1. Cash Flow Engine Reference Guide
  2. Cash Flow Dictionary
  3. Cash Flow Columns
  4. Option Risk-Free Rate (OPTION_RFR_IRC_CD)
  5. Data Verification Requirements and Suggested Defaults

8.2.94.3 Data Verification Requirements and Suggested Defaults

The assigned interest rate curve must be defined as risk-free and match instrument currency.The instrument must be adjustable-rate type in Investments, Mortgages, Borrowings, and Caps/Floors and have valid rate options and option volatility assigned.