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Enum: InflationCalculationStyleEnum

Indicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon).

URI: common_domain_model:InflationCalculationStyleEnum

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
name: InflationCalculationStyleEnum
description: Indicates the style of how the inflation index calculates the payment
(e.g. YearOnYear, ZeroCoupon).
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_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.