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Enum: InterpolationMethodEnum

The enumerated values to specify the interpolation method, e.g. linear.

URI: common_domain_model:InterpolationMethodEnum

Permissible Values

Value Meaning Description
Linear http://www.fpml.org/coding-scheme/interpolation-method-1-2#Linear Linear Interpolation applicable
LinearZeroYield http://www.fpml.org/coding-scheme/interpolation-method-1-2#LinearZeroYield Linear Interpolation applicable
None http://www.fpml.org/coding-scheme/interpolation-method-1-2#None No Interpolation applicable

Slots

Name Description
linearInterpolationElection Per Part 1 Section 3, 'Floating Obligations', of the 2018 ISDA CDM Equity Con...
interpolationMethod The type of interpolation method that the calculation agent reserves the righ...

Identifier and Mapping Information

Schema Source

LinkML Source

name: InterpolationMethodEnum
description: The enumerated values to specify the interpolation method, e.g. linear.
from_schema: https://w3id.org/lmodel/common-domain-model
exact_mappings:
- http://www.fpml.org/coding-scheme/interpolation-method
rank: 1000
permissible_values:
  Linear:
    text: Linear
    description: Linear Interpolation applicable.
    meaning: http://www.fpml.org/coding-scheme/interpolation-method-1-2#Linear
  LinearZeroYield:
    text: LinearZeroYield
    description: Linear Interpolation applicable.
    meaning: http://www.fpml.org/coding-scheme/interpolation-method-1-2#LinearZeroYield
  None:
    text: None
    description: No Interpolation applicable.
    meaning: http://www.fpml.org/coding-scheme/interpolation-method-1-2#None