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namespace cdm.observable.asset.fro : <"Support for floating rate option definitions.">
version "${project.version}"

enum FloatingRateIndexCategoryEnum: <"Top level ISDA FRO category.">
    ScreenRate displayName "Screen Rate" <"The rate is observed directly from a screen.">
    Calculated displayName "Calculated Rate" <"The rate is calculated by the calculation agents from multiple observations.">
    ReferenceBanks displayName "Reference Banks Rate" <"The rate is obtained by polling several other banks.">

enum FloatingRateIndexStyleEnum: <"Second level ISDA FRO category.">
    AverageFRO displayName "Average FRO" <"An ISDA-defined calculated rate done using arithmetic averaging.">
    CompoundedFRO displayName"Compounded FRO" <"An ISDA-defined calculated rate done using arithmetic averaging.">
    CompoundedIndex displayName "Compounded Index" <"A published index calculated using compounding.">
    Index displayName "Index" <"A published index using a methodology defined by the publisher, e.g. S&P 500.">
    Other displayName "Other"
    Overnight displayName "Overnight Rate"
    PublishedAverage displayName "Published Average Rate" <" A published rate computed using an averaging methodology.">
    SpecifiedFormula displayName "Specified Formula"
    SwapRate displayName "Swap Rate" <"A rate representing the market rate for swaps of a given maturity.">
    TermRate displayName "Term Rate" <"A rate specified over a given term, such as a libor-type rate.">

enum FloatingRateIndexCalculationMethodEnum: <"3rd level ISDA FRO category.">
    OISCompound displayName "OIS Compounding" <"A calculation methodology using the ISDA-defined OIS compounding formula.">
    Average  displayName "Overnight Averaging" <"A calculation methodology using the arithmetic mean.">
    Compounded displayName "Compounded Index"
    AllInCompounded displayName "All-In Compounded Index"