.cdm-java.6.0.0-dev.82.source-code.cdm-event-workflow-CreditLimitTypeEnum.schema.json Maven / Gradle / Ivy

Go to download
{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.event.workflow",
  "type": "string",
  "title": "CreditLimitTypeEnum",
  "description": "The enumeration values to qualify the type of credit limits.",
  "enum": [
    "CS01",
    "DV01",
    "IM",
    "NPV",
    "Notional",
    "PV01"
  ],
  "oneOf": [
    {
      "enum": [
        "CS01"
      ],
      "title": "CS01",
      "description": "The type of credit line expressed in CS01. The sensitivity with respect to changes in the CDS spread."
    },
    
    {
      "enum": [
        "DV01"
      ],
      "title": "DV01",
      "description": "The type of credit line expressed in DV01. The dollar value of a one basis point decrease in interest rates. It shows the change in a bond's price compared to a decrease in the bond's yield."
    },
    
    {
      "enum": [
        "IM"
      ],
      "title": "IM",
      "description": "The type of credit line expressed in Initial Margin value."
    },
    
    {
      "enum": [
        "NPV"
      ],
      "title": "NPV",
      "description": "The type of credit line expressed as a Net Present Value."
    },
    
    {
      "enum": [
        "Notional"
      ],
      "title": "Notional",
      "description": "The type of credit line expressed in Notional amount."
    },
    
    {
      "enum": [
        "PV01"
      ],
      "title": "PV01",
      "description": "The type of credit line expressed in PV01. The value of a one dollar or one basis point annuity."
    }
  ]
}