Code Set Name
Data Type
Description
Pedigree
PaymentStubLengthCodeSet
int
Optional indication whether stub is shorter or longer than the regular swap period.
0
=
Short
Added EP161
[Short]
1
=
Long
Added EP161
[Long]
Added EP161
Used in fields:
[
LegPaymentStubLength
] [
PaymentStubLength
] [
UnderlyingPaymentStubLength
]
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