Business rule non-fixed interest instrument tpc0046 reference rate_reference rate value sofr €str only overnight

Card of business rule non-fixed interest instrument tpc0046 reference rate_reference rate value sofr €str only overnight

Name

non-fixed interest instrument tpc0046 reference rate_reference rate value sofr €str only overnight

Code

tpc0046

Comment

The reference rate valuess SOFR and €STR are only allowed when the reference rate maturity is overnight.

Rule Type

Definition


Server expression of the business rule non-fixed interest instrument tpc0046 reference rate_reference rate value sofr €str only overnight

(if ('non-fixed interest instrument'.'reference rate_reference rate value type' in ("SOFR", "€STR"))
then ('non-fixed interest instrument'.'reference rate_reference rate maturity type' = "overnight"))


List of DNB-specific attributes of the business rule non-fixed interest instrument tpc0046 reference rate_reference rate value sofr €str only overnight

Name

Value

business rule classification

tuple constraint

business rule scope

Checked within the data delivery

severity

blocking