{"openapi":"3.0.4","info":{"title":"Compounding","version":"0.0.1"},"paths":{},"components":{"schemas":{"Compounding":{"required":["compoundingMethod","resetFrequency"],"type":"object","properties":{"averagingMethod":{"maxLength":32,"minLength":0,"type":"string","description":"Defines whether a weighted or unweighted average is used when calculating the average rate.\r\nIt applies only when CompoundingMethod = ‘Averaging‘.\r\n\r\nDefault value: None. Available values: None, Unweighted, Weighted, UnweightedIncludingWeekends.","nullable":true},"calculationShiftMethod":{"type":"string","description":"Defines which resets and day counts are used for the rate calculation\r\n\r\nDefault value: NoShift. Available values: Lookback, NoShift, ObservationPeriodShift, Lockout.","nullable":true},"compoundingMethod":{"minLength":1,"type":"string","description":"If the interest rate is simple, compounded or using a pre-computed compounded index.\r\n\r\nSupported string (enumeration) values are: [Averaging, Compounding, CompoundedIndex, NonCumulativeCompounding]."},"resetFrequency":{"minLength":1,"type":"string","description":"The interest payment frequency.\r\n\r\nFor more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)"},"shift":{"type":"integer","description":"Defines the number of days to lockout or shift observation period by - should be a non-negative integer.\r\nDefaults to 0 if not set.","format":"int32"},"spreadCompoundingMethod":{"maxLength":32,"minLength":0,"type":"string","description":"Defines how the computed leg spread is applied to compounded rate.\r\nIt applies only when CompoundingMethod = ‘Compounding‘ or ‘CompoundedIndex‘.\r\n\r\nAvailable compounding methods:\r\n\r\n| Method | Description |\r\n| ------ | ----------- |\r\n| Straight | Compounding rate in each compound period includes the spread. |\r\n| Flat | Compounding rate does not include the spread, and the spread is used for simple interest in each compound period. |\r\n| SpreadExclusive | Compounding rate does not include the spread, and the spread is used for simple interest for whole accrual period. |\r\n\r\nThe values \"IsdaCompounding\", \"NoCompounding\", \"IsdaFlatCompounding\", and \"None\" are accepted for compatibility\r\nwith existing instruments and their use is discouraged.\r\n\r\nSupported string (enumeration) values are: [Straight, IsdaCompounding, NoCompounding, SpreadExclusive, IsdaFlatCompounding, Flat, None].\r\nDefaults to \"None\" if not set.","nullable":true},"roundingPrecision":{"type":"integer","description":"Defines the number of decimal places the compounded rate (expressed as a decimal) should be rounded to.\r\nThis is an optional field, leaving it blank will mean no rounding takes place in Compounding.","format":"int32","nullable":true}},"additionalProperties":false,"description":"The compounding settings used on interest rate.","title":"Compounding"}}}}