Skip to content
common-domain-model

Enum: FloatingRateIndexStyleEnum

Second level ISDA FRO category.

URI: common_domain_model:FloatingRateIndexStyleEnum

Permissible Values

Section titled “Permissible Values”
Value Meaning Description
Average FRO None An ISDA-defined calculated rate done using arithmetic averaging
Compounded FRO None An ISDA-defined calculated rate done using arithmetic averaging
Compounded Index None A published index calculated using compounding
Index None A published index using a methodology defined by the publisher, e
Other None
Overnight Rate None
Published Average Rate None A published rate computed using an averaging methodology
Specified Formula None
Swap Rate None A rate representing the market rate for swaps of a given maturity
Term Rate None A rate specified over a given term, such as a libor-type rate

Slots

Section titled “Slots”
Name Description
indexStyle The ISDA FRO style (e

Identifier and Mapping Information

Section titled “Identifier and Mapping Information”

Schema Source

Section titled “Schema Source”

LinkML Source

Section titled “LinkML Source”
name: FloatingRateIndexStyleEnum
description: Second level ISDA FRO category.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Average FRO:
    text: Average FRO
    description: An ISDA-defined calculated rate done using arithmetic averaging.
    aliases:
    - AverageFRO
  Compounded FRO:
    text: Compounded FRO
    description: An ISDA-defined calculated rate done using arithmetic averaging.
    aliases:
    - CompoundedFRO
  Compounded Index:
    text: Compounded Index
    description: A published index calculated using compounding.
    aliases:
    - CompoundedIndex
  Index:
    text: Index
    description: A published index using a methodology defined by the publisher, e.g.
      S&P 500.
  Other:
    text: Other
  Overnight Rate:
    text: Overnight Rate
    aliases:
    - Overnight
  Published Average Rate:
    text: Published Average Rate
    description: A published rate computed using an averaging methodology.
    aliases:
    - PublishedAverage
  Specified Formula:
    text: Specified Formula
    aliases:
    - SpecifiedFormula
  Swap Rate:
    text: Swap Rate
    description: A rate representing the market rate for swaps of a given maturity.
    aliases:
    - SwapRate
  Term Rate:
    text: Term Rate
    description: A rate specified over a given term, such as a libor-type rate.
    aliases:
    - TermRate