FuturesProductDefinitionEventArgsBuilder.AlignmentInterestRate Property |
Price Alignment Interest (C): Eris PAI is the cumulative daily
interest on variation margin adjustment for 100 notional. Eris PAI is
one of the primary inputs needed for calculating a futures price for a
swap future. IRS - Accrued Coupons (B Value): This value represents
historical fixed and floating payments for 100 notional, and is one of
the primary inputs needed for calculating a futures price for a swap
future. Denominator value for AlignmentInterestRate is 10.
Namespace:
OnixS.NET.ICE.iMpact.Testing
Assembly:
OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64.dll) Version: 4.17.0.0
Syntax public ValueType AlignmentInterestRate { get; set; }
Property Value
Type:
ValueTypeSee Also