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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.base.math",
  "type": "object",
  "title": "DatedValue",
  "description": "Defines a date and value pair. This definition is used for varying rate or amount schedules, e.g. a notional amortisation or a step-up coupon schedule.",
  "properties": {
    "date": {
      "description": "The date on which the associated step value becomes effective. This day may be subject to adjustment in accordance with a business day convention.",
      "type": "string"
    },
    "value": {
      "description": "The rate of amount which becomes effective on the associated step date. A rate of 5% would be represented as 0.05.",
      "type": "number"
    }
  },
  "required": [
    "date",
    "value"
  ]
}