Data Types

data InflationLinked

Describes the attributes of an Inflation Linked Bond.


Field Type Description
instrument InstrumentKey The instrument’s key.
description Text The description of the bond.
inflationIndexId Text The inflation index reference ID. For example, in case of "0.5% p.a. coupon, CPI adjusted principal" this should be a valid reference to the "CPI" index.
inflationIndexBaseValue Decimal The value of the inflation index on the first reference date of this bond (called "dated date" on US TIPS). This is used as the base value for the principal adjustment.
couponRate Decimal The fixed coupon rate, per annum. For example, in case of a "0.5% p.a. coupon, CPI adjusted principal" 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 InflationLinked

instance Show InflationLinked