Code Set StreamNotionalAdjustmentsCodeSet Scenario base

SYNOPSIS: For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap.

ID Datatype
42787int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
42787001Execution0SYNOPSIS: Execution
ELABORATION: The adjustments to the number of units are governed by an execution clause.
✓FIX.5.0SP2208
42787002PortfolioRebalancing1SYNOPSIS: Portfolio rebalancing
ELABORATION: The adjustments to the number of units are governed by a portfolio rebalancing clause.
✓FIX.5.0SP2208
42787003Standard2SYNOPSIS: Standard
ELABORATION: The adjustments to the number of units are not governed by any specific clause.
✓FIX.5.0SP2208