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interest_basis_convention

1. Description​

The Frequency Calculation Type is used to derive the frequency from a field.

3. Required Fields​

  • name: Output Field Name.
  • data_type: Output Field Type.
  • derivation
    • derivation_type: The calculation type used to derive this output field, which for interest basis convention is "INTEREST_BASIS_CONVENTION".
    • req_fields
      • name: Field name from the input metadata / output config for the interest basis field.
      • act_by_act_values: All the values to be looked up for Actual By Actual basis.
      • act_by_365_values: All the values to be looked up for Actual By 365 basis.
      • act_by_360_values: All the values to be looked up for Actual By 360 basis.
      • thirty_by_360_values: All the values to be looked up for Thirty By 360 basis.
      • default_int_basis: Default Interest Basis convention when none of the above values defined gets satisfied by the field.

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4. Example​


{
    "name": "interest_accrual_basis",
    "data_type": "String",
    "derivation": {
        "derivation_type": "INTEREST_BASIS_CONVENTION",
        "req_fields": {
            "name": "accrual_basis",
            "act_by_act_values": [
                "ACT",
                "ACTBYACT",
                "ACT/ACT",
                "ACTUAL/ACTUAL",
                "ACTUALBYACTUAL"
            ],
            "act_by_365_values": [
                "365",
                "ACTBY365",
                "ACT/365",
                "ACTUAL/365",
                "ACTUALBY365"
            ],
            "act_by_360_values": [
                "360",
                "ACTBY360",
                "ACT/360",
                "ACTUAL/360",
                "ACTUALBY360"
            ],
            "thirty_by_360_values": [
                "30BY360",
                "30/360",
                "THIRTYBY360"
            ],
            "default_int_basis": "ActualbyActual"
        }
    }
}