Name |
non-fixed interest instrument tpc0046 reference rate_reference rate value sofr €str only overnight |
Code |
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Comment |
The reference rate valuess SOFR and €STR are only allowed when the reference rate maturity is overnight. |
Rule Type |
Definition |
(if ('non-fixed interest instrument'.'reference rate_reference rate value type' in ("SOFR", "€STR")) |
Name |
Value |
business rule classification |
tuple constraint |
business rule scope |
Checked within the data delivery |
severity |
blocking |
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