R  InterestRates

The Interest Rates derivative contract (traded on trading venues and OTC) data elements capturing all IR Trade Position data related fields.


«record»InterestRatesFixedRateofLeg1 : decimal( 10, 9 )?FixedRateofLeg2 : decimal( 10, 9 )?FixedRateDayCountLeg1 : string( "/(\d+|Actual)\/(\d+)/u" )?FixedRateDayCountLeg2 : string( "/(\d+|Actual)\/(\d+)/u" )?FixedRatePaymentFrequencyLeg1TimePeriod : enum< .. >FixedRatePaymentFrequencyLeg1Multiplier : int( 0, 999 )?FixedRatePaymentFrequencyLeg2TimePeriod : enum< .. >FixedRatePaymentFrequencyLeg2Multiplier : int( 0, 999 )?FloatingRatePaymentFrequencyLeg1TimePeriod : enum< .. >FloatingRatePaymentFrequencyLeg1Multiplier : int( 0, 999 )?FloatingRatePaymentFrequencyLeg2TimePeriod : enum< .. >FloatingRatePaymentFrequencyLeg2Multiplier : int( 0, 999 )?FloatingRateResetFrequencyLeg1TimePeriod : enum< .. >FloatingRateResetFrequencyLeg1Multiplier : int( 0, 999 )?FloatingRateResetFrequencyLeg2TimePeriod : enum< .. >FloatingRateResetFrequencyLeg2Multiplier : int( 0, 999 )?FloatingRateOfLeg1 : enum< .. >FloatingRateReferencePeriodLeg1TimePeriod : enum< .. >FloatingRateReferencePeriodLeg1Multiplier : int( 0, 999 )?FloatingRateOfLeg2 : enum< .. >FloatingRateReferencePeriodLeg2TimePeriod : enum< .. >FloatingRateReferencePeriodLeg2Multiplier : int( 0, 999 )?«trait»PositionBase

Includes:

  •  T  PositionBase

  • Annotations:

     A  CII
     A  Classification(Value=ALFABank.DataGov.DataClassification.Internal)
     A  ModelOwner(Value="TradeDataGrp")
     A  Consumers(Value=[ "RiskDataSys" ])
     A  Producers(Value=[ "TradingSys" ])
     A  Retention(Live="5Y", DestructionAge="7Y", Archived="2Y")