Code Set NameData TypeDescriptionPedigree
PaymentStreamRateTreatmentCodeSetint

Specifies the yield calculation treatment for the index.


0=

Bond equivalent yield

Added EP161 [BondEquivalentYield]
1=

Money market yield

Added EP161 [MoneyMarketYield]
Added EP161
Used in fields:
[DividendFloatingRateTreatment] [LegDividendFloatingRateTreatment] [LegPaymentScheduleRateTreatment] [LegPaymentStreamCompoundingRateTreatment] [LegPaymentStreamRateTreatment] [LegPaymentStubIndex2RateTreatment] [LegPaymentStubIndexRateTreatment] [PaymentScheduleRateTreatment] [PaymentStreamCompoundingRateTreatment] [PaymentStreamRateTreatment] [PaymentStubIndex2RateTreatment] [PaymentStubIndexRateTreatment] [UnderlyingDividendFloatingRateTreatment] [UnderlyingPaymentScheduleRateTreatment] [UnderlyingPaymentStreamCompoundingRateTreatment] [UnderlyingPaymentStreamRateTreatment] [UnderlyingPaymentStubIndex2RateTreatment] [UnderlyingPaymentStubIndexRateTreatment]