# XML Schema Documentation

### Complex Type: CashSettlement

#### [Table of contents]

Super-types: | None
Sub-types: | None

Name | CashSettlement
Used by (from the same schema document) | Complex Type MandatoryEarlyTermination , Complex Type OptionalEarlyTermination , Complex Type Swaption
Abstract | no
Documentation | A type to define the cash settlement terms for a product where cash settlement is applicable.

XML Instance Representation
<...
id=" xsd:ID [0..1]">
<cashSettlementValuationTime> BusinessCenterTime </cashSettlementValuationTime> [0..1]

'The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.'

<cashSettlementValuationDate> RelativeDateOffset </cashSettlementValuationDate> [0..1]

'The date on which the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree the cash settlement amount.'

<cashSettlementPaymentDate> CashSettlementPaymentDate </cashSettlementPaymentDate> [0..1]

'The date on which the cash settlement amount will be paid, subject to adjustment in accordance with any applicable business day convention. This component would not be present for a mandatory early termination provision where the cash settlement payment date is the mandatory early termination date.'

Start Choice [0..1]
<cashPriceMethod> CashPriceMethod </cashPriceMethod> [1]

'An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (a).'

<cashPriceAlternateMethod> CashPriceMethod </cashPriceAlternateMethod> [1]

'An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (b).'

<parYieldCurveAdjustedMethod> YieldCurveMethod </parYieldCurveAdjustedMethod> [1]

'An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (c).'

<zeroCouponYieldAdjustedMethod> YieldCurveMethod </zeroCouponYieldAdjustedMethod> [1]

'An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (d).'

<parYieldCurveUnadjustedMethod> YieldCurveMethod </parYieldCurveUnadjustedMethod> [1]

'An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2000 ISDA Definitions, Section 17.3. Cash Settlement Methods, paragraph (e).'

End Choice
</...>
Diagram
Schema Component Representation
<xsd:complexType name="CashSettlement">
<xsd:sequence>
<xsd:element name="cashSettlementValuationTime" type=" BusinessCenterTime " minOccurs="0"/>
<xsd:element name="cashSettlementValuationDate" type=" RelativeDateOffset " minOccurs="0"/>
<xsd:element name="cashSettlementPaymentDate" type=" CashSettlementPaymentDate " minOccurs="0"/>
<xsd:choice minOccurs="0">
<xsd:element name="cashPriceMethod" type=" CashPriceMethod "/>
<xsd:element name="cashPriceAlternateMethod" type=" CashPriceMethod "/>
<xsd:element name="parYieldCurveAdjustedMethod" type=" YieldCurveMethod "/>
<xsd:element name="zeroCouponYieldAdjustedMethod" type=" YieldCurveMethod "/>
<xsd:element name="parYieldCurveUnadjustedMethod" type=" YieldCurveMethod "/>
</xsd:choice>
</xsd:sequence>
<xsd:attribute name="id" type=" xsd:ID "/>
</xsd:complexType>