FallbackRateParameters
Type CDM 7.2.0Defines the structure needed to represent fallback rate parameters. This type is used to represent modular computed rates in interestRatePayouts.
Extends —
Extended by —
Attributes 4
Namespace cdm.observable.asset.calculatedrate
Attributes
All 4 declared on FallbackRateParameters. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| floatingRateIndex | FloatingRateIndexEnum | 1..1 | The floating rate index that is used as the basis of the fallback rate. |
| effectiveDate | date | 0..1 | The date the fallback rate takes effect. |
| calculationParameters | FloatingRateCalculationParameters | 0..1 | Support for modular calculated rates, such such as lockout compound calculations. |
| spreadAdjustment | number | 0..1 | The economic spread applied to the underlying fallback rate to replicate the original risky rate. |
Referenced by
1 type holds a FallbackRateParameters as an attribute.
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