RateObservationEvent
A rate observation is used only when a Repo is done against an index (typically EONIA
repos) and we want to record the observed rates during the lifetime of the trade.
This is similar in structure to a rate change, but the application context is different.
A rate observation has no cash or security movement attached, so there is no transfer
structure here. Rate observations are required on floating rate repos to calculate
the accrued repo interest.
| Field | Type | Description | Print form title | FFSM title | Properties | Conditions |
| eventDate | IdentifiedDate | The date the event has been recorded. | Event date. | | 1-1,
mfr | |
| rate | xsd:decimal | | | | 1-1 | |
RateObservationEventeventDate(IdentifiedDate) | The date the event has been recorded. |
|