{"openapi":"3.0.4","info":{"title":"InflationIndexConventions","version":"0.0.1"},"paths":{},"components":{"schemas":{"InflationIndexConventions":{"required":["currency","inflationIndexName","observationLag"],"type":"object","properties":{"inflationIndexName":{"maxLength":50,"minLength":0,"type":"string","description":"Name of the index, e.g. UKRPI."},"currency":{"type":"string","description":"Currency of the inflation index convention."},"observationLag":{"maxLength":32,"minLength":0,"type":"string","description":"Observation lag. This is a string that must have units of Month.\r\nThis field is typically 3 or 4 months, but can vary, older bonds and swaps have 8 months lag.\r\nFor Bonds with a calculation type of Ratio, this property, if set, must be 0Invalid.\r\n\r\nFor more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)"},"inflationInterpolation":{"maxLength":32,"minLength":0,"type":"string","description":"Inflation Interpolation. This is optional and defaults to Linear if not set.\r\n\r\nSupported string (enumeration) values are: [Linear, Flat].","nullable":true},"inflationFrequency":{"maxLength":32,"minLength":0,"type":"string","description":"Frequency of inflation updated. Optional and defaults to Monthly which is the most common.\r\nHowever both Australian and New Zealand inflation is published Quarterly. Only tenors of 1M or 3M are supported.\r\n\r\nFor more information on tenors, see [knowledge base article KA-02097](https://support.lusid.com/knowledgebase/article/KA-02097)","nullable":true},"inflationRollDay":{"maximum":28,"minimum":1,"type":"integer","description":"Day of the month that inflation rolls from one month to the next. This is optional and defaults to 1, which is\r\nthe typically value for the majority of inflation bonds (exceptions include Japan which rolls on the 10th\r\nand some LatAm bonds which roll on the 15th).","format":"int32","default":1}},"additionalProperties":false,"description":"A set of conventions that describe the conventions for an inflation index.","title":"InflationIndexConventions"}}}}