{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset",
  "type": "object",
  "title": "BondPriceAndYieldModel",
  "description": " Bond price and yield valuation model for the security leg in a securities financing transaction, closely modelled onto the BondPriceAndYield.model in FpML.",
  "properties": {
    "cleanOrDirtyPrice": {
      "description": "Either the clean or dirty price of the bond.",
      "$ref": "cdm-observable-asset-CleanOrDirtyPrice.schema.json"
    },
    "relativePrice": {
      "description": "Bond price relative to a Benchmark.",
      "$ref": "cdm-observable-asset-RelativePrice.schema.json"
    },
    "yieldToMaturity": {
      "description": "Price specified as a yield to maturity.",
      "type": "number"
    },
    "inflationFactor": {
      "description": "The inflation factor is specified for inflation-linked products which require some additional elements to calculate prices correctly.",
      "type": "number"
    },
    "allInPrice": {
      "description": "Bond all-in-price which is a price that includes all relevant price adjustments (i.e. accrued interest, haircut or margin ratio, inflation factor,etc.). It expresses a price in terms of percentage of nominal amount.",
      "type": "number"
    }
  }
}