NegativeInterestRateTreatmentEnum
Enum CDM 7.2.0The enumerated values to specify the method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
Values 3
Namespace cdm.product.asset
Values
3 permitted values.
| Value | Description |
|---|---|
| NegativeInterestRateMethod | Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c). |
| ZeroInterestRateMethod | Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e). |
| ZeroInterestRateExcludingSpreadMethod | Per 2021 ISDA Definitions section 6.8.6 |
Referenced by
2 types hold a NegativeInterestRateTreatmentEnum as an attribute.
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 |
|---|---|---|
| MapNegativeInterestRateTreatmentEnum | returns | — |
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