Code Set
SwapSubClassCodeSet
| ID | 1575 |
| Type | String |
| Pedigree | Added EP169, Updated EP238 |
The sub-classification or notional schedule type of the swap.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Amortizing | AMTZ | Amortizing notional schedule | Added EP169, Updated EP238 | |
| Compounding | COMP | Compounding | Added EP169, Deprecated EP238 | |
| ConstantNotionalSchedule | CNST | Constant notional schedule | Added EP238 | |
| AccretingNotionalSchedule | ACRT | Accreting notional schedule | Added EP238 | |
| CustomNotionalSchedule | CUST | Custom notional schedule | Added EP238 |
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