Time unit associated with the minimum frequency of the instrument maturity intervals.
Usage note: When LegFlexibleIndicator (2202)=Y and the leg maturity is user-defined, set LegMaturityFrequencyUnit (2986)=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 |