Code Set IRSDirectionCodeSet Scenario base

SYNOPSIS: Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.

ID Datatype
1933String

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
1933001PayPAYSYNOPSIS: Principal is paying fixed rate
ELABORATION:
✓FIX.5.0SP2161
1933002RcvRCVSYNOPSIS: Principal is receiving fixed rate
✓FIX.5.0SP2161
1933003NANASYNOPSIS: Swap is float/float or fixed/fixed
✓FIX.5.0SP2161