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Next Reset Rate

Next Reset Rate​

Acronym: RRNXT
Identifier: nextResetRate
Group: Rate Reset
Type: Real
Default: ``

Description​

Holds the new rate that has been fixed already (cf. attribute FixingDays) but not applied. This new rate will be applied at the next rate reset event (after SD and according to the rate reset schedule). Attention, RRNXT must be set to NULL after it is applied!