Code Set NameData TypeDescriptionPedigree
UnderlyingFXRateCalcCodeSetchar

Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided.


D=

Divide

Added EP-1 [Divide]
M=

Multiply

Added EP-1 [Multiply]
Added EP12
Used in fields:
[CollateralFXRateCalc] [MarginAmtFXRateCalc] [PayCollectFXRateCalc] [PositionFXRateCalc] [SideCollateralFXRateCalc] [UnderlyingFXRateCalc]