{
  "$schema": "http://json-schema.org/draft-04/schema#",
  "$anchor": "cdm.observable.asset.fro",
  "type": "object",
  "title": "FloatingRateIndexCalculationDefaults",
  "description": "This holds the rate calculation defaults applicable for a floating rate index.",
  "properties": {
    "category": {
      "description": "The ISDA FRO category (e.g. screen rate or calculated rate).",
      "$ref": "cdm-observable-asset-fro-FloatingRateIndexCategoryEnum.schema.json"
    },
    "indexStyle": {
      "description": "The ISDA FRO style (e.g. term rate, swap rate, etc).",
      "$ref": "cdm-observable-asset-fro-FloatingRateIndexStyleEnum.schema.json"
    },
    "method": {
      "description": "The ISDA FRO calculation method (e.g. OIS Compounding).",
      "$ref": "cdm-observable-asset-fro-FloatingRateIndexCalculationMethodEnum.schema.json"
    },
    "fixing": {
      "description": "The default fixing details.",
      "type": "array",
      "items": {
        "$ref": "cdm-observable-asset-fro-FloatingRateIndexFixingDetails.schema.json"
      },
      "minItems": 0
    },
    "dayCountFraction": {
      "description": "The default day count fraction.",
      "$ref": "cdm-base-datetime-daycount-DayCountFractionEnum.schema.json"
    },
    "applicableBusinessDays": {
      "description": "The default applicable business days.",
      "$ref": "cdm-base-datetime-BusinessCenters.schema.json"
    },
    "publicationCalendar": {
      "description": "Publication Calendar (e.g. EUR-ICESWAP)",
      "type": "BusinessCenter"
    }
  }
}