FINXIS.

CalculatedRateObservations

Type CDM 7.2.0

Type for reporting observations that went into the final reported rate.

Extends —
Extended by —
Attributes 4
Namespace cdm.observable.asset.calculatedrate

Attributes

All 4 declared on CalculatedRateObservations. Cardinality in amber is required.

NameTypeCard.Description
observationDates date 0..* The observation date upon which the rate is observed.
weights number 0..* The corresponding weight for each date.
observedRates number 0..* The value observed for that date
processedRates number 0..* The value after any processing, such as application of caps or floors.

Referenced by

1 type holds a CalculatedRateObservations as an attribute.

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Parsed from CDM 7.2.0 · observable-asset-calculatedrate-type.rosetta cdm.observable.asset.calculatedrate