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.cdm-java.5.9.1.source-code.cdm-observable-asset-fro-FloatingRateIndexCalculationMethodEnum.schema.json Maven / Gradle / Ivy

{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset.fro",
  "type": "string",
  "title": "FloatingRateIndexCalculationMethodEnum",
  "description": "3rd level ISDA FRO category.",
  "enum": [
    "All-In Compounded Index",
    "Overnight Averaging",
    "Compounded Index",
    "OIS Compounding"
  ],
  "oneOf": [
    {
      "enum": [
        "All-In Compounded Index"
      ],
      "title": "AllInCompounded"
    },
    
    {
      "enum": [
        "Overnight Averaging"
      ],
      "title": "Average",
      "description": "A calculation methodology using the arithmetic mean."
    },
    
    {
      "enum": [
        "Compounded Index"
      ],
      "title": "Compounded"
    },
    
    {
      "enum": [
        "OIS Compounding"
      ],
      "title": "OISCompound",
      "description": "A calculation methodology using the ISDA-defined OIS compounding formula."
    }
  ]
}