Code Set NameData TypeDescriptionPedigree
IRSDirectionCodeSetString

Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.


PAY=

Principal is paying fixed rate

Added EP161 [Pay]
RCV=

Principal is receiving fixed rate

Added EP161 [Rcv]
NA=

Swap is float/float or fixed/fixed

Added EP161 [NA]
Added EP161

Used in fields:
[IRSDirection]