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

import cdm.base.staticdata.asset.rates.*

import cdm.observable.asset.*

// =====================================================================
//
// Index value lookup (observation) functions
//
// these functions allow retrieval of the value of an index on a date or set of dates
// the could perhaps be moved to a different package
//
// ======================================================================
func IndexValueObservation: <"Retrieve the values of the supplied index on the specified observation date.">
    // data provider - implementation provides observed value from data source
    inputs:
        observationDate date (1..1)
        floatingRateOption FloatingRateOption (1..1)
    output:
        observedValue number (1..1)

func IndexValueObservationMultiple: <"Retrieve the values of the supplied index on the specified observation dates.">
    inputs:
        observationDate date (0..*)
        floatingRateOption FloatingRateOption (1..1)
    output:
        observedValues number (0..*)

    add observedValues:
        observationDate extract IndexValueObservation(item, floatingRateOption)

// =====================================================================
//
// Floating Rate Index reference data and validation functions
//
// these functions allow retrieval of the reference data for a floating rate index,
// and validation that it is a valid floating rate index name
//
// ======================================================================
func FloatingRateIndexMetadata: <"Retrieve all available metadata for the floating rate index.">
    inputs:
        floatingRateIndexName FloatingRateIndexEnum (1..1) <"The name of the floating rate index.">
    output:
        floatingRateIndexDescription FloatingRateIndexDefinition (0..1) <"The detailed description of the index if available, null otherwise.">