tpc0046 - non-fixed interest instrument tpc0046 reference rate_reference rate value

Card of business rule non-fixed interest instrument tpc0046 reference rate_reference rate value

Name

non-fixed interest instrument tpc0046 reference rate_reference rate value

Code

tpc0046

Comment

The reference rate valuess SOFR, €STR, HONIA,TONA,SARON, SONIA and SORA are only allowed when the reference rate maturity is overnight.
This validation rule is implemented at DNB with a parent relationship check between non-fixed interest instrument and reference rate table. Violations will therefore also be reported as such.

Rule Type

Constraint


Server expression of the business rule non-fixed interest instrument tpc0046 reference rate_reference rate value

(if ('non-fixed interest instrument'.'reference rate_reference rate value' in ("SOFR", "€STR", "HONIA", "TONA", "SARON", "SONIA", "SORA"))
then ('non-fixed interest instrument'.'reference rate_maturity value' = "overnight"))


List of DNB-specific attributes of the business rule non-fixed interest instrument tpc0046 reference rate_reference rate value

Name

Value

business rule classification

tuple constraint

business rule scope

Checked within the data delivery

business rule status

active business rule

number of dependencies

1

severity

blocking


List of attached objects of the business rule non-fixed interest instrument tpc0046 reference rate_reference rate value

Short Description

Entity Attribute 'non-fixed interest instrument.reference rate_reference rate value'


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