.cdm-java.6.0.0-dev.82.source-code.cdm-product-common-settlement-QuantityMultiplier.schema.json Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of cdm-java Show documentation

There is a newer version: 6.0.0-dev.89

{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.common.settlement",
  "type": "object",
  "title": "QuantityMultiplier",
  "description": " Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation. At the moment this class only supports FX or Equity-linked notional and re-uses existing building blocks for those 2 cases, until such time when component can be made more generic. This captures the case of resetting cross-currency swaps and resetting equity swaps.",
  "properties": {
    "fxLinkedNotionalSchedule": {
      "description": "Multiplier specified as an FX-linked schedule, e.g. for a resetting cross-currency swap..",
      "$ref": "cdm-product-common-schedule-FxLinkedNotionalSchedule.schema.json"
    },
    "multiplierValue": {
      "type": "number"
    }
  }
}