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
Permissible Values
Section titled “Permissible Values”| 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 |
Identifier and Mapping Information
Section titled “Identifier and Mapping Information”Schema Source
Section titled “Schema Source”- from schema: https://w3id.org/lmodel/common-domain-model
LinkML Source
Section titled “LinkML Source”name: DiscountingTypeEnumdescription: 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-modelrank: 1000permissible_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.