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RELEASE.md

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Product Model - Inflation Swaps - calculationMethod and calculationStyle

What is being released?

This release adds the following fields:

  • calculationMethod. This field will be added as an enum. The enum will contain the following values:
    • Ratio
    • Return
    • Spread
  • calculationStyle. This field will be added as an enum. The enum will contain the following values:
    • YearOnYear
    • ZeroCoupon

These fields can be found under the following paths:

  • For calculationMethod, please use - InterestRatePayout -> rateSpecification -> inflationRate -> calculationMethod
  • For calculationStyle, please use - InterestRatePayout -> rateSpecification -> inflationRate -> calculationStyle

The enum values can be found under the following paths:

  • For calculationMethod, a new enum called InflationCalculationMethodEnum was added. This can be found at rosetta-source/src/main/rosetta/observable-asset-calculatedrate-enum.rosetta
  • For calculationStyle, a new enum called InflationCalculationStyleEnum was added. This can be found at rosetta-source/src/main/rosetta/observable-asset-calculatedrate-enum.rosetta

Review Directions

In the CDM Portal, select the Textual Browser and inspect each of the changes identified above.