Module ndo 

Non-deliverable FX option templates: one per EMTA NDO template. Non-deliverable FX option templates — the ndo group: one row per EMTA NDO template, each carrying its own template date and the NDF terms that date its fixing.

Sources. ISDA’s EM documentation page, which hosts EMTA’s templates, lists one NDO template beside every NDF template (31 against USD, and XOF/EUR) and five cross-currency NDO templates. An NDO’s terms are its NDF’s — rate option, valuation and settlement calendars, fixing lag — with European exercise, the Expiration Date the Valuation Date; premium and its payment date are confirmation terms. Only the template date differs, and is the row’s own.

A row points at its NDF row, save KRW/GBP and RUB/EUR, which have no NDF template and state their terms: KRW02 (survey KRW04) on Seoul days settling on London days, and WMR03 (10:00 a.m. London, no survey) on WMR business days settling on TARGET days, settlement at most one business day after a moved fixing. Their lag of two is the USD row’s, inherited: no cross template states one.

Structs

NdoTemplate

One EMTA NDO template.

Enums

NdoTerms

Where an NDO row’s terms come from.

Statics

NDO

Registry rows for this template group.

NDO_STATED

The two cross-currency NDO rows that state their terms.

Functions

aoa_usd_ndo

AOA-USD-NDO template.

ars_usd_ndo

ARS-USD-NDO template.

azn_usd_ndo

AZN-USD-NDO template.

brl_usd_ndo

BRL-USD-NDO template.

clp_usd_ndo

CLP-USD-NDO template.

cny_usd_ndo

CNY-USD-NDO template.

cop_usd_ndo

COP-USD-NDO template.

crc_usd_ndo

CRC-USD-NDO template.

dop_usd_ndo

DOP-USD-NDO template.

dzd_usd_ndo

DZD-USD-NDO template.

egp_usd_ndo

EGP-USD-NDO template.

ghs_usd_ndo

GHS-USD-NDO template.

idr_usd_ndo

IDR-USD-NDO template.

inr_eur_ndo

INR-EUR-NDO template.

inr_usd_ndo

INR-USD-NDO template.

kes_usd_ndo

KES-USD-NDO template.

krw_eur_ndo

KRW-EUR-NDO template.

krw_gbp_ndo

KRW/GBP NDO, eff. 13 Aug 2021, /rSjgE/KRW-GBP-NDO-Template-2021.

krw_jpy_ndo

KRW-JPY-NDO template.

krw_usd_ndo

KRW-USD-NDO template.

kzt_usd_ndo

KZT-USD-NDO template.

mad_usd_ndo

MAD-USD-NDO template.

myr_usd_ndo

MYR-USD-NDO template.

mzn_usd_ndo

MZN-USD-NDO template.

ndo 🔒

ngn_usd_ndo

NGN-USD-NDO template.

pen_usd_ndo

PEN-USD-NDO template.

php_usd_ndo

PHP-USD-NDO template.

rub_eur_ndo

RUB/EUR NDO, eff. 30 Sep 2024, /NSjgE/RUB-EUR-NDO-Template-Rev-2024.

rub_usd_ndo

RUB-USD-NDO template.

twd_usd_ndo

TWD-USD-NDO template.

uah_usd_ndo

UAH-USD-NDO template.

ugx_usd_ndo

UGX-USD-NDO template.

uyu_usd_ndo

UYU-USD-NDO template.

uzs_usd_ndo

UZS-USD-NDO template.

vnd_usd_ndo

VND-USD-NDO template.

xof_eur_ndo

XOF-EUR-NDO template.

zmw_usd_ndo

ZMW-USD-NDO template.