TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2070LegSwapClassSwapClssString

Swap type.


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:
[InstrumentLeg]