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Created 2 years ago · No revisions

LegPaymentStubIndexRateTreatment

Tag: 40431

Specifies the yield calculation treatment for the stub index.

Values

Code	Meaning
0	Bond equivalent yield
1	Money market yield

Used By

6
Indication of Interest (via InstrmtLegIOIGrp > > LegPaymentStubGrp)
7
Advertisement (via InstrmtLegGrp > > LegPaymentStubGrp)
8
Execution Report (via InstrmtLegExecGrp > > LegPaymentStubGrp)
a
Quote Status Request (via InstrmtLegGrp > > LegPaymentStubGrp)
AA
Derivative Security List (via RelSymDerivSecGrp > > LegPaymentStubGrp)

LegPaymentStubIndexRateSpreadPositionType (40430)LegPaymentStubIndexCapRate (40432)