Code Set NameData TypeDescriptionPedigree
StreamNotionalAdjustmentsCodeSetint

For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.


0=

Execution

The adjustments to the number of units are governed by an execution clause.

Added EP208 [Execution]
1=

Portfolio rebalancing

The adjustments to the number of units are governed by a portfolio rebalancing clause.

Added EP208 [PortfolioRebalancing]
2=

Standard

The adjustments to the number of units are not governed by any specific clause.

Added EP208 [Standard]
Added EP208

Used in fields:
[LegStreamNotionalAdjustments] [StreamNotionalAdjustments] [UnderlyingStreamNotionalAdjustments]