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Enum: InflationCalculationStyleEnum

Indicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon).

URI: common_domain_model:InflationCalculationStyleEnum

Permissible Values

Value Meaning Description
YearOnYear None YearOnYear means Inflation Index Base is the inflation index for Reference Mo...
ZeroCoupon None ZeroCoupon means Inflation Index Base used in the CalculationMethod is the in...

Slots

Name Description
calculationStyle Indicates the style of how the inflation index calculates the payment (e

Identifier and Mapping Information

Schema Source

LinkML Source

name: InflationCalculationStyleEnum
description: Indicates the style of how the inflation index calculates the payment
  (e.g. YearOnYear, ZeroCoupon).
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  YearOnYear:
    text: YearOnYear
    description: YearOnYear means Inflation Index Base is the inflation index for
      Reference Month that is 12 months prior to Inflation Index Final (subject to
      interpolation). Inflation Index Base is cashflow dependent.
  ZeroCoupon:
    text: ZeroCoupon
    description: ZeroCoupon means Inflation Index Base used in the CalculationMethod
      is the inflation index for the Reference Month that is the lag number of months
      prior to Effective Date in the case of a swap, or Bond Interest Accrual Date
      in the case of an Asset Swap (subject to interpolation). Inflation Index Base
      has the same value for each inflation cashflow and Principal Exchange calculation
      within the trade.