schemas.openapi-schemas.PlainSwapOperationRequest.yml Maven / Gradle / Ivy

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type: object
required:
  - firstCounterparty
  - secondCounterparty
  - marginBufferAmount
  - terminationFeeAmount
  - notionalAmount
  - currency
  - tradeDate
  - effectiveDate
  - terminationDate
  - fixedPayingParty
  - fixedRate
  - fixedDayCountFraction
  - fixedPaymentFrequency
  - floatingPayingParty
  - floatingRateIndex
  - floatingDayCountFraction
  - floatingFixingDayOffset
  - floatingPaymentFrequency
  - valuationSymbols
  - currentGenerator
properties:
  firstCounterparty:
    $ref: "Counterparty.yml"
  secondCounterparty:
    $ref: "Counterparty.yml"
  marginBufferAmount:
    type: number
    format: double
    minimum: 0.0
  terminationFeeAmount:
    type: number
    format: double
    minimum: 0.0
  notionalAmount:
    type: number
    format: double
    minimum: 0.0
  currency:
    type: string
  uniqueTradeIdentifier:
    type: string
  tradeDate:
    type: string
    format: date-time
  effectiveDate:
    type: string
    format: date-time
  terminationDate:
    type: string
    format: date-time
  fixedPayingParty:
    $ref: "Counterparty.yml"
  fixedRate:
    type: number
    format: double
  fixedDayCountFraction:
    type: string
  fixedPaymentFrequency:
    $ref: "PaymentFrequency.yml"
  floatingPayingParty:
    $ref: "Counterparty.yml"
  floatingRateIndex:
    type: string
  floatingDayCountFraction:
    type: string
  floatingFixingDayOffset:
    type: integer
    format: int32
    minimum: -2
    maximum: 2
  floatingPaymentFrequency:
    $ref: "PaymentFrequency.yml"
  valuationSymbols:
    type: array
    items:
      $ref: "FrontendItemSpec.yml"
  currentGenerator:
    type: string