Caps and Floors SMF Setup Example
- Nancy Cohn (Deactivated)
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 |
|