5.3.5.2.1.1 Add-on Rate Method Parameters
To define an Add-on Calculation Method, you must specify one or more parameters, depending on the method. The parameter fields may display a default value, which you can override.
The following tables describes the parameters associated with the Add-on Methods for different Add-on Types.
Table 5-26 Parameters Applicable to the Add-on Rate Methods for the Add-on Rate Types
Add-on Rate Method | Reference Term | Lookup Method | Term | Multiplier | Rate | Amount | Assignment Date | Interest Rate Code | Formula |
---|---|---|---|---|---|---|---|---|---|
Do Not Calculate | |||||||||
Fixed-Rate | Yes | Yes | Yes | Yes | Yes | ||||
Fixed Amount | Yes | Yes | Yes | Yes | Yes | ||||
Formula Based Rate | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
Use TP Method from Selected TP Rule | Yes |
Note:
The Add-on Rate Types include Liquidity rate, Basis Risk Costs, Pricing Incentives, Other Add-on rate and Breakage Charge.Table 5-27 Parameters Applicable to the Add-on Rate Methods for the Breakage Charge Calculations
Add-on Rate Method | Break Funding Amount | Break Funding Rate | Interest Rate Code | Rate Spread | Minimum Charge |
---|---|---|---|---|---|
Do Not Calculate | |||||
Fixed Amount | Yes | ||||
Economic Loss | Yes | Yes | Yes | ||
Fixed Percentage | Yes | Yes |