Code Set NameData TypeDescriptionPedigree
RateSourceCodeSetint

Identifies the source of rate information.
For FX, the reference source to be used for the FX spot rate.


0=

Bloomberg

Added EP82 [Bloomberg]
1=

Reuters

Added EP82 [Reuters]
2=

Telerate

Added EP82 [Telerate]
3=

ISDA Settlement Rate Option

The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option

Added EP161 [ISDARateOption]
99=

Other

Added EP82 [Other]
Added EP82
Used in fields:
[ComplexEventRateSource] [LegComplexEventRateSource] [LegPaymentScheduleRateSource] [LegPaymentStreamNonDeliverableSettlRateSource] [LegReturnRateInformationSource] [LegSettlRateFallbackRateSource] [PaymentScheduleRateSource] [PaymentStreamNonDeliverableSettlRateSource] [RateSource] [ReturnRateInformationSource] [SettlRateFallbackRateSource] [UnderlyingComplexEventRateSource] [UnderlyingPaymentScheduleRateSource] [UnderlyingPaymentStreamNonDeliverableSettlRateSource] [UnderlyingReturnRateInformationSource] [UnderlyingSettlRateFallbackRateSource]