repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

FloatingRateCalculationParameters

FINOS-CDM-6.0-d07
Blue ID: F7K9tWMBLoVnuoqinp9znSBZj1g2Voc2uwTv9ju1sR4a

Defines the structures needed to represent the calculation parameters for daily averaged and compounded modular rates as defined in the 2021 ISDA Definitions in Section 7. This type is used to represent modular computed rates in interestRatePayouts.

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FINOS-CDM-6.0-d07/FloatingRateCalculationParameters
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