Code Set NameData TypeDescriptionPedigree
PaymentScheduleStepRelativeToCodeSetint

Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.


0=

Initial

Added EP161 [Initial]
1=

Previous

Added EP161 [Previous]
Added EP161

Used in fields:
[LegPaymentScheduleStepRelativeTo] [PaymentScheduleStepRelativeTo] [UnderlyingPaymentScheduleStepRelativeTo]