Code Set NameData TypeDescriptionPedigree
PaymentScheduleTypeCodeSetint

Type of schedule.


0=

Notional

Added EP161 [Notional]
1=

Cash flow

Added EP161 [CashFlow]
2=

FX linked notional

Added EP161 [FXLinkedNotional]
3=

Fixed rate

Added EP161 [FixedRate]
4=

Future value notional

Added EP161 [FutureValueNotional]
5=

Known amount

Added EP161 [KnownAmount]
6=

Floating rate multiplier

Added EP161 [FloatingRateMultiplier]
7=

Spread

Added EP161 [Spread]
8=

Cap rate

Added EP161 [CapRate]
9=

Floor rate

Added EP161 [FloorRate]
10=

Non-deliverable settlement payment dates

Added EP161 [NonDeliverableSettlPaymentDates]
11=

Non-deliverable settlement calculation dates

Added EP161 [NonDeliverableSettlCalculationDates]
12=

Non-deliverable fixing dates.

Added EP161 [NonDeliverableFXFixingDates]
13=

Settlement period notional

Added EP169 [SettlPeriodNotnl]
14=

Settlement period price

Added EP169 [SettlPeriodPx]
15=

Calculation period

Added EP169 [CalcPeriod]
16=

Dividend accrual rate multiplier

Added EP208 [DividendAccrualRateMultiplier]
17=

Dividend accrual rate spread

Added EP208 [DividendAccrualRateSpread]
18=

Dividend accrual cap rate

Added EP208 [DividendAccrualCapRate]
19=

Dividend accrual floor rate

Added EP208 [DividendAccrualFloorRate]
20=

Compounding rate multiplier

Added EP208 [CompoundingRateMultiplier]
21=

Compounding rate spread

Added EP208 [CompoundingRateSpread]
22=

Compounding cap rate

Added EP208 [CompoundingCapRate]
23=

Compounding floor rate

Added EP208 [CompoundingFloorRate]
Added EP161

Used in fields:
[LegPaymentScheduleType] [PaymentScheduleType] [UnderlyingPaymentScheduleType]