Interest Rate


Interest Rate is an
abstract type and also direct subtype of Quotable
aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa aaaaaaaa
with functions Interest Rate Functions and direct subtypes Interest Rate subtypes

TYPE INCLUSION RELATIONSHIPS

Quotable

Interest Rate

BMA Rate

Fwd Ibor Rate

Fwd Swap Rate

Short Rate

Swap Rate

Swap Spread Rate

Term Rate

</defs>

AVAILABLE FUNCTIONS

Get Implied Fixing

</defs>

This type represents the generic notion of
interest rate
Since a concrete interest rate is defined in relation to a specific borrowing/lending arrangement, the type here is an
abstract type
Concrete Interest Rate objects can be created through one of its several
subtypes such as the Term Rate or Swap Rate