DiscountingTypeEnum
Enum CDM 7.2.0The enumerated values to specify the method of calculating discounted payment amounts. This enumerations combines the FpML DiscountingTypeEnum and FraDiscountingEnum enumerations.
Values 4
Namespace cdm.product.asset
Values
4 permitted values.
| Value | Description |
|---|---|
| Standard | As specified by the 2006 ISDA Definitions, Section 8.4. Discounting, paragraph (a). |
| FRA | As specified by the 2006 ISDA Definitions, Section 8.4. Discounting, paragraph (b). |
| FRAYield | As specified by the 2006 ISDA Definitions, Section 8.4. Discounting, paragraph (e). |
| AFMA | As specified by the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions. This discounting method should not be used for a trade documented under a legal framework where the 2006 ISDA Definitions have been incorporated. |
Referenced by
1 type holds a DiscountingTypeEnum 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 |
|---|---|---|
| MapDiscountingTypeEnum | returns | — |
Open DiscountingTypeEnum in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the enumeration has changed. Free, no signup.