TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
42020UnderlyingStreamNotionalFrequencyUnitNotlUnitString

Time unit associated with the swap stream's notional frequency.


TimeUnitCodeSet
H=

Hour

Added EP-1 [Hour]
Min=

Minute

Added EP-1 [Minute]
S=

Second

Added EP-1 [Second]
D=

Day

Added EP-1 [Day]
Wk=

Week

Added EP-1 [Week]
Mo=

Month

Added EP-1 [Month]
Yr=

Year

Added EP-1 [Year]
Q=

Quarter

Added EP191 [Quarter]
EOM=

End of Month

End of Month identifies a relative time unit, e.g. until the third Friday of each month.

Added EP287 [EndOfMonth]
F=

Flexible

A flexible time unit indicates that a specific time unit for the contract is currently undetermined.

Added EP287 [Flexible]
Added EP169

Used in components:
[UnderlyingStreamGrp]