Code Set
PaymentStreamAveragingMethodCodeSet
| ID | 40806 |
| Type | int |
| Pedigree | Added EP161 |
When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Unweighted | 0 | Unweighted | Added EP161 | |
| Weighted | 1 | Weighted | Added EP161 |
Used in components:
- DividendAccrualFloatingRate
- LegDividendAccrualFloatingRate
- LegPaymentStreamCompoundingFloatingRate
- LegPaymentStreamFloatingRate
- PaymentStreamCompoundingFloatingRate
- PaymentStreamFloatingRate
- UnderlyingDividendAccrualFloatingRate
- UnderlyingPaymentStreamCompoundingFloatingRate
- UnderlyingPaymentStreamFloatingRate
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