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. |