# XML Schema Documentation

### Complex Type: CashSettlementTerms

#### [Table of contents]

Super-types: | SettlementTerms < CashSettlementTerms (by extension)
Sub-types: | None

Name | CashSettlementTerms
Used by (from the same schema document) | Complex Type CreditDefaultSwap
Abstract | no

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

'ISDA 2003 Term: Settlement Currency'

<valuationDate> ValuationDate </valuationDate> [0..1]

'The number of business days after conditions to settlement have been satisfied when the calculation agent obtains a price quotation on the Reference Obligation for purposes of cash settlement. There may be one or more valuation dates. This is typically specified if the cash settlement amount is not a fixed amount. ISDA 2003 Term: Valuation Date'

<valuationTime> BusinessCenterTime </valuationTime> [0..1]

'The time of day in the specified business center when the calculation agent seeks quotations for an amount of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Time'

<quotationMethod> QuotationRateTypeEnum </quotationMethod> [0..1]

'The type of price quotations to be requested from dealers when determining the market value of the reference obligation for purposes of cash settlement. For example, Bid, Offer or Mid-market. ISDA 2003 Term: Quotation Method'

<quotationAmount> Money </quotationAmount> [0..1]

'In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the quotation amount specifies an upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount equal to the floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount'

<minimumQuotationAmount> Money </minimumQuotationAmount> [0..1]

'In the determination of a cash settlement amount, if weighted average quotations are to be obtained, the minimum quotation amount specifies a minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD 1,000,000 (or its equivalent in the relevant obligation currency) or the quotation amount. ISDA 2003 Term: Minimum Quotation Amount'

<dealer> xsd:string </dealer> [0..*]

'A dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement. ISDA 2003 Term: Dealer'

<cashSettlementBusinessDays> xsd:nonNegativeInteger </cashSettlementBusinessDays> [0..1]

'The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date'

Start Group: FixedRecovery.model [0..1]
Start Choice [1]
<cashSettlementAmount> Money </cashSettlementAmount> [1]

'The amount paid by the seller to the buyer for cash settlement on the cash settlement date. If not otherwise specified, would typically be calculated as 100 (or the Reference Price) minus the price of the Reference Obligation (all expressed as a percentage) times Floating Rate Payer Calculation Amount. ISDA 2003 Term: Cash Settlement Amount.'

<recoveryFactor> RestrictedPercentage </recoveryFactor> [1]

'Used for fixed recovery, specifies the recovery level, determined at contract inception, to be applied on a default. Used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. Amount calculation is (1 minus the Recovery Factor) multiplied by the Floating Rate Payer Calculation Amount. The currency will be derived from the Floating Rate Payer Calculation Amount.'

End Choice
End Group: FixedRecovery.model
<accruedInterest> xsd:boolean </accruedInterest> [0..1]

'Indicates whether accrued interest is included (true) or not (false). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest'

<valuationMethod> ValuationMethodEnum </valuationMethod> [0..1]

'The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. (ISDA 2003 Term: Valuation Method). For example, Market, Highest etc.'

</...>
Diagram
Schema Component Representation
<xsd:complexType name="CashSettlementTerms">
<xsd:complexContent>
<xsd:extension base=" SettlementTerms ">
<xsd:sequence>
<xsd:element name="valuationDate" type=" ValuationDate " minOccurs="0"/>
<xsd:element name="valuationTime" type=" BusinessCenterTime " minOccurs="0"/>
<xsd:element name="quotationMethod" type=" QuotationRateTypeEnum " minOccurs="0"/>
<xsd:element name="quotationAmount" type=" Money " minOccurs="0"/>
<xsd:element name="minimumQuotationAmount" type=" Money " minOccurs="0"/>
<xsd:element name="dealer" type=" xsd:string " minOccurs="0" maxOccurs="unbounded"/>
<xsd:element name="cashSettlementBusinessDays" type=" xsd:nonNegativeInteger " minOccurs="0"/>
<xsd:group ref=" FixedRecovery.model " minOccurs="0"/>
<xsd:element name="accruedInterest" type=" xsd:boolean " minOccurs="0"/>
<xsd:element name="valuationMethod" type=" ValuationMethodEnum " minOccurs="0"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>