{"openapi":"3.0.4","info":{"title":"InflationLeg","version":"0.0.1"},"paths":{},"components":{"schemas":{"InflationLeg":{"description":"LUSID representation of an Inflation Leg.\r\nThis leg instrument is part of the InflationSwap instrument, but can also be used as a standalone instrument.\r\nThe implementation supports the following inflation leg types:\r\n* Zero Coupon inflation leg (CPI Leg), with a single payment at maturity.\r\n* Year on Year inflation leg\r\n* LPI Swap Leg (capped and floored YoY)","required":["calculationType","flowConventions","inflationIndexConventions","instrumentType","maturityDate","notional","startDate"],"type":"object","properties":{"startDate":{"type":"string","description":"The start date of the instrument. This is normally synonymous with the trade-date.","format":"date-time"},"maturityDate":{"type":"string","description":"The final maturity date of the instrument. This means the last date on which the instruments makes a payment of any amount.\r\nFor the avoidance of doubt, that is not necessarily prior to its last sensitivity date for the purposes of risk; e.g. instruments such as\r\nConstant Maturity Swaps (CMS) often have sensitivities to rates that may well be observed or set prior to the maturity date, but refer to a termination date beyond it.","format":"date-time"},"flowConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/FlowConventions"},"baseCPI":{"type":"number","description":"Optional BaseCPI, if specified it will be used in place of BaseCPI(StartDate).\r\nThis should not be required for standard inflation swaps.","format":"double","nullable":true},"calculationType":{"maxLength":32,"minLength":0,"type":"string","description":"The calculation type.\r\nZeroCoupon is used for CPILegs where there is a single payment at maturity of\r\nNotional * (CPI(T) / CPI(T0) - 1)\r\nwhere CPI(T0) is the BaseCPI of this leg\r\nYearOnYear is used for YoY and LPI swap legs where there is a series of annual payments\r\nNotional * dayCount * (CPI(t) / CPI(t-1) - 1)\r\nIf a cap and floor is added to this it becomes an LPI swap leg.\r\nCompounded is used for inflation swap legs where there is a series of annual payments\r\nNotional * dayCount * (CPI(t) / CPI(T0) - 1)\r\ni.e. the BaseCPI is used every year. These swaps are not as common as CPI or\r\n\r\nSupported string (enumeration) values are: [ZeroCoupon, YearOnYear, Compounded]."},"capRate":{"type":"number","description":"Optional cap, needed for LPI Legs or CPI Legs with Caps","format":"double","nullable":true},"floorRate":{"type":"number","description":"Optional floor, needed for LPI Legs or CPI Legs with Floors.","format":"double","nullable":true},"inflationIndexConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/InflationIndexConventions"},"notional":{"type":"number","description":"The notional","format":"double"},"payReceive":{"maxLength":32,"minLength":0,"type":"string","description":"PayReceive flag for the inflation leg.\r\nThis field is optional and defaults to Pay.\r\n\r\nSupported string (enumeration) values are: [Pay, Receive].","nullable":true},"timeZoneConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/TimeZoneConventions"},"instrumentType":{"type":"string","enum":["InflationLeg"]}},"title":"InflationLeg"}}}}