TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
40647UnderlyingPaymentStreamFRADiscountingFRADiscint

The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.


PaymentStreamFRADiscountingCodeSet
0=

None

Added EP161 [None]
1=

International Swaps and Derivatives Association (ISDA)

Added EP161 [ISDA]
2=

Australian Financial Markets Association (AFMA)

Added EP161 [AFMA]
Added EP161 Updated EP169
Used in components:
[UnderlyingPaymentStreamFloatingRate]