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Enum: DiscountingTypeEnum

The enumerated values to specify the method of calculating discounted payment amounts. This enumerations combines the FpML DiscountingTypeEnum and FraDiscountingEnum enumerations.

URI: common_domain_model:DiscountingTypeEnum

Permissible Values

Value Meaning Description
Standard None As specified by the 2006 ISDA Definitions, Section 8
FRA None As specified by the 2006 ISDA Definitions, Section 8
FRAYield None As specified by the 2006 ISDA Definitions, Section 8
AFMA None As specified by the Australian Financial Markets Association (AFMA) OTC Finan...

Slots

Name Description
discountingType The discounting method that is applicable

Identifier and Mapping Information

Schema Source

LinkML Source

name: DiscountingTypeEnum
description: The enumerated values to specify the method of calculating discounted
  payment amounts. This enumerations combines the FpML DiscountingTypeEnum and FraDiscountingEnum
  enumerations.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Standard:
    text: Standard
    description: As specified by the 2006 ISDA Definitions, Section 8.4. Discounting,
      paragraph (a).
  FRA:
    text: FRA
    description: As specified by the 2006 ISDA Definitions, Section 8.4. Discounting,
      paragraph (b).
  FRAYield:
    text: FRAYield
    description: As specified by the 2006 ISDA Definitions, Section 8.4. Discounting,
      paragraph (e).
  AFMA:
    text: AFMA
    description: As specified by the Australian Financial Markets Association (AFMA)
      OTC Financial Product Conventions. This discounting method should not be used
      for a trade documented under a legal framework where the 2006 ISDA Definitions
      have been incorporated.