Enum: FloatingRateIndexStyleEnum

Second level ISDA FRO category.

URI: common_domain_model:FloatingRateIndexStyleEnum

Permissible Values

Value	Meaning	Description
AverageFRO	None	An ISDA-defined calculated rate done using arithmetic averaging
CompoundedIndex	None	A published index calculated using compounding
Index	None	A published index using a methodology defined by the publisher, e
Other	None	Other
Overnight	None	Overnight Rate
PublishedAverage	None	A published rate computed using an averaging methodology
SpecifiedFormula	None	Specified Formula
SwapRate	None	A rate representing the market rate for swaps of a given maturity
TermRate	None	A rate specified over a given term, such as a libor-type rate

Slots

Name	Description
indexStyle	The ISDA FRO style (e

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: FloatingRateIndexStyleEnum
description: Second level ISDA FRO category.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  AverageFRO:
    text: AverageFRO
    description: An ISDA-defined calculated rate done using arithmetic averaging.
    aliases:
    - Average FRO
  CompoundedIndex:
    text: CompoundedIndex
    description: A published index calculated using compounding.
    aliases:
    - Compounded Index
  Index:
    text: Index
    description: A published index using a methodology defined by the publisher, e.g.
      S&P 500.
    aliases:
    - Index
  Other:
    text: Other
    description: Other
    aliases:
    - Other
  Overnight:
    text: Overnight
    description: Overnight Rate
    aliases:
    - Overnight Rate
  PublishedAverage:
    text: PublishedAverage
    description: ' A published rate computed using an averaging methodology.'
    aliases:
    - Published Average Rate
  SpecifiedFormula:
    text: SpecifiedFormula
    description: Specified Formula
    aliases:
    - Specified Formula
  SwapRate:
    text: SwapRate
    description: A rate representing the market rate for swaps of a given maturity.
    aliases:
    - Swap Rate
  TermRate:
    text: TermRate
    description: A rate specified over a given term, such as a libor-type rate.
    aliases:
    - Term Rate