SeriesMetadata
Defined in: types/domain.ts:51
Static, IGCP-published parameters that define a series. These never change for
an existing series; new series are added by registering additional metadata
objects in src/core/series.ts.
Properties
Section titled “Properties”baseRateClampMaxPct
Section titled “baseRateClampMaxPct”readonly baseRateClampMaxPct: string;Defined in: types/domain.ts:65
baseRateClampMinPct
Section titled “baseRateClampMinPct”readonly baseRateClampMinPct: string;Defined in: types/domain.ts:64
baseRateDecimals
Section titled “baseRateDecimals”readonly baseRateDecimals: number;Defined in: types/domain.ts:74
baseRateSpreadPct
Section titled “baseRateSpreadPct”readonly baseRateSpreadPct: string;Defined in: types/domain.ts:73
Additive spread (in percentage points, as a decimal string) applied to
the rounded Euribor 3M mean before clamping into the
[baseRateClampMinPct, baseRateClampMaxPct] window. Série F uses
"0" (the published formula has no spread); Série E uses "1"
(the published formula is E3 + 1%).
capitalizationFrequency
Section titled “capitalizationFrequency”readonly capitalizationFrequency: "quarterly";Defined in: types/domain.ts:82
readonly code: SeriesCode;Defined in: types/domain.ts:52
defaultIrsRate
Section titled “defaultIrsRate”readonly defaultIrsRate: string;Defined in: types/domain.ts:83
euribor3mAveragingDays
Section titled “euribor3mAveragingDays”readonly euribor3mAveragingDays: number;Defined in: types/domain.ts:81
maturityYears
Section titled “maturityYears”readonly maturityYears: number;Defined in: types/domain.ts:54
maxUnits
Section titled “maxUnits”readonly maxUnits: number;Defined in: types/domain.ts:63
minUnits
Section titled “minUnits”readonly minUnits: number;Defined in: types/domain.ts:62
readonly name: string;Defined in: types/domain.ts:53
premiumTiers
Section titled “premiumTiers”readonly premiumTiers: readonly PremiumTier[];Defined in: types/domain.ts:84
subscriptionEndDate?
Section titled “subscriptionEndDate?”readonly optional subscriptionEndDate?: string;Defined in: types/domain.ts:61
Last date on which subscriptions were accepted, inclusive. undefined
means subscriptions are still open. Set for closed series such as Série E
(closed by Portaria n.º 149-A/2023, 2 June 2023).
subscriptionStartDate
Section titled “subscriptionStartDate”readonly subscriptionStartDate: string;Defined in: types/domain.ts:55
unitQuoteDecimals
Section titled “unitQuoteDecimals”readonly unitQuoteDecimals: number;Defined in: types/domain.ts:80
Decimal places retained for the per-unit net quote after each capitalization. Série E and F use 5 decimals to mirror IGCP’s published quote precision.