Common Block: indexing

This section describe the < indexing > block, which describes the information needed in order to compute interest rate of the schedule.

Available Blocks under the < indexing > Block

Block M/O Comments
< type >
Mandatory Available values are:
< dayCountConvention >
Mandatory Available values are listed in DaycountConvention.
< index >
Mandatory Block contents is described in Index.
< fixedRate >
Optional type=Decimal. This field is mandatory in case of a FIXED rate index. Expressed in base 1 (example : 0.01 is 1%)
< borrowerSpread >
Optional link to the borrower spread curve, if any.
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