FINXIS.

CalculateResetInstruction

Type CDM 7.2.0

Defines the information needed to create a Reset Instruction for the Reset Business Event.

Extends —
Extended by —
Attributes 3
Namespace cdm.event.common

Attributes

All 3 declared on CalculateResetInstruction. Cardinality in amber is required.

NameTypeCard.Description
payout Payout 1..* —
rateRecordDate date 0..1 Specifies the 'Rate Record Day' for a Fallback rate. Fallback rate fixing processes typically set the fixing rate in arrears, i.e., the Fallback Rate corresponding to a Rate Record Date is set at the end of the interest accural period. When this applies, Reset->resetDate occurs at the end of the interest period, and the Reset->rateRecordDate occurs near the start of the interest period. The Reset->rateRecordDate and Reset->observations->observationIdentifier->observationDate will differ if a Fallback rate is unavailable on the Rate Record Date, and the latest previous available rate is used as the observation.
resetDate date 1..1 Specifies the date on which the reset is occuring.

Functions

Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.

FunctionRoleDescription
CalculateReset takes Function specification to calculate a reset.

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Parsed from CDM 7.2.0 · event-common-type.rosetta cdm.event.common