Field LegPaymentStreamRateCutoffDateOffsetPeriod Scenario base
SYNOPSIS:
Time unit multiplier for the relative rate cut-off date offset.
ELABORATION:
This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index.
| ID |
Abbr |
Datatype |
| 40323 | CutoffPeriod | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 161 | FIX.5.0SP2 | 208 | | |