InterestShortFall
Type CDM 7.2.0A class to specify the interest shortfall floating rate payment event.
Extends —
Extended by —
Attributes 3
Namespace cdm.product.asset
Attributes
All 3 declared on InterestShortFall. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| interestShortfallCap | InterestShortfallCapEnum | 1..1 | Specifies the nature of the interest Shortfall cap (i.e. Fixed Cap or Variable Cap) in the case where it is applicable. ISDA 2003 Term: Interest Shortfall Cap. |
| compounding | boolean | 1..1 | — |
| rateSource | FloatingRateIndexEnum | 0..1 | The rate source in the case of a variable cap. |
Referenced by
1 type holds an InterestShortFall as an attribute.
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