{"openapi":"3.0.4","info":{"title":"CdsFlowConventions","version":"0.0.1"},"paths":{},"components":{"schemas":{"CdsFlowConventions":{"required":["currency","dayCountConvention","paymentCalendars","paymentFrequency","resetCalendars","rollConvention"],"type":"object","properties":{"rollFrequency":{"maxLength":16,"minLength":0,"type":"string","description":"The frequency at which the reference bonds are updated, this defaults to 6M, but can be 3M, exp for historically issued products.\r\n\r\nFor more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)","nullable":true},"currency":{"type":"string","description":"Currency of the flow convention."},"paymentFrequency":{"maxLength":50,"minLength":0,"type":"string","description":"When generating a multiperiod flow, or when the maturity of the flow is not given but the start date is,\r\nthe tenor is the time-step from the anchor-date to the nominal maturity of the flow prior to any adjustment."},"dayCountConvention":{"maxLength":50,"minLength":0,"type":"string","description":"when calculating the fraction of a year between two dates, what convention is used to represent the number of days in a year\r\nand difference between them.\r\nFor more information on day counts, see [knowledge base article KA-01798](https://support.lusid.com/knowledgebase/article/KA-01798)\r\n            \r\nSupported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]."},"rollConvention":{"maxLength":50,"minLength":0,"type":"string","description":"For backward compatibility, this can either specify a business day convention or a roll convention. If the business\r\nday convention is provided using the BusinessDayConvention property, this must be a valid roll convention.\r\n            \r\nWhen used as a roll convention:\r\nThe conventions specifying the rule used to generate dates in a schedule.\r\n\r\nSupported string (enumeration) values are: [None, EndOfMonth, IMM, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, FirstMonday, FirstTuesday, FirstWednesday, FirstThursday, FirstFriday, SecondMonday, SecondTuesday, SecondWednesday, SecondThursday, SecondFriday, ThirdMonday, ThirdTuesday, ThirdWednesday, ThirdThursday, ThirdFriday, FourthMonday, FourthTuesday, FourthWednesday, FourthThursday, FourthFriday, LastMonday, LastTuesday, LastWednesday, LastThursday, LastFriday].\r\n            \r\nWhen in backward compatible mode:\r\nSupported string (enumeration) values are: [NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing]."},"paymentCalendars":{"type":"array","items":{"type":"string"},"description":"An array of strings denoting holiday calendars that apply to generation of payment schedules."},"resetCalendars":{"type":"array","items":{"type":"string"},"description":"An array of strings denoting holiday calendars that apply to generation of reset schedules."},"settleDays":{"type":"integer","description":"Number of Good Business Days between the trade date and the effective or settlement date of the instrument. Defaults to 0 if not set.","format":"int32"},"resetDays":{"type":"integer","description":"The number of Good Business Days between determination and payment of reset. Defaults to 0 if not set.","format":"int32"},"businessDayConvention":{"type":"string","description":"When generating a set of dates, what convention should be used for adjusting dates that coincide with a non-business day. Available values: NoAdjustment, None, Previous, P, Following, F, ModifiedPrevious, MP, ModifiedFollowing, MF, HalfMonthModifiedFollowing, Nearest, Invalid.","nullable":true},"scope":{"maxLength":256,"minLength":1,"pattern":"^[a-zA-Z0-9\\-_]+$","type":"string","description":"The scope used when updating or inserting the convention.","nullable":true},"code":{"maxLength":256,"minLength":1,"pattern":"^[a-zA-Z0-9\\-_]+$","type":"string","description":"The code of the convention.","nullable":true}},"additionalProperties":false,"title":"CdsFlowConventions"}}}}