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Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -40,11 +40,11 @@ \subsubsection{Bond Forward / T-Lock / J-Lock (using ref. data)}
4040 transferred from the party that is long to the party that is short (determined by \lstinline !LongInForward !)
4141 and cannot be a negative amount. It is assumed to be in the same currency as the underlying bond. Exactly one
4242 of the fields Amount, LockRate must be given. \\
43- Allowable values: Any non-negative real number. The LockRate is expressed in decimal form, eg 0.05 is a rate of 5 \%
43+ Allowable values: Any non-negative real number.
4444 \item LockRate [Optional]: The payoff is given by (yield at forward maturity - LockRate) x DV01 (LongInForward =
4545 true). Exactly one of the fields Amount, LockRate must be given. In case the LockRate is given, the Settlement
4646 must be set to Cash. If Settlement is not given, it defaults to Cash in this case. \\
47- Allowable values: Any non-negative real number.
47+ Allowable values: Any non-negative real number. The LockRate is expressed in decimal form, eg 0.05 is a rate of 5 \%
4848 \item LockRateDayCounter [Optional]: The day counter w.r.t. which the lock rate is expressed. Optional, defaults to A360. \\
4949 Allowable values: see table \ref {tab:daycount }
5050 \item SettlementDirty [Optional]: A flag that determines whether the settlement amount {({\tt Amount})} reflects
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