, a
-- futures commission merchant, a swap dealer, or a
-- security-based swap dealer.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType8C
-- ^ Denotes a publicly traded common equity security that
-- is included in an index that a regulated swap
-- entity's supervisor in a foreign jurisdiction
-- recognizes for purposes of including publicly traded
-- common equity as initial margin under applicable
-- regulatory policy, if held in that foreign
-- jurisdiction. This category excludes a security
-- issued by a non-bank financial institution supervised
-- by the board of governors of the Federal Reserve
-- System under Title I of the Dodd-Frank Wall Street
-- Reform and Consumer Protection Act. This category
-- also excludes a security issued by any of the
-- following entities, by a company that would be any of
-- the following entities if it were the organized under
-- the laws of the United States or any State, or in
-- either case by an affiliate of such an entity: the
-- party posting the collateral, a bank holding company,
-- a savings and loan holding company, a U.S.
-- intermediate holding company, a foreign bank, a
-- depositary institution, a securities holding company,
-- a broker, a dealer, a futures commission merchant, a
-- swap dealer, or a security-based swap dealer.
| US_CFTC_PR_EligibleCollateralEnum_US_CFTC_PRType9
-- ^ Denotes securities in the form of redeemable
-- securities in a pooled investment fund representing
-- the security-holder's proportional interest in
-- the fund's net assets and that are issued and
-- redeemed only on the basis of the market value of the
-- fund's net assets prepared each business day
-- after the security-holder makes its investment
-- commitment or redemption request to the fund, if the
-- fund's investments are limited to the following:
-- (A) securities that are issued by, or unconditionally
-- guaranteed as to the timely payment of principal and
-- interest by, the U.S. Department of the Treasury, and
-- immediately-available cash funds denominated in U.S.
-- dollars; or (B) securities denominated in a common
-- currency and issued by, or fully guaranteed as to the
-- payment of principal and interest by, the European
-- Central Bank or a sovereign entity that is assigned
-- no higher than a 20 percent risk weight under the
-- capital rules applicable to swap dealers subject to
-- regulation by a prudential regulator, and
-- immediately-available cash funds denominated in the
-- same currency; and (C) assets of the fund may not be
-- transferred through securities lending, securities
-- borrowing, repurchase agreements, reverse repurchase
-- agreements, or other means that involve the fund
-- having rights to acquire the same or similar assets
-- from the transferee.
| US_CFTC_PR_EligibleCollateralEnum_US_CTFC_PRType10
-- ^ Denotes Gold.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the ISDA defined
-- methodology for determining the final price of the
-- reference obligation for purposes of cash settlement.
data ValuationMethodEnum
= ValuationMethodEnum_AverageBlendedHighest
| ValuationMethodEnum_AverageBlendedMarket
| ValuationMethodEnum_AverageHighest
| ValuationMethodEnum_AverageMarket
| ValuationMethodEnum_BlendedHighest
| ValuationMethodEnum_BlendedMarket
| ValuationMethodEnum_Highest
| ValuationMethodEnum_Market
deriving (Eq, Ord, Show)
-- | Source for the valuation of the transaction by the
-- valuation party.
data ValuationSourceEnum
= ValuationSourceEnum_CentralCounterparty()
-- ^ Central Counterparty's Valuation
deriving (Eq, Ord, Show)
-- | Method used for the valuation of the transaction by
-- the valuation party.
data ValuationTypeEnum
= ValuationTypeEnum_MarkToMarket
-- ^ Mark-to-Market
| ValuationTypeEnum_MarkToModel
-- ^ Mark-to-Model
deriving (Eq, Ord, Show)
data WarehouseIdentityEnum
= WarehouseIdentityEnum_DTCC_TIW_Gold()
-- ^ The DTCC Trade Information Warehouse Gold service
deriving (Eq, Ord, Show)
-- | Provides enumerated values for weather units,
-- generally used in the context of defining quantities
-- for commodities.
data WeatherUnitEnum
= WeatherUnitEnum_CDD
-- ^ Denotes Cooling Degree Days as a standard unit.
| WeatherUnitEnum_CPD
-- ^ Denotes Critical Precipitation Day as a standard
-- unit.
| WeatherUnitEnum_HDD
-- ^ Heating Degree Day as a standard unit.
deriving (Eq, Ord, Show)
-- | The enumerated values to specify the weekly roll day.
data WeeklyRollConventionEnum
= WeeklyRollConventionEnum_FRI
-- ^ Friday
| WeeklyRollConventionEnum_MON
-- ^ Monday
| WeeklyRollConventionEnum_SAT
-- ^ Saturday
| WeeklyRollConventionEnum_SUN
-- ^ Sunday
| WeeklyRollConventionEnum_TBILL
-- ^ 13-week and 26-week U.S. Treasury Bill Auction Dates.
-- Each Monday except for U.S. (New York) holidays when
-- it will occur on a Tuesday
| WeeklyRollConventionEnum_THU
-- ^ Thursday
| WeeklyRollConventionEnum_TUE
-- ^ Tuesday
| WeeklyRollConventionEnum_WED
-- ^ Wednesday
deriving (Eq, Ord, Show)
data WorkflowStatusEnum
= WorkflowStatusEnum_Accepted
| WorkflowStatusEnum_Affirmed
| WorkflowStatusEnum_Alleged
| WorkflowStatusEnum_Amended
| WorkflowStatusEnum_Cancelled
| WorkflowStatusEnum_Certain
| WorkflowStatusEnum_Cleared
| WorkflowStatusEnum_Confirmed
| WorkflowStatusEnum_Pending
| WorkflowStatusEnum_Rejected
| WorkflowStatusEnum_Submitted
| WorkflowStatusEnum_Terminated
| WorkflowStatusEnum_Uncertain
| WorkflowStatusEnum_Unconfirmed
deriving (Eq, Ord, Show)
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