Code Set NameData TypeDescriptionPedigree
PaymentStreamFloorRateBuySideCodeSetint

Reference to the buyer of the floor rate option through its trade side.


1=

Buyer of the trade

Added EP161 [Buyer]
2=

Seller of the trade

Added EP161 [Seller]
Added EP161

Used in fields:
[DividendFloorRateBuySide] [DividendFloorRateSellSide] [LegDividendFloorRateBuySide] [LegDividendFloorRateSellSide] [LegPaymentStreamCompoundingFloorRateBuySide] [LegPaymentStreamCompoundingFloorRateSellSide] [LegPaymentStreamFloorRateBuySide] [LegPaymentStreamFloorRateSellSide] [LegPaymentStubIndexFloorRateBuySide] [LegPaymentStubIndexFloorRateSellSide] [PaymentStreamCompoundingFloorRateBuySide] [PaymentStreamCompoundingFloorRateSellSide] [PaymentStreamFloorRateBuySide] [PaymentStreamFloorRateSellSide] [PaymentStubIndexFloorRateBuySide] [PaymentStubIndexFloorRateSellSide] [UnderlyingDividendFloorRateBuySide] [UnderlyingDividendFloorRateSellSide] [UnderlyingPaymentStreamCompoundingFloorRateBuySide] [UnderlyingPaymentStreamCompoundingFloorRateSellSide] [UnderlyingPaymentStreamFloorRateBuySide] [UnderlyingPaymentStreamFloorRateSellSide] [UnderlyingPaymentStubIndexFloorRateBuySide] [UnderlyingPaymentStubIndexFloorRateSellSide]