Code Set NameData TypeDescriptionPedigree
ComplexEventTypeCodeSetint

Identifies the type of complex event.


1=

Capped

Added EP92 [Capped]
2=

Trigger

Added EP92 [Trigger]
3=

Knock-in up

Added EP92 [KnockInUp]
4=

Knock-in down

Added EP92 Updated EP169 [KnockInDown]
5=

Knock-out up

Added EP92 [KnockOutUp]
6=

Knock-out down

Added EP92 [KnockOutDown]
7=

Underlying

Added EP92 [Underlying]
8=

Reset Barrier

Added EP92 [ResetBarrier]
9=

Rolling Barrier

Added EP92 [RollingBarrier]
10=

One-touch

Added EP169 [OneTouch]
11=

No-touch

Added EP169 [NoTouch]
12=

Double one-touch

Added EP169 [DblOneTouch]
13=

Double no-touch

Added EP169 [DblNoTouch]
14=

Foreign exchange composite

Added EP169 [FXComposite]
15=

Foreign exchange Quanto

Added EP169 [FXQuanto]
16=

Foreign exchange cross currency

Added EP169 [FXCrssCcy]
17=

Strike spread

Added EP169 [StrkSpread]
18=

Calendar spread

Added EP169 [ClndrSpread]
19=

Price observation (Asian or Lookback)

Added EP169 [PxObsvtn]
20=

Pass-through

Added EP169 [PassThrough]
21=

Strike schedule

Added EP169 [StrkSched]
22=

Equity valuation

Added EP208 [EquityValuation]
23=

Dividend valuation

Added EP208 [DividendValuation]
Added EP92

Used in fields:
[ComplexEventType] [LegComplexEventType] [UnderlyingComplexEventType]