Code Set NameData TypeDescriptionPedigree
NonDeliverableFixingDateTypeCodeSetint

Specifies the type of date (e.g. adjusted for holidays).


0=

Unadjusted

Added EP161 [Unadjusted]
1=

Adjusted

Added EP161 [Adjusted]
Added EP161
Used in fields:
[LegNonDeliverableFixingDateType] [LegPaymentStreamCompoundingDateType] [LegPaymentStreamFixingDateType] [LegReturnRateValuationDateType] [NonDeliverableFixingDateType] [PaymentStreamCompoundingDateType] [PaymentStreamFixingDateType] [ReturnRateValuationDateType] [UnderlyingNonDeliverableFixingDateType] [UnderlyingPaymentStreamCompoundingDateType] [UnderlyingPaymentStreamFixingDateType] [UnderlyingReturnRateValuationDateType]