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40685 UnderlyingPaymentScheduleStepRelativeTo

Type: Int

Specifies whether the UnderlyingPaymentScheduleStepRate (40683) or UnderlyingPaymentScheduleStepOffsetValue (40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.

Values

CodeMeaning
0Initial
1Previous

Used By

  • 6
    Indication of Interest (via UndInstrmtGrp > > UnderlyingPaymentScheduleGrp)
  • 7
    Advertisement (via UndInstrmtGrp > > UnderlyingPaymentScheduleGrp)
  • 8
    Execution Report (via UndInstrmtGrp > > UnderlyingPaymentScheduleGrp)
  • a
    Quote Status Request (via UndInstrmtGrp > > UnderlyingPaymentScheduleGrp)
  • AA
    Derivative Security List (via UnderlyingInstrument > UnderlyingStreamGrp > UnderlyingPaymentScheduleGrp)
UnderlyingPaymentScheduleStepOffsetRate (40684)UnderlyingPaymentScheduleFixingDateUnadjusted (40686)
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