Enum: FloatingRateIndexCalculationMethodEnum

3rd level ISDA FRO category.

URI: common_domain_model:FloatingRateIndexCalculationMethodEnum

Permissible Values

Value	Meaning	Description
OIS Compounding	None	A calculation methodology using the ISDA-defined OIS compounding formula
Overnight Averaging	None	A calculation methodology using the arithmetic mean
Compounded Index	None
All-In Compounded Index	None

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: FloatingRateIndexCalculationMethodEnum
description: 3rd level ISDA FRO category.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  OIS Compounding:
    text: OIS Compounding
    description: A calculation methodology using the ISDA-defined OIS compounding
      formula.
    aliases:
    - OISCompound
  Overnight Averaging:
    text: Overnight Averaging
    description: A calculation methodology using the arithmetic mean.
    aliases:
    - Average
  Compounded Index:
    text: Compounded Index
    aliases:
    - Compounded
  All-In Compounded Index:
    text: All-In Compounded Index
    aliases:
    - AllInCompounded