FloatingRateIndexPeriodObservationTypeEnum
Enum CDM 7.4.0Defines the observation pattern for a floating rate index period.
Values 3
Namespace cdm.observable.asset.fro
Values
3 permitted values.
| Value | Description |
|---|---|
| Single | Single observation date pattern (e.g., term rate / screen rate). |
| Multiple | Multiple observation dates pattern requiring a date range generation. |
| CompoundedIndex | Compounded Index pattern requiring start and end dates. |
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 |
|---|---|---|
| DetermineObservationType | returns | Evaluates the Floating Rate Index properties and methodologies to determine the Observation Type. |
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