repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

StubValue

FINOS-CDM-6.0-d07
Blue ID: 3weiXri9Tsq2aYRwdUhivhAARb81EU9wHqkugLWxNMDf

A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.

Repository version
Type Alias
FINOS-CDM-6.0-d07/StubValue
Type Definition
YAML representation of the type document
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Type References
  • DLRQwz7MQeCrzjy9bohPNwtCxKEBbKaMK65KBrwjfG6K:Text
  • 6aehfNAxHLC1PHHoDr3tYtFH3RWNbiWdFancJ1bypXEY:List
  • AVCzotdsA7oBsUsB3WimzY5AyYWCn2Lfecco7VhmJtS1:FINOS-CDM-6.0-d07/StubFloatingRate
  • 5WNMiV9Knz63B4dVY5JtMyh3FB4FSGqv7ceScvuapdE1:Integer
  • AbAR9hDgkuDPyGUVbpg2virbQmHfou9H5TMSUKaAAQo3:FINOS-CDM-6.0-d07/Money
  • 7pwXmXYCJtWnd348c2JQGBkm9C4renmZRwxbfaypsx5y:Double