TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42811UnderlyingDividendFloorRateFlrRtPercentage

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

Added EP208

Used in components:
[UnderlyingDividendAccrualFloatingRate]