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Created 2 years ago · No revisions

SwapSubClass

Tag: 1575

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 Instrument)
7
Advertisement (via Instrument)
8
Execution Report (via Instrument)
a
Quote Status Request (via Instrument)
AA
Derivative Security List (via RelSymDerivSecGrp > Instrument)

RelatedPartyDetailAltSubIDType (1574)DerivativePriceQuoteCurrency (1576)