FIX.Latest_EP292 Code Set #PaymentStreamNegativeRateTreatmentCodeSet

Code Set Name

Data Type

Description

Pedigree

PaymentStreamNegativeRateTreatmentCodeSet

int

The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).

0	=	Zero interest rate method	Added EP161		[ZeroInterestRateMethod]
1	=	Negative interest rate method	Added EP161		[NegativeInterestRateMethod]

Added EP161

Used in fields:

[DividendNegativeRateTreatment] [LegDividendNegativeRateTreatment] [LegPaymentStreamCompoundingNegativeRateTreatment] [LegPaymentStreamNegativeRateTreatment] [PaymentStreamCompoundingNegativeRateTreatment] [PaymentStreamNegativeRateTreatment] [UnderlyingDividendNegativeRateTreatment] [UnderlyingPaymentStreamCompoundingNegativeRateTreatment] [UnderlyingPaymentStreamNegativeRateTreatment]