Code Set PaymentStreamFRADiscountingCodeSet Scenario base

SYNOPSIS: The method of Forward Rate Agreement (FRA) discounting, if any, that will apply.

ID Datatype
40816int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
40816001None0SYNOPSIS: None
FIX.5.0SP2161
40816002ISDA1SYNOPSIS: International Swaps and Derivatives Association (ISDA)
FIX.5.0SP2161
40816003AFMA2SYNOPSIS: Australian Financial Markets Association (AFMA)
FIX.5.0SP2161