Short Rate


Short Rate is a direct subtype of Interest Rate
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with functions Short Rate Functions, keys Short Rate keys and example object ShortRate|USD

TYPE INCLUSION RELATIONSHIPS

Interest Rate

Short Rate

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Currency

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TYPICAL OBJECTS OF TYPE Short Rate

ShortRt

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This type represents an Interest Rate, of which the associated rate is identified as the instantaneous riskless spot deposit rate.