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Enum: DiscountingTypeEnum

The enumerated values to specify the method of calculating discounted payment amounts. This enumerations combines the FpML DiscountingTypeEnum and FraDiscountingEnum enumerations.

URI: common_domain_model:DiscountingTypeEnum

Value Meaning Description
Standard None As specified by the 2006 ISDA Definitions, Section 8
FRA None As specified by the 2006 ISDA Definitions, Section 8
FRAYield None As specified by the 2006 ISDA Definitions, Section 8
AFMA None As specified by the Australian Financial Markets Association (AFMA) OTC Finan…
Name Description
discountingType The discounting method that is applicable
name: DiscountingTypeEnum
description: The enumerated values to specify the method of calculating discounted
payment amounts. This enumerations combines the FpML DiscountingTypeEnum and FraDiscountingEnum
enumerations.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
Standard:
text: Standard
description: As specified by the 2006 ISDA Definitions, Section 8.4. Discounting,
paragraph (a).
FRA:
text: FRA
description: As specified by the 2006 ISDA Definitions, Section 8.4. Discounting,
paragraph (b).
FRAYield:
text: FRAYield
description: As specified by the 2006 ISDA Definitions, Section 8.4. Discounting,
paragraph (e).
AFMA:
text: AFMA
description: As specified by the Australian Financial Markets Association (AFMA)
OTC Financial Product Conventions. This discounting method should not be used
for a trade documented under a legal framework where the 2006 ISDA Definitions
have been incorporated.