Code Set NameData TypeDescriptionPedigree
PaymentStreamRateIndexCurveUnitCodeSetString

Time unit associated with the floating rate index.


D=

Day

Added EP161 [Day]
Wk=

Week

Added EP161 [Week]
Mo=

Month

Added EP161 [Month]
Yr=

Year

Added EP161 [Year]
Added EP161

Used in fields:
[DividendFloatingRateIndexCurveUnit] [FloatingRateIndexCurveUnit] [LegDividendFloatingRateIndexCurveUnit] [LegPaymentStreamCompoundingRateIndexCurveUnit] [LegPaymentStreamRateIndex2CurveUnit] [LegPaymentStreamRateIndexCurveUnit] [LegPaymentStubIndex2CurveUnit] [LegPaymentStubIndexCurveUnit] [PaymentFloatingRateIndexCurveUnit] [PaymentFrequencyUnit] [PaymentRateResetFrequencyUnit] [PaymentStreamCompoundingRateIndexCurveUnit] [PaymentStreamRateIndex2CurveUnit] [PaymentStreamRateIndexCurveUnit] [PaymentStubIndex2CurveUnit] [PaymentStubIndexCurveUnit] [UnderlyingDividendFloatingRateIndexCurveUnit] [UnderlyingIndexCurveUnit] [UnderlyingPaymentStreamCompoundingRateIndexCurveUnit] [UnderlyingPaymentStreamRateIndex2CurveUnit] [UnderlyingPaymentStreamRateIndexCurveUnit] [UnderlyingPaymentStubIndex2CurveUnit] [UnderlyingPaymentStubIndexCurveUnit]