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.
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Type Alias
FINOS-CDM-6.0-d07/StubValueType Definition
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Type References
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