{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.asset.floatingrate",
  "type": "object",
  "title": "FloatingRateProcessingParameters",
  "description": "Type to hold the processing parameters that should be or were used to calculate a floating amount.  These parameters can vary over a schedule so this type holds the acutal values applicable to this calculation.",
  "properties": {
    "initialRate": {
      "description": "The rate to be applied for the initial period.",
      "$ref": "cdm-observable-asset-Price.schema.json"
    },
    "multiplier": {
      "description": "floating rate multiplier.",
      "type": "number"
    },
    "spread": {
      "description": "spread to be added to the floating rate.",
      "type": "number"
    },
    "treatment": {
      "description": "US rate treatment (Bond Equivalent Yield or Money Market Yield, if applicable.",
      "$ref": "cdm-product-asset-RateTreatmentEnum.schema.json"
    },
    "capRate": {
      "description": "capt to be applied to the floating rate.",
      "type": "number"
    },
    "floorRate": {
      "description": "floor to be applied to the floating rate.",
      "type": "number"
    },
    "rounding": {
      "description": "THe final rate rounding to be applied.",
      "$ref": "cdm-base-math-Rounding.schema.json"
    },
    "negativeTreatment": {
      "description": "How to handle negative interest rates.",
      "$ref": "cdm-product-asset-NegativeInterestRateTreatmentEnum.schema.json"
    }
  }
}