Code Set UnderlyingNotionalAdjustmentsCodeSet Scenario base

SYNOPSIS: Specifies the conditions that govern the adjustment to the number of units of the return swap.

ID Datatype
2617int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
2617001Execution0SYNOPSIS: Execution
ELABORATION: The adjustments to the number of units are governed by an execution clause.
✓FIX.5.0SP2208
2617002PortfolioRebalancing1SYNOPSIS: Portfolio rebalancing
ELABORATION: The adjustments to the number of units are governed by a portfolio rebalancing clause.
✓FIX.5.0SP2208
2617003Standard2SYNOPSIS: Standrd
ELABORATION: The adjustments to the number of units are not governed by any specific clause.
✓FIX.5.0SP2208