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Fixing Period

Fixing Period​

Acronym: RRFIX
Identifier: fixingPeriod
Group: Rate Reset
Type: Period
Default: P0D

Description​

Interest rate resets (adjustments) are usually fixed one or two days (usually Business Days) before the new rate applies (defined by the rate reset schedule). This field holds the period between fixing and application of a rate.

Allowed Values​

  • ISO8601 Duration