Code Set
PaymentStreamRateIndexCurveUnitCodeSet
| ID | 40791 |
| Type | String |
| Pedigree | Added EP161 |
Time unit associated with the floating rate index.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Day | D | Day | Added EP161 | |
| Week | Wk | Week | Added EP161 | |
| Month | Mo | Month | Added EP161 | |
| Year | Yr | Year | Added EP161 |
Used in components:
- DividendAccrualFloatingRate
- FloatingRateIndex
- LegDividendAccrualFloatingRate
- LegPaymentStreamCompoundingFloatingRate
- LegPaymentStreamFloatingRate
- PaymentStreamCompoundingFloatingRate
- PaymentStreamFloatingRate
- UnderlyingDividendAccrualFloatingRate
- UnderlyingInstrument
- UnderlyingPaymentStreamCompoundingFloatingRate
- UnderlyingPaymentStreamFloatingRate
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