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Subset: CdmObservableAssetCalculatedrate

Classes defined in the cdm_observable_asset_calculatedrate module.

URI: CdmObservableAssetCalculatedrate

Identifier and Mapping Information

Schema Source

Classes in subset

Class Description
CalculatedRateDetails Type for reporting details of calculated rates, including the observations th...
CalculatedRateObservationDatesAndWeights Type for reporting the observations dates and the corresponding weights going...
CalculatedRateObservations Type for reporting observations that went into the final reported rate
FallbackRateParameters Defines the structure needed to represent fallback rate parameters
FloatingRateCalculationParameters Defines the structures needed to represent the calculation parameters for dai...
ObservationParameters Parameters on daily observed computed rates, specifically daily caps and floo...
ObservationShiftCalculation Parameters to describe the observation shift for a daily compounded or averag...
OffsetCalculation Defines business day shifts for daily componded or averaged rates