TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
42594MakeWholeBenchmarkCurvePointPointString

The point on the floating rate index curve.
Sample values:
M = combination of a number between 1-12 and an M for month, e.g. 3M
Y = combination of number between 1-100 and a Y for year, e.g. 10Y
10Y-OLD = see above, then add -OLD when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon.

Added EP208

Used in components:
[OptionExerciseMakeWholeProvision]