9.6 Money Market Value Dated changes

This topic provides the instructions to capture the RFR details in Money Market Value dated changes.

The Money Market Value Amendment screen, Interest call form is enhanced to have similar new fields introduced in Treasury Interest Class Definition (CFDTRINC) screen.

1. On the Money Market Value Amendment Screen, click Interest.

   ICCF screen is displayed.

   Figure 9-6 ICCF

   
   Description of "Figure 9-6 ICCF"
2. On the ICCF screen, below fields are editable during VAMI
   • Customer Margin
   • Spread Adjustment

   No change is allowed for a RFR contract with payment delay method in between the schedule actual due date and the payment date calculated after adding payment delay days.