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

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{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.asset",
  "type": "string",
  "title": "RealisedVarianceMethodEnum",
  "description": "The contract specifies which price must satisfy the boundary condition.  Used for variance, volatility and correlation caps and floors.",
  "enum": [
    "Both",
    "Last",
    "Previous"
  ],
  "oneOf": [
    {
      "enum": [
        "Both"
      ],
      "title": "Both",
      "description": "For a return on day T, the observed prices on both T and T-1 must be in range"
    },
    
    {
      "enum": [
        "Last"
      ],
      "title": "Last",
      "description": "For a return on day T, the observed price on T must be in range."
    },
    
    {
      "enum": [
        "Previous"
      ],
      "title": "Previous",
      "description": "For a return on day T, the observed price on T-1 must be in range."
    }
  ]
}