Specifies the type of schedule.
Code | Meaning |
---|---|
0 | Notional |
1 | Cash flow |
2 | FX linked notional |
3 | Fixed rate |
4 | Future value notional |
5 | Known amount |
6 | Floating rate multiplier |
7 | Spread |
8 | Cap rate |
9 | Floor rate |
10 | Non-deliverable settlement payment dates |
11 | Non-deliverable settlement calculation dates |
12 | Non-deliverable fixing dates. |
13 | Settlement period notional |
14 | Settlement period price |
15 | Calculation period |
16 | Dividend accrual rate multiplier |
17 | Dividend accrual rate spread |
18 | Dividend accrual cap rate |
19 | Dividend accrual floor rate |
20 | Compounding rate multiplier |
21 | Compounding rate spread |
22 | Compounding cap rate |
23 | Compounding floor rate |