Navigation :
OptionResidualMaturityVertices
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| RiskClass |
Y |
N |
String |
|
“GIRR”. |
| Vertex |
Y |
N |
Double |
|
The underlying residual maturity. |
| Index |
N |
N |
Int |
|
The number of the maturity. |
| AsOfDate |
Y |
N |
LOCALDATE[yyyy-mm-dd] |
|
The start date that the parameter takes effect. |
| ParameterSet |
Y |
N |
String |
|
The parameter set to which the parameter belongs (default = BCBS). |