repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

cdm/product/common/settlement/ValuationDate

FINOS-CDM-6.0-d07
Blue ID: Ec6MmK2TGnYoMytTLHEDcnQGwA2y427JhgfBex5P61Ax

A single object that represents the different methods to specify a valuation date, as used for cash settlement. The Single / Multiple ValuationDate is used for the determination of recovery in a credit event, the RelativeDateOffset is used for cash-settled option, and FxFixingDate is used for cross-currency settlement.

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Type Alias
FINOS-CDM-6.0-d07/cdm/product/common/settlement/ValuationDate
Type Definition
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