FloatingRateIndexCalculationMethodEnum
Enum CDM 7.2.03rd level ISDA FRO category.
Values 4
Namespace cdm.observable.asset.fro
Values
4 permitted values. The display name is the form that appears on the wire and in FpML.
| Value | Display name | Description |
|---|---|---|
| OISCompound | OIS Compounding | A calculation methodology using the ISDA-defined OIS compounding formula. |
| Average | Overnight Averaging | A calculation methodology using the arithmetic mean. |
| Compounded | Compounded Index | — |
| AllInCompounded | All-In Compounded Index | — |
Referenced by
1 type holds a FloatingRateIndexCalculationMethodEnum as an attribute.
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