FloatingRateIndexFixingDetails
Type CDM 7.2.0This type holds parameters defining the fixingt time and offset for a floating rate index.
Extends —
Extended by —
Attributes 2
Namespace cdm.observable.asset.fro
Attributes
All 2 declared on FloatingRateIndexFixingDetails. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| fixingTime | FloatingRateIndexFixingTime | 0..1 | Parameters defining the normal fixing time (can vary by index tenor / designated maturity). |
| fixingOffset | BusinessDayOffset | 0..1 | Parameters defining the normal fixing offset (can vary by index tenor / designated maturity). |
Referenced by
1 type holds a FloatingRateIndexFixingDetails as an attribute.
Open FloatingRateIndexFixingDetails 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.