.cdm-java.6.0.0-dev.63.source-code.cdm-product-asset-VolatilityCapFloor.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.product.asset",
"type": "object",
"title": "VolatilityCapFloor",
"description": "Contains volatility-based barriers. Volatility Cap needs to be specified in accordance with the ISDA 2011 Equity Derivatives Definitions.",
"properties": {
"applicable": {
"description": "Indicates whether the volatility cap is applicable in accordance with the ISDA 2011 Equity Derivatives Definitions. Setting the element 'applicable' to 'False' - means No Volatility Cap and no 'totalVolatilityCap' or 'volatilityCapFactor' should be provided. Setting the element 'applicable' to 'True' - means Volatility Cap election, then 'totalVolatilityCap' or 'volatilityCapFactor' should be provided, otherwise it defaults to volatilityCapFactor=2.5.",
"type": "boolean"
},
"totalVolatilityCap": {
"description": "Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. This means the Volatility Cap Amount election is a number.",
"type": "number"
},
"volatilityCapFactor": {
"description": "Volatility Cap Amount in accordance with the ISDA 2011 Equity Derivatives Definitions. The Calculated VolCapAmt can be optionally provided.",
"type": "number"
}
},
"required": [
"applicable"
]
}
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