1. Cash Flow Engine Reference Guide
  2. Cash Flow Calculations
  3. Cash Flow Calculation Process
  4. Notes about Reprice Event
  5. Transfer Pricing

7.8.17.1 Transfer Pricing

The modeling of adjustable-rate instruments in TP begins at the last reprice date and ends at the Next Reprice Date, with the Next Repricing Date treated like a Maturity Date for funding purposes. Therefore, no Repricing Events occur during a Transfer Pricing Process.