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

{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.asset",
  "type": "object",
  "title": "BoundedCorrelation",
  "description": "Describes correlation bounds, which form a cap and a floor on the realized correlation.",
  "properties": {
    "minimumBoundaryPercent": {
      "description": "Minimum Boundary as a percentage of the Strike Price.",
      "type": "number"
    },
    "maximumBoundaryPercent": {
      "description": "Maximum Boundary as a percentage of the Strike Price.",
      "type": "number"
    }
  }
}