Description

Type: int

Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument.

Valid values:

  • 0 = Periodic (default)
  • 1 = Initial
  • 2 = Single
  • 3 = Dividend
  • 4 = Interest
  • 5 = Dividend return
  • 6 = Price return
  • 7 = Total return
  • 8 = Variance
  • 9 = Correlation

Used In