TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42635PaymentStreamCompoundingCapRateCapRtPercentage

The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding 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 EP208

Used in components:
[PaymentStreamCompoundingFloatingRate]