repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

cdm/observable/asset/calculatedrate/OffsetCalculation

FINOS-CDM-6.0-d07
Blue ID: FNvJ5Bykw9Ak2JRJJJ1nizpUFbufUY7ciCjGoMLUAQzA

Defines business day shifts for daily componded or averaged rates. This type is used for lookback and lockout rates. This type is used to represent modular computed rates in interestRatePayouts.

Repository version
Type Alias
FINOS-CDM-6.0-d07/cdm/observable/asset/calculatedrate/OffsetCalculation
Type Definition
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Type References
  • E2LM6qgzWG9ttagq2xTmiZkgYEAgkYedFCmU9v7NnVEq:E2LM6qgzWG9ttagq2xTmiZkgYEAgkYedFCmU9v7NnVEq