Interface ForwardSwapPremium

Hierarchy

  • ForwardSwapPremium

Index

Properties

Properties

Optional amortizationTerm

amortizationTerm: null | undefined | number

feesInBasisPoints

feesInBasisPoints: number

forwardStartTerm

forwardStartTerm: number

id

id: string

Optional index

index: null | undefined | Index

Optional interestRateCalculationFixed

interestRateCalculationFixed: null | undefined | InterestRateCalculation

Optional interestRateCalculationFloat

interestRateCalculationFloat: null | undefined | InterestRateCalculation

minimumFeesDollarAmount

minimumFeesDollarAmount: number

notionalAmount

notionalAmount: number

paymentFrequency

paymentFrequency: number

paymentType

paymentType: PaymentType

presentValue1BasisPoint

presentValue1BasisPoint: number

Optional pricingIndication

pricingIndication: null | undefined | PricingIndication

rateResetFrequency

rateResetFrequency: number

swapSpread

swapSpread: number

swapTerm

swapTerm: number

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