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Enum: RateTreatmentEnum

The enumerated values to specify the methods for converting rates from one basis to another.

URI: common_domain_model:RateTreatmentEnum

Value Meaning Description
BondEquivalentYield None Bond Equivalent Yield
MoneyMarketYield None Money Market Yield
Name Description
rateTreatment The specification of any rate conversion which needs to be applied to the obs…
name: RateTreatmentEnum
description: The enumerated values to specify the methods for converting rates from
one basis to another.
from_schema: https://w3id.org/lmodel/common-domain-model
rank: 1000
permissible_values:
BondEquivalentYield:
text: BondEquivalentYield
description: Bond Equivalent Yield. Per Annex to the 2000 ISDA Definitions (June
2000 Version), Section 7.3. Certain General Definitions Relating to Floating
Rate Options, paragraph (g).
MoneyMarketYield:
text: MoneyMarketYield
description: Money Market Yield. Per Annex to the 2000 ISDA Definitions (June
2000 Version), Section 7.3. Certain General Definitions Relating to Floating
Rate Options, paragraph (h).