Code Set NameData TypeDescriptionPedigree
SwapSubClassCodeSetString

The sub-classification or notional schedule type of the swap.


AMTZ=

Amortizing notional schedule

Added EP169 Updated EP238 [Amortizing]
COMP=

Compounding

Added EP169 Deprecated EP238[Compounding]
CNST=

Constant notional schedule

Added EP238 [ConstantNotionalSchedule]
ACRT=

Accreting notional schedule

Added EP238 [AccretingNotionalSchedule]
CUST=

Custom notional schedule

Added EP238 [CustomNotionalSchedule]
Added EP169 Updated EP238

Used in fields:
[LegSwapSubClass] [SwapSubClass] [UnderlyingSwapSubClass]