Enum: InflationCalculationStyleEnum
Indicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon).
URI: common_domain_model:InflationCalculationStyleEnum
Permissible Values
Section titled “Permissible Values”| Value | Meaning | Description |
|---|---|---|
| YearOnYear | None | YearOnYear means Inflation Index Base is the inflation index for Reference Mo… |
| ZeroCoupon | None | ZeroCoupon means Inflation Index Base used in the CalculationMethod is the in… |
| Name | Description |
|---|---|
| calculationStyle | Indicates the style of how the inflation index calculates the payment (e |
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: InflationCalculationStyleEnumdescription: Indicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon).from_schema: https://w3id.org/lmodel/common-domain-modelrank: 1000permissible_values: YearOnYear: text: YearOnYear description: YearOnYear means Inflation Index Base is the inflation index for Reference Month that is 12 months prior to Inflation Index Final (subject to interpolation). Inflation Index Base is cashflow dependent. ZeroCoupon: text: ZeroCoupon description: ZeroCoupon means Inflation Index Base used in the CalculationMethod is the inflation index for the Reference Month that is the lag number of months prior to Effective Date in the case of a swap, or Bond Interest Accrual Date in the case of an Asset Swap (subject to interpolation). Inflation Index Base has the same value for each inflation cashflow and Principal Exchange calculation within the trade.