Specifies the method according to which an amount or a date is determined.
2015-07-15
determinationMethodScheme
3-4
http://www.fpml.org/coding-scheme/determination-method
http://www.fpml.org/coding-scheme/determination-method-3-4
http://www.fpml.org/coding-scheme/determination-method-3-4.xml
Code
63
Source
Description
key
AgreedInitialPrice
FpML
Agreed separately between the parties.
AsSpecifiedInMasterConfirmation
FpML
As specified in Master Confirmation.
CalculationAgent
FpML
Determined by the Calculation Agent.
ClosingPrice
FpML
Official Closing Price.
DividendCurrency
FpML
Determined by the Currency of Equity Dividends.
ExpiringContractLevel
FpML
The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation.
HedgeExecution
FpML
Determined by the Hedging Party.
IssuerPaymentCurrency
FpML
Issuer Payment Currency.
NAV
FpML
Net Asset Value.
OpenPrice
FpML
Opening Price of the Market.
OSPPrice
FpML
OSP Price.
SettlementCurrency
FpML
Settlement Currency.
StrikeDateDetermination
FpML
Date on which the strike is determined in respect of a forward starting swap.
TWAPPrice
FpML
Official TWAP Price.
ValuationTime
FpML
Price determined at valuation time.
VWAPPrice
FpML
Official VWAP Price.