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UnderlyingPaymentStubIndexRateTreatment
Created 2 years ago
· No revisions
UnderlyingPaymentStubIndexRateTreatment
Tag:
40721
Type:
Int
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
UndInstrmtGrp
>
>
UnderlyingPaymentStubGrp
)
7
Advertisement
(via
UndInstrmtGrp
>
>
UnderlyingPaymentStubGrp
)
8
Execution Report
(via
UndInstrmtGrp
>
>
UnderlyingPaymentStubGrp
)
a
Quote Status Request
(via
UndInstrmtGrp
>
>
UnderlyingPaymentStubGrp
)
AA
Derivative Security List
(via
UnderlyingInstrument
>
UnderlyingStreamGrp
>
UnderlyingPaymentStubGrp
)
Show 71 more
UnderlyingPaymentStubIndexRateSpreadPositionType (40720)
UnderlyingPaymentStubIndexCapRate (40722)