TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2016UnderlyingSwapClassSwapClssString

The type or classification of swap. Additional values may be used by mutual agreement of the counterparties.


SwapClassCodeSet
BS=

Basis swap

Added EP161 [BasisSwap]
IX=

Index swap

Added EP161 [IndexSwap]
BB=

Broad-based security swap

Added EP161 [BroadBasedSecuritySwap]
SK=

Basket swap

Added EP161 [BasketSwap]
Added EP161

Used in components:
[UnderlyingInstrument]