Code Set
StreamNotionalAdjustmentsCodeSet
| ID | 42787 |
| Type | int |
| Pedigree | Added EP208 |
For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Execution | 0 | Execution | The adjustments to the number of units are governed by an execution clause. | Added EP208 |
| PortfolioRebalancing | 1 | Portfolio rebalancing | The adjustments to the number of units are governed by a portfolio rebalancing clause. | Added EP208 |
| Standard | 2 | Standard | The adjustments to the number of units are not governed by any specific clause. | Added EP208 |
Used in groups:
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy