OffsetCalculation

Type CDM 7.2.0

Defines business day shifts for daily componded or averaged rates. This type is used for lookback and lockout rates. This type is used to represent modular computed rates in interestRatePayouts.

Extends —

Extended by —

Attributes 1

Namespace cdm.observable.asset.calculatedrate

Attributes

All 1 declared on OffsetCalculation. Cardinality in amber is required.

Name	Type	Card.	Description
offsetDays	int	0..1	The number of business days offset.

Referenced by

1 type holds an OffsetCalculation as an attribute.

FloatingRateCalculationParameters

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