This example shows sample values entered for a security using the Caps & Floors panel.
Option | Value |
|---|---|
SRM Status Flags | |
Release Status | |
Authorize Flag | |
Validation Process Flag | |
Cap/Floor Identification | |
Issue Name | strike rate test |
Issue Description | strike rate test |
Ticker | strike rate test |
CUSIP/SEDOL Check Digit Control Flag | |
Primary Asset ID Type | INTERNAL |
Primary Asset ID | STRIKE RATE TEST |
Alt Asset ID Type | |
Alt Asset ID | |
Cap/Floor Xreference Identification | |
CUSIP | |
ISIN | |
Sedol | |
Reuters | |
Bloomberg ID | |
SICOVM | |
Valoren | |
CEDEL | |
CINS | |
XREF Exchange | BSE |
Cap/Floor Details | |
Investment Type | OP |
Processing Security Type | OPIRCA |
Security Type | |
Sub Security Type | |
Quantity Type | CONTRACTS |
Price Multiplier | 0.0100 |
Quantity Scale | 1.00 |
Country Of Risk | |
Country Of Risk Code | |
Issue Country | UNITED STATES |
Issue Country Code | US |
Asset Currency | USD |
Settlement Currency | USD |
Income Currency | USD |
Issue Tax Type | SPECIAL |
Primary Exchange | BOSTON STOCK EXCHANGE |
Primary Exchange Code | BSE |
Region | |
Cap/Floor Coupon Periods | |
Coupon | 0.000000 |
Coupon Type Code | Floating Rate |
Strike Rate | 8.000000 |
Day Count Basis | ACT/360 |
Payment Frequency | Quarterly |
Payment Frequency Code | 3_M |
Business Day Convention | |
Business Calendar Name | |
Day of Month Override | |
Interest Payment Timing | |
Delay Days | |
Cap/Floor Dates | |
Issue Price | 0.00000000 |
Issue Date | 20020101 |
Dated Date | 20020101 |
First Coupon Date | 20020401 |
Last Coupon Date | 20040101 |
Maturity Date | 20040101 |
Maturity Price | 0.00 |
Variable Rate Next Reset Date | |
Calculate/Validate Last Coupon Date | Validate Last Coupon Date |
Valid Last Normal Coupon Date | |
Cap/Floor Flags | |
Trading Flat | Yes |
OID Indicator | No |
Rate Reset Flag | Upfront |
2a7 Flag | |
Inactive Flag | |
Floating Rate Information | |
First Rate Reset Date | 20020401 |
Reset Frequency | QUARTERLY (QUARTERLY) |
Reset Frequency Code | 3_M |
Reset Look Back Days | 0 |
Underlying Information | |
Underlying Security ID | Libor |
Underlying Issue Name | Libor |
Underlying Ticker | Libor |
Index Offset | 250.0000 |
Issuer Information | |
Issuer ID Name | |
Issuer ID | |
Issuer Alias | |
Country Of Incorporation Code | |
Issuer Industry |