Repo.RepoUnderlyingContract
Summary
The method is used to create a Definition object.
Methods
RepoUnderlyingContract(params: string | RepoUnderlyingContractParams)
Description: Creates a RepoUnderlyingContractInstrument object
Parameters:
| Property | Is Optional | Default Value | Description |
|---|---|---|---|
| instrumentCode | false | - | string |
| instrumentTag | true | - | string |
| notionalAmount | true | - | number |
| fixedRatePercent | true | - | string |
| issueDate | true | - | string |
| endDate | true | - | string |
| notionalCcy | true | - | string |
| interestPaymentFrequency | true | - | string |
| interestCalculationMethod | true | - | See Repo.DayCountBasisConvention |
| accruedCalculationMethod | true | - | See Repo.DayCountBasisConvention |
| paymentBusinessDayConvention | true | - | See Repo.BusinessDayConvention |
| paymentRollConvention | true | - | See Repo.PaymentRollConvention |
| pricingParameters | true | - | See RepoUnderlyingPricingParameters in Repo.Definition page |
| extendedParams | true | - | {[key: string]: any} - Specifies the parameters that will be merged with the request |
When string is passed as parameter, it will be used as instrumentCode from Repo.RepoUnderlyingContractParams.
Returned value: a RepoUnderlyingContractInstrument object
RepoUnderlyingContractInstrument ->
See Repo.Definition page