Enum: FloatingRateIndexCalculationMethodEnum

3rd level ISDA FRO category.

URI: common_domain_model:FloatingRateIndexCalculationMethodEnum

Permissible Values

Value	Meaning	Description
OISCompound	None	A calculation methodology using the ISDA-defined OIS compounding formula
Average	None	A calculation methodology using the arithmetic mean
Compounded	None	Compounded Index
AllInCompounded	None	All-In Compounded Index

Slots

Name	Description
method	The ISDA FRO calculation method (e

Identifier and Mapping Information

Schema Source

• from schema: https://w3id.org/lmodel/common-domain-model

LinkML Source

name: FloatingRateIndexCalculationMethodEnum
description: 3rd level ISDA FRO category.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  OISCompound:
    text: OISCompound
    description: A calculation methodology using the ISDA-defined OIS compounding
      formula.
    aliases:
    - OIS Compounding
  Average:
    text: Average
    description: A calculation methodology using the arithmetic mean.
    aliases:
    - Overnight Averaging
  Compounded:
    text: Compounded
    description: Compounded Index
    aliases:
    - Compounded Index
  AllInCompounded:
    text: AllInCompounded
    description: All-In Compounded Index
    aliases:
    - All-In Compounded Index