CollectFloatingRateOptionInstruction
Type CDM 7.2.0Instruction that identifies the floating rate index and the trade date required for downstream Floating Rate Option Data retrieval.
Extends —
Extended by —
Attributes 2
Namespace cdm.event.instructioncomposition.reset
Attributes
All 2 declared on CollectFloatingRateOptionInstruction. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| floatingRateIndex | FloatingRateIndexEnum | 1..1 | — |
| tradeDate | date | 1..1 | — |
Referenced by
1 type holds a CollectFloatingRateOptionInstruction as an attribute.
Functions
Model functions that produce or consume this type. These are the CDM's own behaviour — the logic a correct implementation has to match.
| Function | Role | Description |
|---|---|---|
| Create_CollectFloatingRateOptionInstruction | returns | This function generates the Instruction Composition step instruction necessary to collect the Floating Rate Option data by extracting the floating rate index name from the floating leg. |
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