Code Set
PaymentStreamRateTreatmentCodeSet
| ID | 40796 |
| Type | int |
| Pedigree | Added EP161 |
Specifies the yield calculation treatment for the index.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| BondEquivalentYield | 0 | Bond equivalent yield | Added EP161 | |
| MoneyMarketYield | 1 | Money market yield | Added EP161 |
Used in components:
- DividendAccrualFloatingRate
- LegDividendAccrualFloatingRate
- LegPaymentStreamCompoundingFloatingRate
- LegPaymentStreamFloatingRate
- PaymentStreamCompoundingFloatingRate
- PaymentStreamFloatingRate
- UnderlyingDividendAccrualFloatingRate
- UnderlyingPaymentStreamCompoundingFloatingRate
- UnderlyingPaymentStreamFloatingRate
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