ObservationParameters

Type CDM 7.2.0

Parameters on daily observed computed rates, specifically daily caps and floors. This type is used to represent modular computed rates in interestRatePayouts.

Extends —

Extended by —

Attributes 2

Namespace cdm.observable.asset.calculatedrate

Attributes

All 2 declared on ObservationParameters. Cardinality in amber is required.

Name	Type	Card.	Description
observationCapRate	number	0..1	A daily observation cap rate.
observationFloorRate	number	0..1	A daily observation floor rate.

Referenced by

1 type holds an ObservationParameters as an attribute.

FloatingRateCalculationParameters

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Parsed from CDM 7.2.0 · observable-asset-calculatedrate-type.rosetta cdm.observable.asset.calculatedrate