Properties
adjustPrimeForCostOfFunds
adjustPrimeForCostOfFunds: boolean
capsAndFloorsMethod
capsAndFloorsMethod: number
fundingCurveId
fundingCurveId: string
fundingCurveSourceName
fundingCurveSourceName: string
interpolationMethod
interpolationMethod: number
isActual360Under13Months
isActual360Under13Months: boolean
Optional liquidityAdjustments
liquidityAdjustments: null[] | null
Optional maximumCapDuration
maximumCapDuration: null
primeAdjustment
primeAdjustment: number
unusedLineOpportunityCostLiquidityFactor
unusedLineOpportunityCostLiquidityFactor: number
unusedLineOpportunityCostTransferDuration
unusedLineOpportunityCostTransferDuration: number
Optional volatilityEstimates
volatilityEstimates: null[] | null