Tag
Field Name
Abbr Name
Data Type
Union Datatype
Description
Pedigree
40627
UnderlyingPaymentStreamRateTreatment
RtTrtmt
int
Specifies the yield calculation treatment for the index.
PaymentStreamRateTreatmentCodeSet
0
=
Bond equivalent yield
Added EP161
[BondEquivalentYield]
1
=
Money market yield
Added EP161
[MoneyMarketYield]
Added EP161
Used in components:
[
UnderlyingPaymentStreamFloatingRate
]
© 2007–2024 FIX Protocol Limited
Contact us
Terms and Conditions
Privacy Policy