Code Set
UnderlyingNotionalAdjustmentsCodeSet
| ID | 2617 |
| Type | int |
| Pedigree | Added EP208 |
Specifies the conditions that govern the adjustment to the number of units of the return 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 | Standrd | The adjustments to the number of units are not governed by any specific clause. | Added EP208 |
Used in components:
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