DiscountingMethod
Type CDM 7.2.0A data defining: discounting information. The 2000 ISDA definitions, section 8.4. discounting (related to the calculation of a discounted fixed amount or floating amount) apply. This type must only be included if discounting applies.
Attributes
All 3 declared on DiscountingMethod. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| discountingType | DiscountingTypeEnum | 1..1 | The discounting method that is applicable. |
| discountRate | number | 0..1 | A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount. A discount amount of 5% would be represented as 0.05. |
| discountRateDayCountFraction | DayCountFractionEnum | 0..1 | A discount day count fraction to be used in the calculation of a discounted amount. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
if discountRateDayCountFraction exists
then discountRate existsReferenced by
1 type holds a DiscountingMethod as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| MapFraDiscountingMethod | returns | — |
| MapFraToFixedInterestRatePayout | takes | — |
| MapFraToFloatingInterestRatePayout | takes | — |
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