Discounting

A type defining discounting information. The 2000 ISDA definitions, section 8.4. discounting (related to the calculation of a discounted fixed amount or floating amount) apply. This type must only be included if discounting applies.

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
discountingType	DiscountingTypeEnum	The discounting method that is applicable.	Discounting type.		0-1, afr
discountRate	xsd:decimal	A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount. A discount amount of 5% would be represented as 0.05.	Discount rate.		0-1, afr
discountRateDayCountFraction	DayCountFraction	A discount day count fraction to be used in the calculation of a discounted amount.	Discount rate day count fraction.		0-1, afr

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Discounting

discountingType(DiscountingTypeEnum)

	The discounting method that is applicable.
	Standard;FRA;FRAYield;

discountRate(decimal)

A discount rate, expressed as a decimal, to be used in the calculation of a discounted amount. A discount amount of 5% would be represented as 0.05.

discountRateDayCountFraction(DayCountFraction)

A discount day count fraction to be used in the calculation of a discounted amount.