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PAMTerms.json
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45 lines (45 loc) · 1.45 KB
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{
"contractType": 0,
"calendar": 0,
"contractRole": 0,
"dayCountConvention": 2,
"businessDayConvention": 0,
"endOfMonthConvention": 0,
"scalingEffect": 0,
"feeBasis": 0,
"currency": "0x0000000000000000000000000000000000000000",
"settlementCurrency": "0x0000000000000000000000000000000000000000",
"marketObjectCodeRateReset": "0x00",
"contractDealDate": 1356652800,
"statusDate": 1356825600,
"issueDate": 0,
"initialExchangeDate": 1356998400,
"maturityDate": 1388534400,
"purchaseDate": 0,
"capitalizationEndDate": 0,
"cycleAnchorDateOfInterestPayment": 1356998400,
"cycleAnchorDateOfRateReset": 0,
"cycleAnchorDateOfScalingIndex": 0,
"cycleAnchorDateOfFee": 0,
"notionalPrincipal": "3000000000000000000000",
"nominalInterestRate": "100000000000000000",
"accruedInterest": 0,
"rateMultiplier": "1000000000000000000",
"rateSpread": 0,
"nextResetRate": 0,
"feeRate": 0,
"feeAccrued": 0,
"premiumDiscountAtIED": 0,
"priceAtTerminationDate": 0,
"priceAtPurchaseDate": 0,
"lifeCap": 0,
"lifeFloor": 0,
"periodCap": 0,
"periodFloor": 0,
"gracePeriod": { "i": 0, "p": 0, "isSet": false },
"delinquencyPeriod": { "i": 0, "p": 0, "isSet": false },
"cycleOfInterestPayment": { "i": 1, "p": 2, "s": 0, "isSet": true },
"cycleOfRateReset": { "i": 0, "p": 0, "s": 0, "isSet": false },
"cycleOfScalingIndex": { "i": 0, "p": 0, "s": 0, "isSet": false },
"cycleOfFee": { "i": 0, "p": 0, "s": 0, "isSet": false }
}