Code Set
UpfrontPriceTypeCodeSet
| ID | 1741 |
| Type | int |
| Pedigree | Added EP119 |
Type of price used to determine upfront payment for swaps contracts.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Percentage | 1 | Percentage (i.e. percent of par) (often called "dollar price" for fixed income) | Added EP119 | |
| FixedAmount | 3 | Fixed amount (absolute value) | Added EP119 |
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