Cash Settlement Panel

The Cash panel allows qualifying cash settlement details. It is only available for the CASH and CUSTOMER_OPTION settlement types.

Values are defaulted from the CDS Settlement Matrix (Calypso Navigator > Configuration > Credit Derivatives > CDS Settlement Matrix).

You can choose multiple valuation dates or a single valuation date.

Single Valuation Date

Fields	Description
Multiple Valuation Dates	Enter the valuation time in the selected timezone.
Bus. Days	Select the timezone of the valuation time.
Val Time	Select Market or Highest.
Time Zone	Check to allow multiple valuations.
Valuation Method	Enter the number of business days after the settlement date.

Multiple Valuation Dates

Fields	Description
Multiple Valuation Dates	Enter the number of valuations.
Bus. Days	Enter the valuation time in the selected timezone.
Bus. Days thereafter	Select the timezone of the valuation time.
Num of Val Dates	Select Average Highest, Average Market, or Highest.
Val Time	Select Bid, Offer or Mid.
Time Zone	Enter the quotation amount, and select the currency from the adjacent field.
Valuation Method	Enter the minimum quotation amount, and select the currency from the adjacent field.

Quotation Details

Fields	Description
Quotation Method	Click ... to select dealers. A dealer is a legal entity of role ReferenceBank.
Quotation Amt	Select the settlement currency.
Min Quotation Amt	Click ... to select dealers. A dealer is a legal entity of role ReferenceBank.
Quotations Include Accrued Interest	Select the settlement currency.
Dealers	Click ... to select dealers. A dealer is a legal entity of role ReferenceBank.
Settlement Ccy	Select the settlement currency.