StrikeSchedule
Type CDM 7.2.0A class describing a schedule of cap or floor rates.
Attributes
2 declared on StrikeSchedule, 1 inherited. Cardinality in amber is required.
| Name | Type | Card. | Description | From |
|---|---|---|---|---|
| price | PriceSchedule | 1..1 | The initial rate. An initial rate of 5% would be represented as 0.05. | RateSchedule |
| buyer | PayerReceiverEnum | 0..1 | The buyer of the option. | — |
| seller | PayerReceiverEnum | 0..1 | The party that has sold. | — |
Referenced by
2 types hold a StrikeSchedule 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 |
|---|---|---|
| MapCapRateScheduleWithAddress | returns | — |
| MapFloorRateScheduleWithAddress | returns | — |
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