Field LegPaymentStreamCompoundingNegativeRateTreatment Scenario base

SYNOPSIS: Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).

ID Abbr Datatype
42444NegtvRtTrtmtPaymentStreamNegativeRateTreatmentCodeSet

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2208