FloatingRateIndexStyleEnum
Enum CDM 7.2.0Second level ISDA FRO category.
Values 10
Namespace cdm.observable.asset.fro
Values
10 permitted values. The display name is the form that appears on the wire and in FpML.
| Value | Display name | Description |
|---|---|---|
| AverageFRO | Average FRO | An ISDA-defined calculated rate done using arithmetic averaging. |
| CompoundedFRO | — | An ISDA-defined calculated rate done using arithmetic averaging. |
| CompoundedIndex | Compounded Index | A published index calculated using compounding. |
| Index | Index | A published index using a methodology defined by the publisher, e.g. S&P 500. |
| Other | Other | — |
| Overnight | Overnight Rate | — |
| PublishedAverage | Published Average Rate | A published rate computed using an averaging methodology. |
| SpecifiedFormula | Specified Formula | — |
| SwapRate | Swap Rate | A rate representing the market rate for swaps of a given maturity. |
| TermRate | Term Rate | A rate specified over a given term, such as a libor-type rate. |
Referenced by
1 type holds a FloatingRateIndexStyleEnum as an attribute.
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