Let's talk about it.  This could be related to the evil plan, but I would like to gather as much of your collective knowledge on it here.

 don't look at me, buddy

the little black book is too expensive and dry... might be worth a photocopy, probably not much more

we do have some rate floors buried in our vehicle but they appear nowhere in our periodic accounting.  In this case the interest is just accruing behind you, so if the floor goes into effect, you only see it in the expense number.  Actually, that's a nontrivial statement about accounting - you could NPV all of your future streams coming in and out, and find a way to book them as assets on the balance sheet, but you don't have to.  i.e. in this case I could do a subsecuritization where I sell my interest proceeds to the sub, and receive in return a bond whose interest payments match my interest expense... or the sub could buy the interest expense and the net spread asset could appear on my books as equity... or, you could just avoid it all and go back to accruals, nevermind that the future is a big black hole.