{"openapi":"3.0.4","info":{"title":"FloatSchedule","version":"0.0.1"},"paths":{},"components":{"schemas":{"FloatSchedule":{"description":"Schedule for floating rate coupon payments.","required":["paymentCurrency","scheduleType"],"type":"object","properties":{"startDate":{"type":"string","description":"Date from which LUSID starts generating the payment schedule.","format":"date-time"},"maturityDate":{"type":"string","description":"Last date of the payment generation schedule. May not necessarily be the maturity date\r\nof the underlying instrument (e.g. in case the instrument has multiple payment schedules).","format":"date-time"},"flowConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/FlowConventions"},"conventionName":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/FlowConventionName"},"exDividendDays":{"type":"integer","description":"Optional. Number of calendar days in the ex-dividend period.\r\nIf the settlement date falls in the ex-dividend period then the coupon paid is zero and the accrued interest is negative.\r\nIf set, this must be a non-negative number.\r\nIf not set, or set to 0, then there is no ex-dividend period.\r\n            \r\nNOTE: This field is deprecated.  If you wish to set the ExDividendDays on a bond, please use the ExDividendConfiguration.","format":"int32","nullable":true},"indexConventionName":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/FlowConventionName"},"indexConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/IndexConvention"},"notional":{"type":"number","description":"Scaling factor, the quantity outstanding on which the rate will be paid.","format":"double"},"paymentCurrency":{"type":"string","description":"Payment currency. This does not have to be the same as the nominal bond or observation/reset currency."},"spread":{"type":"number","description":"Spread over floating rate given as a fraction.","format":"double"},"stubType":{"type":"string","description":"When a payment schedule doesn't have regular payment intervals just because of the\r\nfirst and/or last coupons of the schedule, we call those irregular coupons stubs.\r\nThis configuration specifies what type of stub is used when building the schedule\r\nSupported values are:\r\nNone = this is a regular payment schedule with no stubs. DO NOT use it with irregular schedules or you will get incorrect and unexpected behaviour.\r\nShortFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is shorter than the regular payment period.\r\nShortBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is shorter than the regular payment period.\r\nLongFront = this is an irregular payment schedule where only the first coupon is irregular, and covers a payment period that is longer than the regular payment period.\r\nLongBack = this is an irregular payment schedule where only the last coupon is irregular, and covers a payment period that is longer than the regular payment period.\r\nBoth = this is an irregular payment schedule where both the first and the last coupons are irregular, and the length of these periods is calculated based on the first coupon payment date that should have been explicitly set.","nullable":true},"exDividendConfiguration":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/ExDividendConfiguration"},"compounding":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/Compounding"},"resetConvention":{"maxLength":16,"minLength":0,"type":"string","description":"Control how resets are generated relative to payment convention(s).\r\n\r\nDefault value: InAdvance. Available values: InAdvance, InArrears.","nullable":true},"useAnnualisedDirectRates":{"type":"boolean","description":"Flag indicating whether to use daily updated annualised interest\r\nrates for calculating the accrued interest. Defaults to false."},"capRate":{"type":"number","description":"The maximum floating rate which a cashflow can accrue.","format":"double","nullable":true},"floorRate":{"type":"number","description":"The minimum floating rate which a cashflow can accrue.","format":"double","nullable":true},"scheduleType":{"type":"string","enum":["FloatSchedule"]}},"title":"FloatSchedule"}}}}