MakeWholeAmount

A complex type to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (Typically applicable to the convertible bond options).

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Field	Type	Description	Print form title	FFSM title	Properties	Conditions
floatingRateIndex	FloatingRateIndex	Defines floating rate index.	Floating rate index.	Float rate code.	1-1, mre, mfr
indexTenor	Period	The ISDA Designated Maturity, i.e. the tenor of the floating rate.	Floating rate index tenor.		0-1, mre
spread	xsd:decimal	Spread in basis points over the floating rate index.	Spread over the index		0-1, mre
side	QuotationSideEnum	The side (bid/mid/ask) of the measure.	Side of the measure		0-1
interpolationMethod	InterpolationMethod	The type of interpolation method that the calculation agent reserves the right to use.	Interpolation method		0-1
earlyCallDate	IdentifiedDate	Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option.	Early call date		0-1, mre

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MakeWholeAmount

floatingRateIndex(FloatingRateIndex)

	Defines floating rate index.
	Float rate code.

indexTenor(Period)

The ISDA Designated Maturity, i.e. the tenor of the floating rate.

periodMultiplier(integer)

	A time period multiplier, e.g. 1, 2 or 3 etc. A negative value can be used when specifying an offset relative to another date, e.g. -2 days.

period(PeriodEnum)

	A time period, e.g. a day, week, month or year of the stream. If the periodMultiplier value is 0 (zero) then period must contain the value D (day).
	D;W;M;Y;

spread(decimal)

Spread in basis points over the floating rate index.

side(QuotationSideEnum)

	The side (bid/mid/ask) of the measure.
	Bid;Ask;Mid;

interpolationMethod(InterpolationMethod)

The type of interpolation method that the calculation agent reserves the right to use.

earlyCallDate(IdentifiedDate)

Date prior to which the option buyer will have to pay a Make Whole Amount to the option seller if he/she exercises the option.