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

{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset.fro",
  "type": "object",
  "title": "FloatingRateIndexCalculationDefaults",
  "description": "This holds the rate calculation defaults applicable for a floating rate index.",
  "properties": {
    "category": {
      "description": "The ISDA FRO category (e.g. screen rate or calculated rate).",
      "$ref": "cdm-observable-asset-fro-FloatingRateIndexCategoryEnum.schema.json"
    },
    "indexStyle": {
      "description": "The ISDA FRO style (e.g. term rate, swap rate, etc).",
      "$ref": "cdm-observable-asset-fro-FloatingRateIndexStyleEnum.schema.json"
    },
    "method": {
      "description": "The ISDA FRO calculation method (e.g. OIS Compounding).",
      "$ref": "cdm-observable-asset-fro-FloatingRateIndexCalculationMethodEnum.schema.json"
    }
  }
}