{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.product.asset.floatingrate",
  "type": "string",
  "title": "FloatingRateIndexProcessingTypeEnum",
  "description": "This enumeration provides guidance on how to process a given floating rate index.  It's based on the ISDA Floating Rate Index information, but transforms it into the specific categories needed for calculation ",
  "enum": [
    "CompoundIndex",
    "Modular",
    "OIS",
    "OvernightAvg",
    "RefBanks",
    "Screen"
  ],
  "oneOf": [
    {
      "enum": [
        "CompoundIndex"
      ],
      "title": "CompoundIndex",
      "description": "A published index calculated using compounding; the implied rate must be backed out."
    },
    
    {
      "enum": [
        "Modular"
      ],
      "title": "Modular",
      "description": "These are calculated by the calculation agent based on deal-specific parameters (e.g. lookback compound based on an RFR)."
    },
    
    {
      "enum": [
        "OIS"
      ],
      "title": "OIS",
      "description": "These are calculated by the calculation agent based on a standard OIS FRO definition."
    },
    
    {
      "enum": [
        "OvernightAvg"
      ],
      "title": "OvernightAvg",
      "description": "These are calculated by the calculation agent based on a standard overnight averaging FRO definition."
    },
    
    {
      "enum": [
        "RefBanks"
      ],
      "title": "RefBanks",
      "description": "These must be looked up using a manual process"
    },
    
    {
      "enum": [
        "Screen"
      ],
      "title": "Screen",
      "description": "These values are just looked up from the screen and applied."
    }
  ]
}