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

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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset.calculatedrate",
  "type": "object",
  "title": "CalculatedRateDetails",
  "description": "Type for reporting details of calculated rates, including the observations that went into the final reported rate.",
  "properties": {
    "observations": {
      "description": "The observation dates and weights for each observation date.",
      "$ref": "cdm-observable-asset-calculatedrate-CalculatedRateObservations.schema.json"
    },
    "weightedRates": {
      "description": "The weighted value of each observation.",
      "type": "array",
      "items": {
        "type": "number"
      },
      "minItems": 0
    },
    "growthFactor": {
      "description": "The daily growth factors, showing the weighted rates divided by the day count basis plus one, giving how much the value grows for each step in the calculation.",
      "type": "array",
      "items": {
        "type": "number"
      },
      "minItems": 0
    },
    "compoundedGrowth": {
      "description": "The compounding curve, showing how the initial value grew during the calculation period.",
      "type": "array",
      "items": {
        "type": "number"
      },
      "minItems": 0
    },
    "aggregateValue": {
      "description": "The total sum or product of all the individual terms that went into the calculated rate.",
      "type": "number"
    },
    "aggregateWeight": {
      "description": "The total weight of all the terms that went into the calculated rate.",
      "type": "number"
    },
    "calculatedRate": {
      "description": "The resulting calculated weight.",
      "type": "number"
    }
  }
}