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Code Set

ReturnTriggerCodeSet

ID2753
Typeint
PedigreeAdded EP238
Indicates the type of return or payout trigger for the swap or forward.
NameValueSynopsisElaborationPedigree
Dividend1DividendAdded EP238
Variance2VarianceAdded EP238
Volatility3VolatilityAdded EP238
TotalReturn4Total returnAdded EP238
ContractForDifference5Contract for differenceAdded EP238
CreditDefault6Credit defaultAdded EP238
SpreadBet7Spread betAdded EP238
Price8PriceAdded EP238
ForwardPriceUnderlyingInstrument9Forward price of underlying instrumentAdded EP238
Other99OtherAdded EP238

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