Field PaymentStreamCompoundingCapRate Scenario base
SYNOPSIS:
The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05".
Pedigree
| Added |
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Updated |
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Deprecated |
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| FIX.5.0SP2 | 208 | | | | |