Code Set
| ID | 40801 |
| Type | int |
| Pedigree | Added EP161 |
Reference to the buyer of the floor rate option through its trade side.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Buyer | 1 | Buyer of the trade | Added EP161 | |
| Seller | 2 | Seller of the trade | Added EP161 |
Used in components:
- DividendAccrualFloatingRate
- LegDividendAccrualFloatingRate
- LegPaymentStreamCompoundingFloatingRate
- LegPaymentStreamFloatingRate
- PaymentStreamCompoundingFloatingRate
- PaymentStreamFloatingRate
- UnderlyingDividendAccrualFloatingRate
- UnderlyingPaymentStreamCompoundingFloatingRate
- UnderlyingPaymentStreamFloatingRate
Used in groups:
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