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.cdm-java.6.0.0-dev.72.source-code.cdm-observable-asset-SettlementRateOption.schema.json Maven / Gradle / Ivy

{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset",
  "type": "object",
  "title": "SettlementRateOption",
  "description": "Defines the settlement rate option to use for fixing in case of cash settlement. Currently only applicable to foreign exchange fixing in case of cross-currency settlement.",
  "properties": {
    "settlementRateOption": {
      "description": "The rate source for the conversion to the settlement currency. This source is specified through a scheme that reflects the terms of the Annex A to the 1998 FX and Currency Option Definitions.",
      "$ref": "cdm-observable-asset-metafields-FieldWithMetaSettlementRateOptionEnum.schema.json"
    },
    "priceSourceDisruption": {
      "description": "An attribute defining the parameters to get a new quote when a settlement rate option is disrupted.",
      "$ref": "cdm-observable-asset-PriceSourceDisruption.schema.json"
    }
  },
  "required": [
    "settlementRateOption"
  ]
}