Physical Settlement Panel

The Physical panel allows qualifying the delivery obligation. It is only available for the PHYSICAL and CUSTOMER_OPTION settlement types.

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

Fields

Description

Category

Select the delivery obligation category.

Characteristics

Click ... to define the details of the delivery obligation category. It brings up the Deliverable Characteristics window.

Select delivery characteristics as needed, and click OK.

If you check “Specified Currency”, you can select Standard, or a given currency.

If you check “Maximum Maturity”, you can select the maturity.

Excluded Delivery Oblig

Click ... to select any delivery obligations to be excluded.

Click Select to select an obligation to be excluded, then click OK.

Other

Check all the boxes that apply.