Enum: AveragingWeightingMethodEnum
The enumerated values to specify the method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.
URI: common_domain_model:AveragingWeightingMethodEnum
Permissible Values
| Value | Meaning | Description |
|---|---|---|
| Unweighted | None | The arithmetic mean of the relevant rates for each reset date |
| Weighted | None | The arithmetic mean of the relevant rates in effect for each day in a calcula... |
Slots
| Name | Description |
|---|---|
| averagingMethod | If averaging is applicable, this component specifies whether a weighted or un... |
Identifier and Mapping Information
Schema Source
- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
name: AveragingWeightingMethodEnum
description: The enumerated values to specify the method of calculation to be used
when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions
Relating to Floating Amounts.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
Unweighted:
text: Unweighted
description: The arithmetic mean of the relevant rates for each reset date.
Weighted:
text: Weighted
description: The arithmetic mean of the relevant rates in effect for each day
in a calculation period calculated by multiplying each relevant rate by the
number of days such relevant rate is in effect, determining the sum of such
products and dividing such sum by the number of days in the calculation period.