FIX.Latest_EP287 Code Set #PaymentStreamInflationInterpolationMethodCodeSet

Code Set Name

Data Type

Description

Pedigree

PaymentStreamInflationInterpolationMethodCodeSet

int

The method used when calculating the Inflation Index Level from multiple points - the most common is Linear.

0	=	None	Added EP161		[None]
1	=	Linear zero yield	Added EP161		[LinearZeroYield]

Added EP161

Used in fields:

[LegMakeWholeInterpolationMethod] [LegPaymentStreamInflationInterpolationMethod] [LegPaymentStreamInterpolationMethod] [MakeWholeInterpolationMethod] [PaymentStreamInflationInterpolationMethod] [PaymentStreamInterpolationMethod] [UnderlyingMakeWholeInterpolationMethod] [UnderlyingPaymentStreamInflationInterpolationMethod] [UnderlyingPaymentStreamInterpolationMethod]