spread
Spread in basis points over the floating rate index.
Element information
Namespace: http://www.fpml.org/FpML-5/confirmation
Schema document: fpml-bond-option-5-0.xsd
Type: xsd:decimal
Properties: Local, Qualified
Content
Used in
- Type SwapCurveValuation (Element swapUnwindValue)
- Type MakeWholeAmount via extension of SwapCurveValuation (Element makeWholeAmount)
Sample instance
<spread>27</spread>