Tag | Field Name | Abbr Name | Data Type | Union Datatype | Description | Pedigree |
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40628 | UnderlyingPaymentStreamCapRate | CapRt | Percentage | The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the 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. | Added EP161 |
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