 Option U |
6a |
(Product Identifier) |
Optional in optional sequence P
O
This field specifies the underlying product type.
One of the following codes may be used:
| FXCORR
|
Correlation Swap
|
| FXVAR
|
Variance Swap
|
| FXVOL
|
Volatility Swap
|
| IRCCBA |
Interest Rate Cross Currency Basis |
| IRCCFI |
Interest Rate Cross Currency FixedFixed |
| IRCCFL |
Interest Rate Cross Currency FixedFloat |
These product codes must be in line with the ISDA Product Taxonomy.
