ReturnRateValuationFrequencyUnit

Tag: 42728

Created 2 years ago · No revisions

Time unit associated with the frequency at which return rate valuation dates occur.

Values

Code	Meaning
D	Day
Wk	Week
Mo	Month
Yr	Year
H	Hour
Min	Minute
S	Second
T	Term

Used By

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

ReturnRateValuationFrequencyPeriod (42727)ReturnRateValuationFrequencyRollConvention (42729)