Field LegPaymentStreamRateIndex2CurvePeriod Scenario base
SYNOPSIS:
Secondary time unit multiplier for the payment stream's floating rate index curve.
ELABORATION:
May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points.
| ID |
Abbr |
Datatype |
| 41564 | Ndx2Period | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 169 | | | | |