TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
40631UnderlyingPaymentStreamFloorRateFlrRtPercentage

The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05.

Added EP161

Used in components:
[UnderlyingPaymentStreamFloatingRate]