Tag | Field Name | Abbr Name | Data Type | Union Datatype | Description | Pedigree |
---|---|---|---|---|---|---|
40737 | UnderlyingPaymentStubIndex2FloorRate | FlrRt2 | Percentage | The floor rate, if any, which applies to the second 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 |
|