.cdm-java.6.0.0-dev.82.source-code.cdm-observable-asset-calculatedrate-ObservationPeriodDatesEnum.schema.json Maven / Gradle / Ivy
{
"$schema": "http://json-schema.org/draft-04/schema#",
"$anchor": "cdm.observable.asset.calculatedrate",
"type": "string",
"title": "ObservationPeriodDatesEnum",
"description": "The enumerated values to specify whether rate calculations occur relative to the first or last day of a calculation period. Done in uppercase due to a bug in code generation. This enumeration is used to represent the definitions of modular calculated rates as described in the 2021 ISDA Definitions, section 7.",
"enum": [
"FixingDate",
"SetInAdvance",
"Standard"
],
"oneOf": [
{
"enum": [
"FixingDate"
],
"title": "FixingDate",
"description": "Calculations occur relative to a previously defined reset date, e.g. for a fallback rate."
},
{
"enum": [
"SetInAdvance"
],
"title": "SetInAdvance",
"description": "Calculations occur relative to the first day of a calculation period."
},
{
"enum": [
"Standard"
],
"title": "Standard",
"description": "Calculations occur relative to the last day of a calculation period (set in arrears)."
}
]
}
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