{"openapi":"3.0.4","info":{"title":"InflationSwap","version":"0.0.1"},"paths":{},"components":{"schemas":{"InflationSwap":{"description":"LUSID representation of an Inflation Swap.\r\nThe implementation supports the following swap types:\r\n* Zero Coupon inflation swap, with a single payment at maturity.\r\n* LPI Swap (capped and floored)\r\n* Year on Year inflation swap\r\n            \r\nThis instrument has multiple legs, to see how legs are used in LUSID see [knowledge base article KA-02252](https://support.lusid.com/knowledgebase/article/KA-02252).\r\n            \r\n| Leg Index | Leg Identifier | Description |\r\n| --------- | -------------- | ----------- |\r\n| 1 | InflationLeg | Cash flows with a rate relating to an underlying inflation index. |\r\n| 2 | FixedLeg | Cash flows with a fixed rate. |\r\n| 3 | AdditionalPayments | Cash flows relating to any additional payments (optional). |","required":["fixedLeg","inflationLeg","instrumentType","maturityDate","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"},"inflationLeg":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/InflationLeg"},"fixedLeg":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/FixedLeg"},"additionalPayments":{"type":"array","items":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/AdditionalPayment"},"description":"Optional additional payments at a given date e.g. to level off an uneven inflation swap.\r\nThe dates must be distinct and either all payments are Pay or all payments are Receive.","nullable":true},"timeZoneConventions":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/TimeZoneConventions"},"instrumentType":{"type":"string","enum":["InflationSwap"]}},"title":"InflationSwap"}}}}