Code Set NameData TypeDescriptionPedigree
PaymentStreamTypeCodeSetint

Identifies the type of payment stream associated with the swap.


0=

Periodic (default)

Added EP161 [Periodic]
1=

Initial

Added EP161 [Initial]
2=

Single

Added EP161 [Single]
3=

Dividend

Added EP208 [Dividend]
4=

Interest

Added EP208 [Interest]
5=

Dividend return

Added EP208 [DividendReturn]
6=

Price return

Added EP208 [PriceReturn]
7=

Total return

Added EP208 [TotalReturn]
8=

Variance

Added EP208 [Variance]
9=

Correlation

Added EP208 [Correlation]
Added EP161

Used in fields:
[LegPaymentStreamType] [PaymentStreamType] [UnderlyingPaymentStreamType]