FixedRateSpecification
Type CDM 7.2.0Type defining the specification for a fixed rate.
Extends —
Extended by —
Attributes 1
Namespace cdm.product.asset
Attributes
All 1 declared on FixedRateSpecification. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| rateSchedule | RateSchedule | 0..1 | The fixed rate or fixed rate schedule expressed as explicit fixed rates and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in calculationPeriodDatesAdjustments. |
Referenced by
2 types hold a FixedRateSpecification as an attribute.
In the product library
Canonical products whose JSON instantiates FixedRateSpecification. Useful when
you want to see the type populated rather than described.
| Product | Asset class | Family |
|---|---|---|
| CDS 2003 Long Euro Corp Fixed Regular Payment Schedule | Credit | Single-name |
| CDS 2003 Long US Corp Fixed Regular Payment Schedule | Credit | Single-name |
| CDS 2003 Short Asia Corp Fixed Regular Payment Schedule | Credit | Single-name |
| CDS 2003 Short Euro Corp Fixed Regular Payment Schedule | Credit | Single-name |
| CDS 2003 Short US Corp Fixed Regular Payment Schedule | Credit | Single-name |
| CDS Basket | Credit | Basket |
| CDS Basket Tranche | Credit | Tranche |
| CDS Custom Basket | Credit | Basket |
| CDS European Loan Credit Referenceobligation | Credit | Single-name |
| CDS Independent Amount Short US Corp Fixed Standard Payment Schedule. | Credit | Single-name |
| CDS Index Option | Credit | Swaptions |
| CDS iTraxx Index Option | Credit | Swaptions |
| CDS Loan Reference Obligation | Credit | Single-name |
| CDS Loan Secured List | Credit | Single-name |
| CDS Long Asia Corp Fixed Regular Payment Schedule | Credit | Single-name |
and 33 more across the library.
Open FixedRateSpecification in the Model Browser
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