Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Code Set

SwapClassCodeSet

ID1941
TypeString
PedigreeAdded EP161
The classification or type of swap. Additional values may be used by mutual agreement of the counterparties.
NameValueSynopsisElaborationPedigree
BasisSwapBSBasis swapAdded EP161
IndexSwapIXIndex swapAdded EP161
BroadBasedSecuritySwapBBBroad-based security swapAdded EP161
BasketSwapSKBasket swapAdded EP161

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