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40816
PaymentStreamFRADiscounting
Type:
Int
The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.
Values
Code
Meaning
0
None
1
International Swaps and Derivatives Association (ISDA)
2
Australian Financial Markets Association (AFMA)
Used By
6
Indication of Interest
7
Advertisement
8
Execution Report
a
Quote Status Request
AA
Derivative Security List
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PaymentStreamInflationFallbackBondApplicable (40815)
PaymentStreamNonDeliverableRefCurrency (40817)