Enum: InflationCalculationMethodEnum

Indicates how to use the inflation index to calculate the payment (e.g. Ratio, Return, Spread). Added for Inflation Asset Swap

URI: common_domain_model:InflationCalculationMethodEnum

Permissible Values

Value	Meaning	Description
Ratio	None	(Inflation Index Final / Inflation Index Base)
Return	None	(Inflation Index Final / Inflation Index Base -1)
Spread	None	Inflation Index Final - Inflation Index Base)

Identifier and Mapping Information

Schema Source

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

LinkML Source

name: InflationCalculationMethodEnum
description: Indicates how to use the inflation index to calculate the payment (e.g.
  Ratio, Return, Spread). Added for Inflation Asset Swap
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
  Ratio:
    text: Ratio
    description: (Inflation Index Final / Inflation Index Base). Inflation Index Final
      is inflation index for Reference Month that is the Lag number of months prior
      to Payment Date (subject to interpolation). Inflation Index Base subject to
      the Calculation Style. Used in inflation asset swaps to calculate the inflation
      coupons and principal exchange.
  Return:
    text: Return
    description: (Inflation Index Final / Inflation Index Base -1). Inflation Index
      Final is the inflation index for Reference Month that is the Lag number of months
      prior to Payment Date (subject to interp). Inflation Index Base subject to the
      Calculation Style. Used in market standard ZC Inflation swaps.
  Spread:
    text: Spread
    description: Inflation Index Final - Inflation Index Base). Inflation Index Final
      is Index for Ref month the Lag months prior to Payment Date (subject to interp).
      Inflation Index Base subject to the Calculation Style. Typically used for fixing
      locks.