TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
41916UnderlyingPaymentStreamSettlLevelSettlLvlint

Specifies how weather index units are to be calculated.


PaymentStreamSettlLevelCodeSet
0=

Average

The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period.

Added EP169 [Average]
1=

Maximum

The maximum number of weather index units for any day in the calculaiton period.

Added EP169 [Maximum]
2=

Minimum

The minimum number of weather index units for any day in the calculaiton period.

Added EP169 [Minimum]
3=

Cumulative

The cumulative number of weather index units for each day in the calculaiton period.

Added EP169 [Cumulative]
Added EP169

Used in components:
[UnderlyingPaymentStreamFloatingRate]