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Infrastructure

Component

FloatingRateIndex

ID2264
PedigreeAdded EP235, Updated EP240
Used to identify the rate index for a floating rate coupon.
Field
Name
Type
Req'd
Comments
Pedigree
2731
Conditionally required when FloatingRateIndexIDSource(2732) is specified.
Added EP235
2732
Conditionally required when FloatingRateIndexID(2731) is specified.
Added EP235
2730
Conditionally required when FloatingRateIndexCurvePeriod(2728) is specified.
Added EP235
2728
Conditionally required when FloatingRateIndexCurveUnit(2730) is specified.
Added EP235
2729
Added EP235
Used in components:

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