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.cdm-java.6.0.0-dev.82.source-code.cdm-observable-asset-SwapCurveValuation.schema.json Maven / Gradle / Ivy

{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset",
  "type": "object",
  "title": "SwapCurveValuation",
  "description": "A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.",
  "properties": {
    "floatingRateIndex": {
      "$ref": "cdm-base-staticdata-asset-rates-FloatingRateIndexEnum.schema.json"
    },
    "indexTenor": {
      "description": "The ISDA Designated Maturity, i.e. the tenor of the floating rate.",
      "$ref": "cdm-base-datetime-Period.schema.json"
    },
    "spread": {
      "description": "Spread in basis points over the floating rate index.",
      "type": "number"
    },
    "side": {
      "description": "The side (bid/mid/ask) of the measure.",
      "$ref": "cdm-observable-asset-QuotationSideEnum.schema.json"
    }
  },
  "required": [
    "floatingRateIndex",
    "spread"
  ]
}