Daml.Finance.Interface.Instrument.Swap.InterestRate.Types¶
Data Types¶
data InterestRate
Field Type Description instrument InstrumentKey The instrument’s key. description Text The description of the swap. 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). ownerReceivesFix Bool Indicate whether a holding owner of this instrument receives the fix or the floating leg of the swap. fixRate Decimal The interest rate of the fix leg. For example, in case of "3M Euribor vs 2.5% fix" this should be 0.025. periodicSchedule PeriodicSchedule The schedule for the periodic swap payments. holidayCalendarIds [Text] The identifiers of the holiday calendars to be used for the swap payment 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 swap. For example, if the swap pays in USD this should be a USD cash instrument. 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 InterestRate
instance Show InterestRate