FloatingRateIndexFixingOffset
Type CDM 7.2.0This type holds parameters defining the normal fixing offset for a floating rate index.
Extended by —
Attributes 6 (1 own)
Namespace cdm.observable.asset.fro
Attributes
1 declared on FloatingRateIndexFixingOffset, 5 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| periodMultiplier | int | 1..1 | A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days. | Period |
| period | PeriodEnum | 1..1 | A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day). | Period |
| businessCenters | BusinessCenters | 0..1 | The business centers for the offset. | BusinessDayOffset |
| fixingOffsetDefinition | string | 0..1 | Legal text that underlies the Fixing Offset. ISDA Fixing Offset Definition. (e.g. One day that is either a Sydney Business Day or a Melbourne Business Day following the Reset Date) | BusinessDayOffset |
| fixingOffsetReason | string | 0..1 | Fixing Offset Reason | BusinessDayOffset |
| designatedMaturity | string | 0..1 | Allows a reason to be specified for using the alternative fixing offset. | — |
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