ObservationShiftCalculation
Type CDM 7.2.0Parameters to describe the observation shift for a daily compounded or averaged floating rate. This type is used to represent modular computed rates in interestRatePayouts.
Extends —
Extended by —
Attributes 3
Namespace cdm.observable.asset.calculatedrate
Attributes
All 3 declared on ObservationShiftCalculation. Cardinality in amber is required.
| Name | Type | Card. | Description |
|---|---|---|---|
| offsetDays | int | 0..1 | The number of days of observation shift. |
| calculationBase | ObservationPeriodDatesEnum | 0..1 | Whether the rate is calculated in advance, in arrears, or relative to a reset date. |
| additionalBusinessDays | BusinessCenters | 0..1 | Any additional business days that be applicable. |
Referenced by
1 type holds an ObservationShiftCalculation as an attribute.
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