A class indicating the conditions of the ISDA with respect to variable rate payment events and implicit additional fixed payments applicable to transactions in securities derivatives secured by conversion or physical settlement mortgages. A class to define how and when a stock option or stock swap should be valued. This section lists ISDA`s work in the field of equity derivatives: documentation, public policy, market structure, market practices, research and other areas. Enumeration values to indicate the level at the limit value level: customer activity, owner activity, or account level. This is part of the CME specification for credit limit offsetting, although it is not indicated as a set of counting values as part of the clearing confirmation specification.