Time unit associated with the minimum frequency of the instrument maturity intervals.
Usage note: When UnderlyingFlexibleIndicator (2035)=Y and the underlying maturity is user-defined, set UnderlyingMaturityFrequencyUnit (2984)=F (Flexible).
Code | Meaning |
---|---|
H | Hour |
Min | Minute |
S | Second |
D | Day |
Wk | Week |
Mo | Month |
Yr | Year |
Q | Quarter |
EOM | End of Month |
F | Flexible |