fpml:FraDiscountingEnum
The method of FRA discounting, if any, that will apply.
See http://www.FpML.org.
Simple type information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-enum-5-5.xsd
Content
Valid value Description ISDA "FRA Discounting" per the ISDA Definitions will apply. AFMA FRA discounting per the Australian Financial Markets Association (AFMA) OTC Financial Product Conventions will apply. Note: Should not be used for a FRA trade documented under a legal framework where the 2006 ISDA Definitions have been incorporated. NONE No discounting will apply. ISDAYield Per ISDA 2006 Definitions, Section 8.4. Discounting, paragraph (e)
Used by
- Element fpml:fraDiscounting
Type inheritance chain
- xsd:token
- fpml:FraDiscountingEnum