UnderlyingPaymentScheduleStepRelativeTo

Tag: 40685
Type: Int
· No revisions

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