| ID |
Name |
Abbr |
Presence |
Description |
| 42591 | MakeWholeDate | Dt |
optional |
SYNOPSIS:
The date through which option cannot be exercised without penalty.
|
| 42592 | MakeWholeAmount | Amt |
optional |
SYNOPSIS:
Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591).
|
| 42593 | MakeWholeBenchmarkCurveName | Name |
optional |
SYNOPSIS:
Identifies the benchmark floating rate index.
|
| 42594 | MakeWholeBenchmarkCurvePoint | Point |
optional |
SYNOPSIS:
The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an "M" for month, e.g. 3M
Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.
|
| 42595 | MakeWholeRecallSpread | Spread |
optional |
SYNOPSIS:
Spread over the floating rate index.
|
| 42596 | MakeWholeBenchmarkQuote | Qte |
optional |
SYNOPSIS:
The quote side of the benchmark to be used for calculating the "make whole" amount.
|
| 42597 | MakeWholeInterpolationMethod | IntrpltnMeth |
optional |
SYNOPSIS:
The method used when calculating the "make whole" amount. The most common is linear method.
|