Code Set NameData TypeDescriptionPedigree
UnderlyingNotionalAdjustmentsCodeSetint

Specifies the conditions that govern the adjustment to the number of units of the return swap.


0=

Execution

The adjustments to the number of units are governed by an execution clause.

Added EP208 [Execution]
1=

Portfolio rebalancing

The adjustments to the number of units are governed by a portfolio rebalancing clause.

Added EP208 [PortfolioRebalancing]
2=

Standrd

The adjustments to the number of units are not governed by any specific clause.

Added EP208 [Standard]
Added EP208

Used in fields:
[UnderlyingNotionalAdjustments]