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common-domain-model

Enum: AveragingWeightingMethodEnum

The enumerated values to specify the method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.

URI: common_domain_model:AveragingWeightingMethodEnum

Permissible Values

Section titled “Permissible Values”
Value Meaning Description
Unweighted None The arithmetic mean of the relevant rates for each reset date
Weighted None The arithmetic mean of the relevant rates in effect for each day in a calcula…

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

LinkML Source

Section titled “LinkML Source”
name: AveragingWeightingMethodEnum
description: The enumerated values to specify the method of calculation to be used
  when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions
  Relating to Floating Amounts.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Unweighted:
    text: Unweighted
    description: The arithmetic mean of the relevant rates for each reset date.
  Weighted:
    text: Weighted
    description: The arithmetic mean of the relevant rates in effect for each day
      in a calculation period calculated by multiplying each relevant rate by the
      number of days such relevant rate is in effect, determining the sum of such
      products and dividing such sum by the number of days in the calculation period.