2604 | LegStrikeIndexCurvePoint | StrkNdxPnt | String | | The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an M for month, e.g. 3M Y = combination of number between 1-100 and a Y for year, e.g. 10Y 10Y-OLD = see above, then add -OLD when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. | Added EP208
|