Enum: CalculationShiftMethodEnum

the specific calculation method, e.g. lookback. 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:CalculationShiftMethodEnum

Permissible Values

Value	Meaning	Description
Lookback	None	Calculations and weighting are done with respect to the calculation period, b…
ObservationPeriodShift	None	the observation period is shifted by several days prior to rate setting, and …
RateCutOff	None	Calculations cut the rate off several business days prior to rate setting (Lo…
NoShift	None	calculations occur without any shifting, e

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: CalculationShiftMethodEnum
description: the specific calculation method, e.g. lookback. 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:
  Lookback:
    text: Lookback
    description: Calculations and weighting are done with respect to the calculation
      period, but observations are shifted back by several days.
  ObservationPeriodShift:
    text: ObservationPeriodShift
    description: the observation period is shifted by several days prior to rate setting,
      and weightings are done with respect to the obseration period.
  RateCutOff:
    text: RateCutOff
    description: Calculations cut the rate off several business days prior to rate
      setting (Lockout).
  NoShift:
    text: NoShift
    description: calculations occur without any shifting, e.g. OIS Compounding/Basic
      Averaging style.