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Created 2 years ago · No revisions

PaymentStubIndex2CurveUnit

Tag: 40895

Secondary time unit associated with the stub floating rate index curve.

Values

Code	Meaning
D	Day
Wk	Week
Mo	Month
Yr	Year

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)

PaymentStubIndex2CurvePeriod (40894)PaymentStubIndex2RateMultiplier (40896)