• Home
• org.finos.cdm
• cdm-java
• 6.0.0-dev.82
• source code

×

Project download

Many resources are needed to download a project. Please understand that we have to compensate our server costs. Thank you in advance.
Project price only 1 $

You can buy this project and download/modify it how often you want.

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

{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset.calculatedrate",
  "type": "string",
  "title": "CalculationMethodEnum",
  "description": "What calculation type is required, averaging or compounding. This enumeration is used to represent the definitions of modular calculated rates as described in the 2021 ISDA Definitions, section 7.",
  "enum": [
    "Averaging",
    "CompoundedIndex",
    "Compounding"
  ],
  "oneOf": [
    {
      "enum": [
        "Averaging"
      ],
      "title": "Averaging",
      "description": "Averaging, i.e. arithmetic averaging."
    },
    
    {
      "enum": [
        "CompoundedIndex"
      ],
      "title": "CompoundedIndex",
      "description": "A rate based on an index that is computed by a rate administrator.  The user is responsible for backing out the rate by applying a simple formula."
    },
    
    {
      "enum": [
        "Compounding"
      ],
      "title": "Compounding",
      "description": "Compounding, i.e. geometric averaging following an ISDA defined formula."
    }
  ]
}