TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
1575SwapSubClassSwapSubClssString

The sub-classification or notional schedule type of the swap.


SwapSubClassCodeSet
AMTZ=

Amortizing notional schedule

Added EP169 Updated EP238 [Amortizing]
COMP=

Compounding

Added EP169 Deprecated EP238[Compounding]
CNST=

Constant notional schedule

Added EP238 [ConstantNotionalSchedule]
ACRT=

Accreting notional schedule

Added EP238 [AccretingNotionalSchedule]
CUST=

Custom notional schedule

Added EP238 [CustomNotionalSchedule]
Added EP169 Updated EP238

Used in components:
[Instrument]