TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42933UnderlyingPaymentStreamCompoundingFloorRateFlrRtPercentage

The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding 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. The rate is expressed as a decimal, e.g. 5% is represented as 0.05.

Added EP208

Used in components:
[UnderlyingPaymentStreamCompoundingFloatingRate]