Code Set NameData TypeDescriptionPedigree
SwapClassCodeSetString

The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.


BS=

Basis swap

Added EP161 [BasisSwap]
IX=

Index swap

Added EP161 [IndexSwap]
BB=

Broad-based security swap

Added EP161 [BroadBasedSecuritySwap]
SK=

Basket swap

Added EP161 [BasketSwap]
Added EP161

Used in fields:
[LegSwapClass] [SwapClass] [UnderlyingSwapClass]