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Created 2 years ago · No revisions

PaymentStubIndexRateTreatment

Tag: 40885

Specifies the yield calculation treatment for the payment stub index.

Values

Code	Meaning
0	Bond equivalent yield
1	Money market yield

Used By

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

PaymentStubIndexRateSpreadPositionType (40884)PaymentStubIndexCapRate (40886)