UnderlyingSwapSubClass

Tag: 2289

Created 2 years ago · No revisions

The sub-classification or notional schedule type of the swap.

Values

Code	Meaning
AMTZ	Amortizing notional schedule
COMP	Compounding
CNST	Constant notional schedule
ACRT	Accreting notional schedule
CUST	Custom notional schedule

Used By

6
Indication of Interest (via UndInstrmtGrp > UnderlyingInstrument)
7
Advertisement (via UndInstrmtGrp > UnderlyingInstrument)
8
Execution Report (via UndInstrmtGrp > UnderlyingInstrument)
a
Quote Status Request (via UndInstrmtGrp > UnderlyingInstrument)
AA
Derivative Security List (via UnderlyingInstrument)

EncodedUnderlyingOptionExpirationDesc (2288)UnderlyingStrikeUnitOfMeasure (2290)