Enum: CalculationMethodEnum

What calculation type is required, averaging or compounding. This enumeration is used to represent the definitions of modular calculated rates as described in the 2021 ISDA Definitions, section 7.

URI: common_domain_model:CalculationMethodEnum

Permissible Values

Value	Meaning	Description
Averaging	None	Averaging, i
Compounding	None	Compounding, i
CompoundedIndex	None	A rate based on an index that is computed by a rate administrator

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: CalculationMethodEnum
description: What calculation type is required, averaging or compounding. This enumeration
  is used to represent the definitions of modular calculated rates as described in
  the 2021 ISDA Definitions, section 7.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Averaging:
    text: Averaging
    description: Averaging, i.e. arithmetic averaging.
  Compounding:
    text: Compounding
    description: Compounding, i.e. geometric averaging following an ISDA defined formula.
  CompoundedIndex:
    text: CompoundedIndex
    description: A rate based on an index that is computed by a rate administrator.
      The user is responsible for backing out the rate by applying a simple formula.