Call Money (CLM)
Description
Loans that are rolled over as long as they are not called. Once called it has to be paid back after the stipulated notice period.
Real-world Instrument Examples (but not limited to)
Interbank loans with call features.
Required Terms
- contractDealDate
- contractID
- contractRole
- contractType
- counterpartyID
- creatorID
- currency
- dayCountConvention
- initialExchangeDate
- nominalInterestRate
- notionalPrincipal
- statusDate
- xDayNotice
Conditional Groups
Group 1
- Drivers: feeRate
- Required if triggered: feeBasis
- Optional: cycleAnchorDateOfFee, cycleOfFee, feeAccrued
Group 9
- Drivers: cycleAnchorDateOfRateReset, cycleOfRateReset
- Required if triggered: rateSpread, marketObjectCodeOfRateReset
- Optional: fixingPeriod, nextResetRate, rateMultiplier
Standalone Optional Terms
- accruedInterest
- businessDayConvention
- calendar
- contractPerformance
- cycleAnchorDateOfInterestPayment
- cycleOfInterestPayment
- delinquencyPeriod
- delinquencyRate
- endOfMonthConvention
- gracePeriod
- maturityDate
- nonPerformingDate
- prepaymentPeriod
- seniority
- settlementCurrency
Notes
contractTypeis automatically set to "CLM" when using the class.