.cdm-java.6.0.0-dev.72.source-code.cdm-observable-asset-PerformanceValuationDates.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.observable.asset",
"type": "object",
"title": "PerformanceValuationDates",
"description": "Defines how and when a performance type option or performance type swap is to be valued.",
"properties": {
"determinationMethod": {
"description": "Specifies the method according to which an amount or a date is determined.",
"$ref": "cdm-observable-common-DeterminationMethodEnum.schema.json"
},
"valuationDates": {
"description": "2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date",
"$ref": "cdm-base-datetime-AdjustableRelativeOrPeriodicDates.schema.json"
},
"valuationDate": {
"description": "2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date",
"$ref": "cdm-base-datetime-AdjustableOrRelativeDate.schema.json"
},
"valuationTime": {
"description": "The specific time of day at which the calculation agent values the underlying. The SpecificTime is the only case when the valuationTime (time + business center location e.g. 10:00:00 USNY) should be provided. You should be able to provide just the valuationTime without valuationTimeType, which infer that this is a specific time.",
"$ref": "cdm-base-datetime-BusinessCenterTime.schema.json"
},
"valuationTimeType": {
"description": "The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.",
"$ref": "cdm-observable-common-TimeTypeEnum.schema.json"
}
},
"required": [
"determinationMethod"
]
}
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