FixedAmountCalculationDetails
Type CDM 7.2.0Type for reporting the detailed results of calculating a cash flow for a calculation period. This is enhanced relative to the FpML-based cashflows structure to allow more information to be returned about daily compounded rates.
Extends —
Extended by —
Attributes 5
Namespace cdm.product.asset
Attributes
All 5 declared on FixedAmountCalculationDetails. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| calculationPeriod | CalculationPeriodBase | 1..1 | The calculation period for which the floating calculation was performed. |
| calculationPeriodNotionalAmount | Money | 1..1 | The notional in effect during the calculation period. |
| fixedRate | number | 1..1 | The value of the fixed rate that was used. |
| yearFraction | number | 1..1 | The fraction of a year that this calculation represents, according to the day count fraction method. |
| calculatedAmount | number | 1..1 | The amount of the cash flow that was computed, including any spreads and other processing. |
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 |
|---|---|---|
| FixedAmountCalculation | returns | Calculates the fixed amount for a calculation period by looking up the notional and the fixed rate and multiplying by the year fraction. |
Open FixedAmountCalculationDetails 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.