Daml.Finance.Interface.Instrument.Bond.FloatingRate.Types¶
Data Types¶
data FloatingRate
Describes the attributes representing a floating rate bond.
Field Type Description instrument InstrumentKey The instrument’s key. description Text The description of the bond. floatingRate FloatingRate A description of the floating rate to be used. This supports both Libor and SOFR style reference rates (using a compounded index, e.g. the SOFR Index). couponSpread Decimal The floating rate coupon spread. For example, in case of "3M Euribor + 0.5%" this should be 0.005. periodicSchedule PeriodicSchedule The schedule for the periodic coupon payments. holidayCalendarIds [Text] The identifiers of the holiday calendars to be used for the coupon schedule. calendarDataProvider Party The reference data provider to use for the holiday calendar. dayCountConvention DayCountConventionEnum The day count convention used to calculate day count fractions. For example: Act360. currency InstrumentKey The currency of the bond. For example, if the bond pays in USD this should be a USD cash instrument. notional Decimal The notional of the bond. This is the face value corresponding to one unit of the bond instrument. For example, if one bond unit corresponds to 1000 USD, this should be 1000.0. lastEventTimestamp Time (Market) time of the last recorded lifecycle event. If no event has occurred yet, the time of creation should be used. instance Eq FloatingRate
instance Show FloatingRate