MonthlyBaseRate

Defined in: types/domain.ts:420

The IGCP-published monthly base rate for a series — the building block both getCurrentRate and getRateTable return. month is the calendar month for which the rate is published; fixingDate is the antepenultimate TARGET2 business day of the previous month on which the 10-day Euribor 3M average was struck.

Properties

basePct

readonly basePct: string;

Defined in: types/domain.ts:424

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fixingDate

readonly fixingDate: string;

Defined in: types/domain.ts:423

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month

readonly month: string;

Defined in: types/domain.ts:422

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series

readonly series: SeriesCode;

Defined in: types/domain.ts:421