CollateralInterestCalculationParameters
Type CDM 7.2.0Represents parameters for calculating the amount the floating interest calculation, e.g. for a single currency or defaults for all currencies.
Extends —
Extended by —
Attributes 9
Namespace cdm.product.collateral
Attributes
All 9 declared on CollateralInterestCalculationParameters. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| fixedRate | number | 0..1 | Specifies the applicable fixed rate if used. |
| floatingRate | CollateralAgreementFloatingRate | 0..1 | Specifies the floating interest rate to be used. |
| inBaseCurrency | boolean | 1..1 | If True, specifies that the interest transfers should be converted to base currency equivalent, or if False specifies that the transfer should be in the currency of the collateral. |
| compoundingType | CompoundingTypeEnum | 0..1 | Specifies the type of compounding to be applied (None, Business, Calendar). |
| compoundingBusinessCenter | BusinessCenter | 0..* | Specifies the applicable business centers for compounding. |
| dayCountFraction | DayCountFractionEnum | 1..1 | Specifies the day count fraction to use for that currency. |
| rounding | Rounding | 0..1 | Specifies the rounding rules for settling in that currency. |
| roundingFrequency | RoundingFrequencyEnum | 0..1 | Specifies when/how often is rounding applied? |
| withholdingTaxRate | number | 0..1 | Specifies the withholding tax rate if a withholding tax is applicable. |
Conditions
Validation rules the model enforces on this type, in Rune. An instance that breaks one of these is invalid CDM, whatever produced it.
InterestRate Condition
required choice fixedRate, floatingRate DCF Condition
dayCountFraction = DayCountFractionEnum -> ACT_360
or dayCountFraction = DayCountFractionEnum -> ACT_365_FIXED CompoundingBC1 Condition
if compoundingType = CompoundingTypeEnum -> Business
then compoundingBusinessCenter exists CompoundingBC2 Condition
if compoundingType <> CompoundingTypeEnum -> Business
then compoundingBusinessCenter is absentReferenced by
1 type holds a CollateralInterestCalculationParameters as an attribute.
Open CollateralInterestCalculationParameters in the Model Browser
Walk the tree and the reference graph interactively, and switch releases to see how the type has changed. Free, no signup.